NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.560 |
4.598 |
0.038 |
0.8% |
4.745 |
High |
4.604 |
4.598 |
-0.006 |
-0.1% |
4.779 |
Low |
4.552 |
4.432 |
-0.120 |
-2.6% |
4.495 |
Close |
4.585 |
4.456 |
-0.129 |
-2.8% |
4.585 |
Range |
0.052 |
0.166 |
0.114 |
219.2% |
0.284 |
ATR |
0.131 |
0.134 |
0.002 |
1.9% |
0.000 |
Volume |
69,263 |
28,581 |
-40,682 |
-58.7% |
338,721 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.993 |
4.891 |
4.547 |
|
R3 |
4.827 |
4.725 |
4.502 |
|
R2 |
4.661 |
4.661 |
4.486 |
|
R1 |
4.559 |
4.559 |
4.471 |
4.527 |
PP |
4.495 |
4.495 |
4.495 |
4.480 |
S1 |
4.393 |
4.393 |
4.441 |
4.361 |
S2 |
4.329 |
4.329 |
4.426 |
|
S3 |
4.163 |
4.227 |
4.410 |
|
S4 |
3.997 |
4.061 |
4.365 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.472 |
5.312 |
4.741 |
|
R3 |
5.188 |
5.028 |
4.663 |
|
R2 |
4.904 |
4.904 |
4.637 |
|
R1 |
4.744 |
4.744 |
4.611 |
4.682 |
PP |
4.620 |
4.620 |
4.620 |
4.589 |
S1 |
4.460 |
4.460 |
4.559 |
4.398 |
S2 |
4.336 |
4.336 |
4.533 |
|
S3 |
4.052 |
4.176 |
4.507 |
|
S4 |
3.768 |
3.892 |
4.429 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.629 |
4.432 |
0.197 |
4.4% |
0.092 |
2.1% |
12% |
False |
True |
61,220 |
10 |
5.003 |
4.432 |
0.571 |
12.8% |
0.127 |
2.8% |
4% |
False |
True |
48,932 |
20 |
5.150 |
4.432 |
0.718 |
16.1% |
0.129 |
2.9% |
3% |
False |
True |
33,708 |
40 |
5.507 |
4.432 |
1.075 |
24.1% |
0.143 |
3.2% |
2% |
False |
True |
23,426 |
60 |
5.534 |
4.432 |
1.102 |
24.7% |
0.145 |
3.3% |
2% |
False |
True |
18,239 |
80 |
5.534 |
4.432 |
1.102 |
24.7% |
0.140 |
3.2% |
2% |
False |
True |
14,873 |
100 |
5.534 |
4.432 |
1.102 |
24.7% |
0.142 |
3.2% |
2% |
False |
True |
12,419 |
120 |
5.619 |
4.432 |
1.187 |
26.6% |
0.133 |
3.0% |
2% |
False |
True |
10,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.304 |
2.618 |
5.033 |
1.618 |
4.867 |
1.000 |
4.764 |
0.618 |
4.701 |
HIGH |
4.598 |
0.618 |
4.535 |
0.500 |
4.515 |
0.382 |
4.495 |
LOW |
4.432 |
0.618 |
4.329 |
1.000 |
4.266 |
1.618 |
4.163 |
2.618 |
3.997 |
4.250 |
3.727 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.515 |
4.518 |
PP |
4.495 |
4.497 |
S1 |
4.476 |
4.477 |
|