NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.486 |
4.470 |
-0.016 |
-0.4% |
4.745 |
High |
4.504 |
4.590 |
0.086 |
1.9% |
4.779 |
Low |
4.425 |
4.380 |
-0.045 |
-1.0% |
4.495 |
Close |
4.473 |
4.402 |
-0.071 |
-1.6% |
4.585 |
Range |
0.079 |
0.210 |
0.131 |
165.8% |
0.284 |
ATR |
0.128 |
0.134 |
0.006 |
4.6% |
0.000 |
Volume |
27,183 |
27,427 |
244 |
0.9% |
338,721 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.087 |
4.955 |
4.518 |
|
R3 |
4.877 |
4.745 |
4.460 |
|
R2 |
4.667 |
4.667 |
4.441 |
|
R1 |
4.535 |
4.535 |
4.421 |
4.496 |
PP |
4.457 |
4.457 |
4.457 |
4.438 |
S1 |
4.325 |
4.325 |
4.383 |
4.286 |
S2 |
4.247 |
4.247 |
4.364 |
|
S3 |
4.037 |
4.115 |
4.344 |
|
S4 |
3.827 |
3.905 |
4.287 |
|
|
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 |
4.604 |
4.380 |
0.224 |
5.1% |
0.122 |
2.8% |
10% |
False |
True |
35,236 |
10 |
4.831 |
4.380 |
0.451 |
10.2% |
0.119 |
2.7% |
5% |
False |
True |
47,899 |
20 |
5.150 |
4.380 |
0.770 |
17.5% |
0.131 |
3.0% |
3% |
False |
True |
35,394 |
40 |
5.283 |
4.380 |
0.903 |
20.5% |
0.139 |
3.2% |
2% |
False |
True |
24,921 |
60 |
5.534 |
4.380 |
1.154 |
26.2% |
0.146 |
3.3% |
2% |
False |
True |
19,331 |
80 |
5.534 |
4.380 |
1.154 |
26.2% |
0.140 |
3.2% |
2% |
False |
True |
15,753 |
100 |
5.534 |
4.380 |
1.154 |
26.2% |
0.143 |
3.2% |
2% |
False |
True |
13,130 |
120 |
5.534 |
4.380 |
1.154 |
26.2% |
0.134 |
3.0% |
2% |
False |
True |
11,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.483 |
2.618 |
5.140 |
1.618 |
4.930 |
1.000 |
4.800 |
0.618 |
4.720 |
HIGH |
4.590 |
0.618 |
4.510 |
0.500 |
4.485 |
0.382 |
4.460 |
LOW |
4.380 |
0.618 |
4.250 |
1.000 |
4.170 |
1.618 |
4.040 |
2.618 |
3.830 |
4.250 |
3.488 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.485 |
4.485 |
PP |
4.457 |
4.457 |
S1 |
4.430 |
4.430 |
|