NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.470 |
4.342 |
-0.128 |
-2.9% |
4.598 |
High |
4.590 |
4.409 |
-0.181 |
-3.9% |
4.598 |
Low |
4.380 |
4.338 |
-0.042 |
-1.0% |
4.338 |
Close |
4.402 |
4.342 |
-0.060 |
-1.4% |
4.342 |
Range |
0.210 |
0.071 |
-0.139 |
-66.2% |
0.260 |
ATR |
0.134 |
0.129 |
-0.004 |
-3.3% |
0.000 |
Volume |
27,427 |
21,214 |
-6,213 |
-22.7% |
128,131 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.576 |
4.530 |
4.381 |
|
R3 |
4.505 |
4.459 |
4.362 |
|
R2 |
4.434 |
4.434 |
4.355 |
|
R1 |
4.388 |
4.388 |
4.349 |
4.378 |
PP |
4.363 |
4.363 |
4.363 |
4.358 |
S1 |
4.317 |
4.317 |
4.335 |
4.307 |
S2 |
4.292 |
4.292 |
4.329 |
|
S3 |
4.221 |
4.246 |
4.322 |
|
S4 |
4.150 |
4.175 |
4.303 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.206 |
5.034 |
4.485 |
|
R3 |
4.946 |
4.774 |
4.414 |
|
R2 |
4.686 |
4.686 |
4.390 |
|
R1 |
4.514 |
4.514 |
4.366 |
4.470 |
PP |
4.426 |
4.426 |
4.426 |
4.404 |
S1 |
4.254 |
4.254 |
4.318 |
4.210 |
S2 |
4.166 |
4.166 |
4.294 |
|
S3 |
3.906 |
3.994 |
4.271 |
|
S4 |
3.646 |
3.734 |
4.199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.598 |
4.338 |
0.260 |
6.0% |
0.125 |
2.9% |
2% |
False |
True |
25,626 |
10 |
4.779 |
4.338 |
0.441 |
10.2% |
0.113 |
2.6% |
1% |
False |
True |
46,685 |
20 |
5.150 |
4.338 |
0.812 |
18.7% |
0.129 |
3.0% |
0% |
False |
True |
35,708 |
40 |
5.283 |
4.338 |
0.945 |
21.8% |
0.138 |
3.2% |
0% |
False |
True |
25,224 |
60 |
5.534 |
4.338 |
1.196 |
27.5% |
0.145 |
3.3% |
0% |
False |
True |
19,621 |
80 |
5.534 |
4.338 |
1.196 |
27.5% |
0.140 |
3.2% |
0% |
False |
True |
15,989 |
100 |
5.534 |
4.338 |
1.196 |
27.5% |
0.142 |
3.3% |
0% |
False |
True |
13,312 |
120 |
5.534 |
4.338 |
1.196 |
27.5% |
0.134 |
3.1% |
0% |
False |
True |
11,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.711 |
2.618 |
4.595 |
1.618 |
4.524 |
1.000 |
4.480 |
0.618 |
4.453 |
HIGH |
4.409 |
0.618 |
4.382 |
0.500 |
4.374 |
0.382 |
4.365 |
LOW |
4.338 |
0.618 |
4.294 |
1.000 |
4.267 |
1.618 |
4.223 |
2.618 |
4.152 |
4.250 |
4.036 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.374 |
4.464 |
PP |
4.363 |
4.423 |
S1 |
4.353 |
4.383 |
|