NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.342 |
4.322 |
-0.020 |
-0.5% |
4.598 |
High |
4.409 |
4.333 |
-0.076 |
-1.7% |
4.598 |
Low |
4.338 |
4.261 |
-0.077 |
-1.8% |
4.338 |
Close |
4.342 |
4.279 |
-0.063 |
-1.5% |
4.342 |
Range |
0.071 |
0.072 |
0.001 |
1.4% |
0.260 |
ATR |
0.129 |
0.126 |
-0.003 |
-2.7% |
0.000 |
Volume |
21,214 |
20,367 |
-847 |
-4.0% |
128,131 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.507 |
4.465 |
4.319 |
|
R3 |
4.435 |
4.393 |
4.299 |
|
R2 |
4.363 |
4.363 |
4.292 |
|
R1 |
4.321 |
4.321 |
4.286 |
4.306 |
PP |
4.291 |
4.291 |
4.291 |
4.284 |
S1 |
4.249 |
4.249 |
4.272 |
4.234 |
S2 |
4.219 |
4.219 |
4.266 |
|
S3 |
4.147 |
4.177 |
4.259 |
|
S4 |
4.075 |
4.105 |
4.239 |
|
|
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 |
4.590 |
4.261 |
0.329 |
7.7% |
0.107 |
2.5% |
5% |
False |
True |
23,983 |
10 |
4.629 |
4.261 |
0.368 |
8.6% |
0.099 |
2.3% |
5% |
False |
True |
42,602 |
20 |
5.150 |
4.261 |
0.889 |
20.8% |
0.129 |
3.0% |
2% |
False |
True |
36,241 |
40 |
5.245 |
4.261 |
0.984 |
23.0% |
0.137 |
3.2% |
2% |
False |
True |
25,582 |
60 |
5.534 |
4.261 |
1.273 |
29.7% |
0.144 |
3.4% |
1% |
False |
True |
19,889 |
80 |
5.534 |
4.261 |
1.273 |
29.7% |
0.137 |
3.2% |
1% |
False |
True |
16,220 |
100 |
5.534 |
4.261 |
1.273 |
29.7% |
0.141 |
3.3% |
1% |
False |
True |
13,490 |
120 |
5.534 |
4.261 |
1.273 |
29.7% |
0.134 |
3.1% |
1% |
False |
True |
11,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.639 |
2.618 |
4.521 |
1.618 |
4.449 |
1.000 |
4.405 |
0.618 |
4.377 |
HIGH |
4.333 |
0.618 |
4.305 |
0.500 |
4.297 |
0.382 |
4.289 |
LOW |
4.261 |
0.618 |
4.217 |
1.000 |
4.189 |
1.618 |
4.145 |
2.618 |
4.073 |
4.250 |
3.955 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.297 |
4.426 |
PP |
4.291 |
4.377 |
S1 |
4.285 |
4.328 |
|