NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.322 |
4.289 |
-0.033 |
-0.8% |
4.598 |
High |
4.333 |
4.289 |
-0.044 |
-1.0% |
4.598 |
Low |
4.261 |
4.228 |
-0.033 |
-0.8% |
4.338 |
Close |
4.279 |
4.249 |
-0.030 |
-0.7% |
4.342 |
Range |
0.072 |
0.061 |
-0.011 |
-15.3% |
0.260 |
ATR |
0.126 |
0.121 |
-0.005 |
-3.7% |
0.000 |
Volume |
20,367 |
19,414 |
-953 |
-4.7% |
128,131 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.438 |
4.405 |
4.283 |
|
R3 |
4.377 |
4.344 |
4.266 |
|
R2 |
4.316 |
4.316 |
4.260 |
|
R1 |
4.283 |
4.283 |
4.255 |
4.269 |
PP |
4.255 |
4.255 |
4.255 |
4.249 |
S1 |
4.222 |
4.222 |
4.243 |
4.208 |
S2 |
4.194 |
4.194 |
4.238 |
|
S3 |
4.133 |
4.161 |
4.232 |
|
S4 |
4.072 |
4.100 |
4.215 |
|
|
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 |
4.228 |
0.362 |
8.5% |
0.099 |
2.3% |
6% |
False |
True |
23,121 |
10 |
4.604 |
4.228 |
0.376 |
8.8% |
0.097 |
2.3% |
6% |
False |
True |
36,758 |
20 |
5.150 |
4.228 |
0.922 |
21.7% |
0.128 |
3.0% |
2% |
False |
True |
36,571 |
40 |
5.208 |
4.228 |
0.980 |
23.1% |
0.135 |
3.2% |
2% |
False |
True |
25,953 |
60 |
5.534 |
4.228 |
1.306 |
30.7% |
0.143 |
3.4% |
2% |
False |
True |
20,122 |
80 |
5.534 |
4.228 |
1.306 |
30.7% |
0.136 |
3.2% |
2% |
False |
True |
16,384 |
100 |
5.534 |
4.228 |
1.306 |
30.7% |
0.139 |
3.3% |
2% |
False |
True |
13,647 |
120 |
5.534 |
4.228 |
1.306 |
30.7% |
0.133 |
3.1% |
2% |
False |
True |
11,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.548 |
2.618 |
4.449 |
1.618 |
4.388 |
1.000 |
4.350 |
0.618 |
4.327 |
HIGH |
4.289 |
0.618 |
4.266 |
0.500 |
4.259 |
0.382 |
4.251 |
LOW |
4.228 |
0.618 |
4.190 |
1.000 |
4.167 |
1.618 |
4.129 |
2.618 |
4.068 |
4.250 |
3.969 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.259 |
4.319 |
PP |
4.255 |
4.295 |
S1 |
4.252 |
4.272 |
|