NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.289 |
4.132 |
-0.157 |
-3.7% |
4.598 |
High |
4.289 |
4.264 |
-0.025 |
-0.6% |
4.598 |
Low |
4.228 |
4.098 |
-0.130 |
-3.1% |
4.338 |
Close |
4.249 |
4.132 |
-0.117 |
-2.8% |
4.342 |
Range |
0.061 |
0.166 |
0.105 |
172.1% |
0.260 |
ATR |
0.121 |
0.124 |
0.003 |
2.7% |
0.000 |
Volume |
19,414 |
22,499 |
3,085 |
15.9% |
128,131 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.663 |
4.563 |
4.223 |
|
R3 |
4.497 |
4.397 |
4.178 |
|
R2 |
4.331 |
4.331 |
4.162 |
|
R1 |
4.231 |
4.231 |
4.147 |
4.215 |
PP |
4.165 |
4.165 |
4.165 |
4.157 |
S1 |
4.065 |
4.065 |
4.117 |
4.049 |
S2 |
3.999 |
3.999 |
4.102 |
|
S3 |
3.833 |
3.899 |
4.086 |
|
S4 |
3.667 |
3.733 |
4.041 |
|
|
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 |
4.098 |
0.492 |
11.9% |
0.116 |
2.8% |
7% |
False |
True |
22,184 |
10 |
4.604 |
4.098 |
0.506 |
12.2% |
0.105 |
2.5% |
7% |
False |
True |
32,206 |
20 |
5.150 |
4.098 |
1.052 |
25.5% |
0.127 |
3.1% |
3% |
False |
True |
36,929 |
40 |
5.208 |
4.098 |
1.110 |
26.9% |
0.136 |
3.3% |
3% |
False |
True |
26,364 |
60 |
5.534 |
4.098 |
1.436 |
34.8% |
0.143 |
3.5% |
2% |
False |
True |
20,387 |
80 |
5.534 |
4.098 |
1.436 |
34.8% |
0.137 |
3.3% |
2% |
False |
True |
16,622 |
100 |
5.534 |
4.098 |
1.436 |
34.8% |
0.139 |
3.4% |
2% |
False |
True |
13,825 |
120 |
5.534 |
4.098 |
1.436 |
34.8% |
0.134 |
3.2% |
2% |
False |
True |
11,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.970 |
2.618 |
4.699 |
1.618 |
4.533 |
1.000 |
4.430 |
0.618 |
4.367 |
HIGH |
4.264 |
0.618 |
4.201 |
0.500 |
4.181 |
0.382 |
4.161 |
LOW |
4.098 |
0.618 |
3.995 |
1.000 |
3.932 |
1.618 |
3.829 |
2.618 |
3.663 |
4.250 |
3.393 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.181 |
4.216 |
PP |
4.165 |
4.188 |
S1 |
4.148 |
4.160 |
|