NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5.003 |
4.881 |
-0.122 |
-2.4% |
5.330 |
High |
5.050 |
4.895 |
-0.155 |
-3.1% |
5.336 |
Low |
4.859 |
4.810 |
-0.049 |
-1.0% |
4.960 |
Close |
4.889 |
4.817 |
-0.072 |
-1.5% |
5.001 |
Range |
0.191 |
0.085 |
-0.106 |
-55.5% |
0.376 |
ATR |
0.136 |
0.132 |
-0.004 |
-2.7% |
0.000 |
Volume |
25,609 |
26,221 |
612 |
2.4% |
97,432 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.096 |
5.041 |
4.864 |
|
R3 |
5.011 |
4.956 |
4.840 |
|
R2 |
4.926 |
4.926 |
4.833 |
|
R1 |
4.871 |
4.871 |
4.825 |
4.856 |
PP |
4.841 |
4.841 |
4.841 |
4.833 |
S1 |
4.786 |
4.786 |
4.809 |
4.771 |
S2 |
4.756 |
4.756 |
4.801 |
|
S3 |
4.671 |
4.701 |
4.794 |
|
S4 |
4.586 |
4.616 |
4.770 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.227 |
5.990 |
5.208 |
|
R3 |
5.851 |
5.614 |
5.104 |
|
R2 |
5.475 |
5.475 |
5.070 |
|
R1 |
5.238 |
5.238 |
5.035 |
5.169 |
PP |
5.099 |
5.099 |
5.099 |
5.064 |
S1 |
4.862 |
4.862 |
4.967 |
4.793 |
S2 |
4.723 |
4.723 |
4.932 |
|
S3 |
4.347 |
4.486 |
4.898 |
|
S4 |
3.971 |
4.110 |
4.794 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.229 |
4.810 |
0.419 |
8.7% |
0.139 |
2.9% |
2% |
False |
True |
23,587 |
10 |
5.336 |
4.810 |
0.526 |
10.9% |
0.141 |
2.9% |
1% |
False |
True |
20,118 |
20 |
5.336 |
4.810 |
0.526 |
10.9% |
0.124 |
2.6% |
1% |
False |
True |
14,937 |
40 |
5.762 |
4.810 |
0.952 |
19.8% |
0.135 |
2.8% |
1% |
False |
True |
11,365 |
60 |
5.762 |
4.810 |
0.952 |
19.8% |
0.136 |
2.8% |
1% |
False |
True |
9,848 |
80 |
5.762 |
4.810 |
0.952 |
19.8% |
0.133 |
2.8% |
1% |
False |
True |
8,437 |
100 |
5.762 |
4.810 |
0.952 |
19.8% |
0.135 |
2.8% |
1% |
False |
True |
7,493 |
120 |
6.110 |
4.810 |
1.300 |
27.0% |
0.130 |
2.7% |
1% |
False |
True |
6,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.256 |
2.618 |
5.118 |
1.618 |
5.033 |
1.000 |
4.980 |
0.618 |
4.948 |
HIGH |
4.895 |
0.618 |
4.863 |
0.500 |
4.853 |
0.382 |
4.842 |
LOW |
4.810 |
0.618 |
4.757 |
1.000 |
4.725 |
1.618 |
4.672 |
2.618 |
4.587 |
4.250 |
4.449 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.853 |
4.942 |
PP |
4.841 |
4.900 |
S1 |
4.829 |
4.859 |
|