NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.767 |
4.831 |
0.064 |
1.3% |
5.003 |
High |
4.851 |
4.879 |
0.028 |
0.6% |
5.050 |
Low |
4.767 |
4.830 |
0.063 |
1.3% |
4.738 |
Close |
4.848 |
4.869 |
0.021 |
0.4% |
4.869 |
Range |
0.084 |
0.049 |
-0.035 |
-41.7% |
0.312 |
ATR |
0.126 |
0.121 |
-0.006 |
-4.4% |
0.000 |
Volume |
21,233 |
24,760 |
3,527 |
16.6% |
121,634 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.006 |
4.987 |
4.896 |
|
R3 |
4.957 |
4.938 |
4.882 |
|
R2 |
4.908 |
4.908 |
4.878 |
|
R1 |
4.889 |
4.889 |
4.873 |
4.899 |
PP |
4.859 |
4.859 |
4.859 |
4.864 |
S1 |
4.840 |
4.840 |
4.865 |
4.850 |
S2 |
4.810 |
4.810 |
4.860 |
|
S3 |
4.761 |
4.791 |
4.856 |
|
S4 |
4.712 |
4.742 |
4.842 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.822 |
5.657 |
5.041 |
|
R3 |
5.510 |
5.345 |
4.955 |
|
R2 |
5.198 |
5.198 |
4.926 |
|
R1 |
5.033 |
5.033 |
4.898 |
4.960 |
PP |
4.886 |
4.886 |
4.886 |
4.849 |
S1 |
4.721 |
4.721 |
4.840 |
4.648 |
S2 |
4.574 |
4.574 |
4.812 |
|
S3 |
4.262 |
4.409 |
4.783 |
|
S4 |
3.950 |
4.097 |
4.697 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.050 |
4.738 |
0.312 |
6.4% |
0.101 |
2.1% |
42% |
False |
False |
24,326 |
10 |
5.336 |
4.738 |
0.598 |
12.3% |
0.127 |
2.6% |
22% |
False |
False |
21,906 |
20 |
5.336 |
4.738 |
0.598 |
12.3% |
0.114 |
2.3% |
22% |
False |
False |
16,601 |
40 |
5.747 |
4.738 |
1.009 |
20.7% |
0.131 |
2.7% |
13% |
False |
False |
12,526 |
60 |
5.762 |
4.738 |
1.024 |
21.0% |
0.133 |
2.7% |
13% |
False |
False |
10,603 |
80 |
5.762 |
4.738 |
1.024 |
21.0% |
0.132 |
2.7% |
13% |
False |
False |
9,212 |
100 |
5.762 |
4.738 |
1.024 |
21.0% |
0.134 |
2.8% |
13% |
False |
False |
8,085 |
120 |
5.953 |
4.738 |
1.215 |
25.0% |
0.129 |
2.6% |
11% |
False |
False |
7,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.087 |
2.618 |
5.007 |
1.618 |
4.958 |
1.000 |
4.928 |
0.618 |
4.909 |
HIGH |
4.879 |
0.618 |
4.860 |
0.500 |
4.855 |
0.382 |
4.849 |
LOW |
4.830 |
0.618 |
4.800 |
1.000 |
4.781 |
1.618 |
4.751 |
2.618 |
4.702 |
4.250 |
4.622 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.864 |
4.849 |
PP |
4.859 |
4.829 |
S1 |
4.855 |
4.809 |
|