NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.831 |
4.896 |
0.065 |
1.3% |
5.003 |
High |
4.879 |
4.896 |
0.017 |
0.3% |
5.050 |
Low |
4.830 |
4.715 |
-0.115 |
-2.4% |
4.738 |
Close |
4.869 |
4.725 |
-0.144 |
-3.0% |
4.869 |
Range |
0.049 |
0.181 |
0.132 |
269.4% |
0.312 |
ATR |
0.121 |
0.125 |
0.004 |
3.6% |
0.000 |
Volume |
24,760 |
12,188 |
-12,572 |
-50.8% |
121,634 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.322 |
5.204 |
4.825 |
|
R3 |
5.141 |
5.023 |
4.775 |
|
R2 |
4.960 |
4.960 |
4.758 |
|
R1 |
4.842 |
4.842 |
4.742 |
4.811 |
PP |
4.779 |
4.779 |
4.779 |
4.763 |
S1 |
4.661 |
4.661 |
4.708 |
4.630 |
S2 |
4.598 |
4.598 |
4.692 |
|
S3 |
4.417 |
4.480 |
4.675 |
|
S4 |
4.236 |
4.299 |
4.625 |
|
|
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 |
4.896 |
4.715 |
0.181 |
3.8% |
0.099 |
2.1% |
6% |
True |
True |
21,642 |
10 |
5.229 |
4.715 |
0.514 |
10.9% |
0.125 |
2.6% |
2% |
False |
True |
21,939 |
20 |
5.336 |
4.715 |
0.621 |
13.1% |
0.120 |
2.5% |
2% |
False |
True |
16,811 |
40 |
5.732 |
4.715 |
1.017 |
21.5% |
0.132 |
2.8% |
1% |
False |
True |
12,684 |
60 |
5.762 |
4.715 |
1.047 |
22.2% |
0.134 |
2.8% |
1% |
False |
True |
10,697 |
80 |
5.762 |
4.715 |
1.047 |
22.2% |
0.133 |
2.8% |
1% |
False |
True |
9,331 |
100 |
5.762 |
4.715 |
1.047 |
22.2% |
0.136 |
2.9% |
1% |
False |
True |
8,175 |
120 |
5.953 |
4.715 |
1.238 |
26.2% |
0.130 |
2.7% |
1% |
False |
True |
7,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.665 |
2.618 |
5.370 |
1.618 |
5.189 |
1.000 |
5.077 |
0.618 |
5.008 |
HIGH |
4.896 |
0.618 |
4.827 |
0.500 |
4.806 |
0.382 |
4.784 |
LOW |
4.715 |
0.618 |
4.603 |
1.000 |
4.534 |
1.618 |
4.422 |
2.618 |
4.241 |
4.250 |
3.946 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.806 |
4.806 |
PP |
4.779 |
4.779 |
S1 |
4.752 |
4.752 |
|