NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.896 |
4.726 |
-0.170 |
-3.5% |
5.003 |
High |
4.896 |
4.760 |
-0.136 |
-2.8% |
5.050 |
Low |
4.715 |
4.686 |
-0.029 |
-0.6% |
4.738 |
Close |
4.725 |
4.732 |
0.007 |
0.1% |
4.869 |
Range |
0.181 |
0.074 |
-0.107 |
-59.1% |
0.312 |
ATR |
0.125 |
0.121 |
-0.004 |
-2.9% |
0.000 |
Volume |
12,188 |
16,685 |
4,497 |
36.9% |
121,634 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.948 |
4.914 |
4.773 |
|
R3 |
4.874 |
4.840 |
4.752 |
|
R2 |
4.800 |
4.800 |
4.746 |
|
R1 |
4.766 |
4.766 |
4.739 |
4.783 |
PP |
4.726 |
4.726 |
4.726 |
4.735 |
S1 |
4.692 |
4.692 |
4.725 |
4.709 |
S2 |
4.652 |
4.652 |
4.718 |
|
S3 |
4.578 |
4.618 |
4.712 |
|
S4 |
4.504 |
4.544 |
4.691 |
|
|
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 |
4.686 |
0.210 |
4.4% |
0.097 |
2.0% |
22% |
False |
True |
19,735 |
10 |
5.229 |
4.686 |
0.543 |
11.5% |
0.118 |
2.5% |
8% |
False |
True |
21,661 |
20 |
5.336 |
4.686 |
0.650 |
13.7% |
0.118 |
2.5% |
7% |
False |
True |
17,245 |
40 |
5.570 |
4.686 |
0.884 |
18.7% |
0.127 |
2.7% |
5% |
False |
True |
12,956 |
60 |
5.762 |
4.686 |
1.076 |
22.7% |
0.133 |
2.8% |
4% |
False |
True |
10,901 |
80 |
5.762 |
4.686 |
1.076 |
22.7% |
0.131 |
2.8% |
4% |
False |
True |
9,495 |
100 |
5.762 |
4.686 |
1.076 |
22.7% |
0.135 |
2.9% |
4% |
False |
True |
8,321 |
120 |
5.953 |
4.686 |
1.267 |
26.8% |
0.129 |
2.7% |
4% |
False |
True |
7,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.075 |
2.618 |
4.954 |
1.618 |
4.880 |
1.000 |
4.834 |
0.618 |
4.806 |
HIGH |
4.760 |
0.618 |
4.732 |
0.500 |
4.723 |
0.382 |
4.714 |
LOW |
4.686 |
0.618 |
4.640 |
1.000 |
4.612 |
1.618 |
4.566 |
2.618 |
4.492 |
4.250 |
4.372 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.729 |
4.791 |
PP |
4.726 |
4.771 |
S1 |
4.723 |
4.752 |
|