NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.726 |
4.751 |
0.025 |
0.5% |
5.003 |
High |
4.760 |
4.759 |
-0.001 |
0.0% |
5.050 |
Low |
4.686 |
4.687 |
0.001 |
0.0% |
4.738 |
Close |
4.732 |
4.734 |
0.002 |
0.0% |
4.869 |
Range |
0.074 |
0.072 |
-0.002 |
-2.7% |
0.312 |
ATR |
0.121 |
0.118 |
-0.004 |
-2.9% |
0.000 |
Volume |
16,685 |
15,586 |
-1,099 |
-6.6% |
121,634 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.943 |
4.910 |
4.774 |
|
R3 |
4.871 |
4.838 |
4.754 |
|
R2 |
4.799 |
4.799 |
4.747 |
|
R1 |
4.766 |
4.766 |
4.741 |
4.747 |
PP |
4.727 |
4.727 |
4.727 |
4.717 |
S1 |
4.694 |
4.694 |
4.727 |
4.675 |
S2 |
4.655 |
4.655 |
4.721 |
|
S3 |
4.583 |
4.622 |
4.714 |
|
S4 |
4.511 |
4.550 |
4.694 |
|
|
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% |
0.092 |
1.9% |
23% |
False |
False |
18,090 |
10 |
5.229 |
4.686 |
0.543 |
11.5% |
0.117 |
2.5% |
9% |
False |
False |
20,940 |
20 |
5.336 |
4.686 |
0.650 |
13.7% |
0.117 |
2.5% |
7% |
False |
False |
17,691 |
40 |
5.570 |
4.686 |
0.884 |
18.7% |
0.125 |
2.6% |
5% |
False |
False |
13,178 |
60 |
5.762 |
4.686 |
1.076 |
22.7% |
0.133 |
2.8% |
4% |
False |
False |
11,110 |
80 |
5.762 |
4.686 |
1.076 |
22.7% |
0.131 |
2.8% |
4% |
False |
False |
9,642 |
100 |
5.762 |
4.686 |
1.076 |
22.7% |
0.135 |
2.9% |
4% |
False |
False |
8,444 |
120 |
5.953 |
4.686 |
1.267 |
26.8% |
0.130 |
2.7% |
4% |
False |
False |
7,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.065 |
2.618 |
4.947 |
1.618 |
4.875 |
1.000 |
4.831 |
0.618 |
4.803 |
HIGH |
4.759 |
0.618 |
4.731 |
0.500 |
4.723 |
0.382 |
4.715 |
LOW |
4.687 |
0.618 |
4.643 |
1.000 |
4.615 |
1.618 |
4.571 |
2.618 |
4.499 |
4.250 |
4.381 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.730 |
4.791 |
PP |
4.727 |
4.772 |
S1 |
4.723 |
4.753 |
|