NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.749 |
4.606 |
-0.143 |
-3.0% |
4.896 |
High |
4.840 |
4.673 |
-0.167 |
-3.5% |
4.896 |
Low |
4.638 |
4.600 |
-0.038 |
-0.8% |
4.600 |
Close |
4.663 |
4.606 |
-0.057 |
-1.2% |
4.606 |
Range |
0.202 |
0.073 |
-0.129 |
-63.9% |
0.296 |
ATR |
0.124 |
0.120 |
-0.004 |
-2.9% |
0.000 |
Volume |
15,717 |
12,321 |
-3,396 |
-21.6% |
72,497 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.845 |
4.799 |
4.646 |
|
R3 |
4.772 |
4.726 |
4.626 |
|
R2 |
4.699 |
4.699 |
4.619 |
|
R1 |
4.653 |
4.653 |
4.613 |
4.643 |
PP |
4.626 |
4.626 |
4.626 |
4.621 |
S1 |
4.580 |
4.580 |
4.599 |
4.570 |
S2 |
4.553 |
4.553 |
4.593 |
|
S3 |
4.480 |
4.507 |
4.586 |
|
S4 |
4.407 |
4.434 |
4.566 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.589 |
5.393 |
4.769 |
|
R3 |
5.293 |
5.097 |
4.687 |
|
R2 |
4.997 |
4.997 |
4.660 |
|
R1 |
4.801 |
4.801 |
4.633 |
4.751 |
PP |
4.701 |
4.701 |
4.701 |
4.676 |
S1 |
4.505 |
4.505 |
4.579 |
4.455 |
S2 |
4.405 |
4.405 |
4.552 |
|
S3 |
4.109 |
4.209 |
4.525 |
|
S4 |
3.813 |
3.913 |
4.443 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.896 |
4.600 |
0.296 |
6.4% |
0.120 |
2.6% |
2% |
False |
True |
14,499 |
10 |
5.050 |
4.600 |
0.450 |
9.8% |
0.111 |
2.4% |
1% |
False |
True |
19,413 |
20 |
5.336 |
4.600 |
0.736 |
16.0% |
0.119 |
2.6% |
1% |
False |
True |
17,924 |
40 |
5.570 |
4.600 |
0.970 |
21.1% |
0.126 |
2.7% |
1% |
False |
True |
13,486 |
60 |
5.762 |
4.600 |
1.162 |
25.2% |
0.133 |
2.9% |
1% |
False |
True |
11,470 |
80 |
5.762 |
4.600 |
1.162 |
25.2% |
0.132 |
2.9% |
1% |
False |
True |
9,919 |
100 |
5.762 |
4.600 |
1.162 |
25.2% |
0.135 |
2.9% |
1% |
False |
True |
8,661 |
120 |
5.846 |
4.600 |
1.246 |
27.1% |
0.130 |
2.8% |
0% |
False |
True |
7,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.983 |
2.618 |
4.864 |
1.618 |
4.791 |
1.000 |
4.746 |
0.618 |
4.718 |
HIGH |
4.673 |
0.618 |
4.645 |
0.500 |
4.637 |
0.382 |
4.628 |
LOW |
4.600 |
0.618 |
4.555 |
1.000 |
4.527 |
1.618 |
4.482 |
2.618 |
4.409 |
4.250 |
4.290 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.637 |
4.720 |
PP |
4.626 |
4.682 |
S1 |
4.616 |
4.644 |
|