NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.606 |
4.580 |
-0.026 |
-0.6% |
4.896 |
High |
4.673 |
4.593 |
-0.080 |
-1.7% |
4.896 |
Low |
4.600 |
4.522 |
-0.078 |
-1.7% |
4.600 |
Close |
4.606 |
4.539 |
-0.067 |
-1.5% |
4.606 |
Range |
0.073 |
0.071 |
-0.002 |
-2.7% |
0.296 |
ATR |
0.120 |
0.118 |
-0.003 |
-2.2% |
0.000 |
Volume |
12,321 |
11,505 |
-816 |
-6.6% |
72,497 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.764 |
4.723 |
4.578 |
|
R3 |
4.693 |
4.652 |
4.559 |
|
R2 |
4.622 |
4.622 |
4.552 |
|
R1 |
4.581 |
4.581 |
4.546 |
4.566 |
PP |
4.551 |
4.551 |
4.551 |
4.544 |
S1 |
4.510 |
4.510 |
4.532 |
4.495 |
S2 |
4.480 |
4.480 |
4.526 |
|
S3 |
4.409 |
4.439 |
4.519 |
|
S4 |
4.338 |
4.368 |
4.500 |
|
|
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 |
4.840 |
4.522 |
0.318 |
7.0% |
0.098 |
2.2% |
5% |
False |
True |
14,362 |
10 |
4.896 |
4.522 |
0.374 |
8.2% |
0.099 |
2.2% |
5% |
False |
True |
18,002 |
20 |
5.336 |
4.522 |
0.814 |
17.9% |
0.119 |
2.6% |
2% |
False |
True |
18,178 |
40 |
5.535 |
4.522 |
1.013 |
22.3% |
0.126 |
2.8% |
2% |
False |
True |
13,661 |
60 |
5.762 |
4.522 |
1.240 |
27.3% |
0.132 |
2.9% |
1% |
False |
True |
11,602 |
80 |
5.762 |
4.522 |
1.240 |
27.3% |
0.129 |
2.8% |
1% |
False |
True |
10,034 |
100 |
5.762 |
4.522 |
1.240 |
27.3% |
0.135 |
3.0% |
1% |
False |
True |
8,749 |
120 |
5.831 |
4.522 |
1.309 |
28.8% |
0.130 |
2.9% |
1% |
False |
True |
7,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.895 |
2.618 |
4.779 |
1.618 |
4.708 |
1.000 |
4.664 |
0.618 |
4.637 |
HIGH |
4.593 |
0.618 |
4.566 |
0.500 |
4.558 |
0.382 |
4.549 |
LOW |
4.522 |
0.618 |
4.478 |
1.000 |
4.451 |
1.618 |
4.407 |
2.618 |
4.336 |
4.250 |
4.220 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.558 |
4.681 |
PP |
4.551 |
4.634 |
S1 |
4.545 |
4.586 |
|