NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.580 |
4.535 |
-0.045 |
-1.0% |
4.896 |
High |
4.593 |
4.535 |
-0.058 |
-1.3% |
4.896 |
Low |
4.522 |
4.478 |
-0.044 |
-1.0% |
4.600 |
Close |
4.539 |
4.492 |
-0.047 |
-1.0% |
4.606 |
Range |
0.071 |
0.057 |
-0.014 |
-19.7% |
0.296 |
ATR |
0.118 |
0.114 |
-0.004 |
-3.4% |
0.000 |
Volume |
11,505 |
10,075 |
-1,430 |
-12.4% |
72,497 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.673 |
4.639 |
4.523 |
|
R3 |
4.616 |
4.582 |
4.508 |
|
R2 |
4.559 |
4.559 |
4.502 |
|
R1 |
4.525 |
4.525 |
4.497 |
4.514 |
PP |
4.502 |
4.502 |
4.502 |
4.496 |
S1 |
4.468 |
4.468 |
4.487 |
4.457 |
S2 |
4.445 |
4.445 |
4.482 |
|
S3 |
4.388 |
4.411 |
4.476 |
|
S4 |
4.331 |
4.354 |
4.461 |
|
|
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 |
4.478 |
0.362 |
8.1% |
0.095 |
2.1% |
4% |
False |
True |
13,040 |
10 |
4.896 |
4.478 |
0.418 |
9.3% |
0.096 |
2.1% |
3% |
False |
True |
16,388 |
20 |
5.336 |
4.478 |
0.858 |
19.1% |
0.118 |
2.6% |
2% |
False |
True |
18,253 |
40 |
5.447 |
4.478 |
0.969 |
21.6% |
0.124 |
2.8% |
1% |
False |
True |
13,839 |
60 |
5.762 |
4.478 |
1.284 |
28.6% |
0.131 |
2.9% |
1% |
False |
True |
11,687 |
80 |
5.762 |
4.478 |
1.284 |
28.6% |
0.128 |
2.8% |
1% |
False |
True |
10,090 |
100 |
5.762 |
4.478 |
1.284 |
28.6% |
0.133 |
3.0% |
1% |
False |
True |
8,766 |
120 |
5.762 |
4.478 |
1.284 |
28.6% |
0.129 |
2.9% |
1% |
False |
True |
7,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.777 |
2.618 |
4.684 |
1.618 |
4.627 |
1.000 |
4.592 |
0.618 |
4.570 |
HIGH |
4.535 |
0.618 |
4.513 |
0.500 |
4.507 |
0.382 |
4.500 |
LOW |
4.478 |
0.618 |
4.443 |
1.000 |
4.421 |
1.618 |
4.386 |
2.618 |
4.329 |
4.250 |
4.236 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.507 |
4.576 |
PP |
4.502 |
4.548 |
S1 |
4.497 |
4.520 |
|