NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.535 |
4.484 |
-0.051 |
-1.1% |
4.896 |
High |
4.535 |
4.489 |
-0.046 |
-1.0% |
4.896 |
Low |
4.478 |
4.377 |
-0.101 |
-2.3% |
4.600 |
Close |
4.492 |
4.411 |
-0.081 |
-1.8% |
4.606 |
Range |
0.057 |
0.112 |
0.055 |
96.5% |
0.296 |
ATR |
0.114 |
0.114 |
0.000 |
0.1% |
0.000 |
Volume |
10,075 |
12,485 |
2,410 |
23.9% |
72,497 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.762 |
4.698 |
4.473 |
|
R3 |
4.650 |
4.586 |
4.442 |
|
R2 |
4.538 |
4.538 |
4.432 |
|
R1 |
4.474 |
4.474 |
4.421 |
4.450 |
PP |
4.426 |
4.426 |
4.426 |
4.414 |
S1 |
4.362 |
4.362 |
4.401 |
4.338 |
S2 |
4.314 |
4.314 |
4.390 |
|
S3 |
4.202 |
4.250 |
4.380 |
|
S4 |
4.090 |
4.138 |
4.349 |
|
|
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 |
4.377 |
0.463 |
10.5% |
0.103 |
2.3% |
7% |
False |
True |
12,420 |
10 |
4.896 |
4.377 |
0.519 |
11.8% |
0.098 |
2.2% |
7% |
False |
True |
15,255 |
20 |
5.336 |
4.377 |
0.959 |
21.7% |
0.116 |
2.6% |
4% |
False |
True |
18,415 |
40 |
5.447 |
4.377 |
1.070 |
24.3% |
0.122 |
2.8% |
3% |
False |
True |
14,033 |
60 |
5.762 |
4.377 |
1.385 |
31.4% |
0.130 |
3.0% |
2% |
False |
True |
11,801 |
80 |
5.762 |
4.377 |
1.385 |
31.4% |
0.128 |
2.9% |
2% |
False |
True |
10,177 |
100 |
5.762 |
4.377 |
1.385 |
31.4% |
0.132 |
3.0% |
2% |
False |
True |
8,819 |
120 |
5.762 |
4.377 |
1.385 |
31.4% |
0.129 |
2.9% |
2% |
False |
True |
7,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.965 |
2.618 |
4.782 |
1.618 |
4.670 |
1.000 |
4.601 |
0.618 |
4.558 |
HIGH |
4.489 |
0.618 |
4.446 |
0.500 |
4.433 |
0.382 |
4.420 |
LOW |
4.377 |
0.618 |
4.308 |
1.000 |
4.265 |
1.618 |
4.196 |
2.618 |
4.084 |
4.250 |
3.901 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.433 |
4.485 |
PP |
4.426 |
4.460 |
S1 |
4.418 |
4.436 |
|