NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.484 |
4.459 |
-0.025 |
-0.6% |
4.896 |
High |
4.489 |
4.460 |
-0.029 |
-0.6% |
4.896 |
Low |
4.377 |
4.380 |
0.003 |
0.1% |
4.600 |
Close |
4.411 |
4.403 |
-0.008 |
-0.2% |
4.606 |
Range |
0.112 |
0.080 |
-0.032 |
-28.6% |
0.296 |
ATR |
0.114 |
0.111 |
-0.002 |
-2.1% |
0.000 |
Volume |
12,485 |
21,064 |
8,579 |
68.7% |
72,497 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.654 |
4.609 |
4.447 |
|
R3 |
4.574 |
4.529 |
4.425 |
|
R2 |
4.494 |
4.494 |
4.418 |
|
R1 |
4.449 |
4.449 |
4.410 |
4.432 |
PP |
4.414 |
4.414 |
4.414 |
4.406 |
S1 |
4.369 |
4.369 |
4.396 |
4.352 |
S2 |
4.334 |
4.334 |
4.388 |
|
S3 |
4.254 |
4.289 |
4.381 |
|
S4 |
4.174 |
4.209 |
4.359 |
|
|
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 |
4.673 |
4.377 |
0.296 |
6.7% |
0.079 |
1.8% |
9% |
False |
False |
13,490 |
10 |
4.896 |
4.377 |
0.519 |
11.8% |
0.097 |
2.2% |
5% |
False |
False |
15,238 |
20 |
5.336 |
4.377 |
0.959 |
21.8% |
0.115 |
2.6% |
3% |
False |
False |
18,350 |
40 |
5.447 |
4.377 |
1.070 |
24.3% |
0.122 |
2.8% |
2% |
False |
False |
14,362 |
60 |
5.762 |
4.377 |
1.385 |
31.5% |
0.129 |
2.9% |
2% |
False |
False |
11,999 |
80 |
5.762 |
4.377 |
1.385 |
31.5% |
0.128 |
2.9% |
2% |
False |
False |
10,410 |
100 |
5.762 |
4.377 |
1.385 |
31.5% |
0.130 |
3.0% |
2% |
False |
False |
8,991 |
120 |
5.762 |
4.377 |
1.385 |
31.5% |
0.129 |
2.9% |
2% |
False |
False |
8,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.800 |
2.618 |
4.669 |
1.618 |
4.589 |
1.000 |
4.540 |
0.618 |
4.509 |
HIGH |
4.460 |
0.618 |
4.429 |
0.500 |
4.420 |
0.382 |
4.411 |
LOW |
4.380 |
0.618 |
4.331 |
1.000 |
4.300 |
1.618 |
4.251 |
2.618 |
4.171 |
4.250 |
4.040 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.420 |
4.456 |
PP |
4.414 |
4.438 |
S1 |
4.409 |
4.421 |
|