NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.350 |
4.480 |
0.130 |
3.0% |
4.580 |
High |
4.483 |
4.522 |
0.039 |
0.9% |
4.593 |
Low |
4.300 |
4.412 |
0.112 |
2.6% |
4.320 |
Close |
4.445 |
4.492 |
0.047 |
1.1% |
4.326 |
Range |
0.183 |
0.110 |
-0.073 |
-39.9% |
0.273 |
ATR |
0.117 |
0.116 |
0.000 |
-0.4% |
0.000 |
Volume |
16,223 |
20,046 |
3,823 |
23.6% |
71,009 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.805 |
4.759 |
4.553 |
|
R3 |
4.695 |
4.649 |
4.522 |
|
R2 |
4.585 |
4.585 |
4.512 |
|
R1 |
4.539 |
4.539 |
4.502 |
4.562 |
PP |
4.475 |
4.475 |
4.475 |
4.487 |
S1 |
4.429 |
4.429 |
4.482 |
4.452 |
S2 |
4.365 |
4.365 |
4.472 |
|
S3 |
4.255 |
4.319 |
4.462 |
|
S4 |
4.145 |
4.209 |
4.432 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.232 |
5.052 |
4.476 |
|
R3 |
4.959 |
4.779 |
4.401 |
|
R2 |
4.686 |
4.686 |
4.376 |
|
R1 |
4.506 |
4.506 |
4.351 |
4.460 |
PP |
4.413 |
4.413 |
4.413 |
4.390 |
S1 |
4.233 |
4.233 |
4.301 |
4.187 |
S2 |
4.140 |
4.140 |
4.276 |
|
S3 |
3.867 |
3.960 |
4.251 |
|
S4 |
3.594 |
3.687 |
4.176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.522 |
4.300 |
0.222 |
4.9% |
0.121 |
2.7% |
86% |
True |
False |
17,139 |
10 |
4.840 |
4.300 |
0.540 |
12.0% |
0.108 |
2.4% |
36% |
False |
False |
15,090 |
20 |
5.229 |
4.300 |
0.929 |
20.7% |
0.113 |
2.5% |
21% |
False |
False |
18,375 |
40 |
5.373 |
4.300 |
1.073 |
23.9% |
0.116 |
2.6% |
18% |
False |
False |
14,922 |
60 |
5.762 |
4.300 |
1.462 |
32.5% |
0.127 |
2.8% |
13% |
False |
False |
12,315 |
80 |
5.762 |
4.300 |
1.462 |
32.5% |
0.129 |
2.9% |
13% |
False |
False |
10,915 |
100 |
5.762 |
4.300 |
1.462 |
32.5% |
0.130 |
2.9% |
13% |
False |
False |
9,408 |
120 |
5.762 |
4.300 |
1.462 |
32.5% |
0.130 |
2.9% |
13% |
False |
False |
8,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.990 |
2.618 |
4.810 |
1.618 |
4.700 |
1.000 |
4.632 |
0.618 |
4.590 |
HIGH |
4.522 |
0.618 |
4.480 |
0.500 |
4.467 |
0.382 |
4.454 |
LOW |
4.412 |
0.618 |
4.344 |
1.000 |
4.302 |
1.618 |
4.234 |
2.618 |
4.124 |
4.250 |
3.945 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.484 |
4.465 |
PP |
4.475 |
4.438 |
S1 |
4.467 |
4.411 |
|