NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5.207 |
5.176 |
-0.031 |
-0.6% |
5.412 |
High |
5.207 |
5.182 |
-0.025 |
-0.5% |
5.468 |
Low |
5.100 |
4.998 |
-0.102 |
-2.0% |
5.100 |
Close |
5.139 |
5.028 |
-0.111 |
-2.2% |
5.139 |
Range |
0.107 |
0.184 |
0.077 |
72.0% |
0.368 |
ATR |
0.128 |
0.132 |
0.004 |
3.2% |
0.000 |
Volume |
20,151 |
18,997 |
-1,154 |
-5.7% |
84,140 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.621 |
5.509 |
5.129 |
|
R3 |
5.437 |
5.325 |
5.079 |
|
R2 |
5.253 |
5.253 |
5.062 |
|
R1 |
5.141 |
5.141 |
5.045 |
5.105 |
PP |
5.069 |
5.069 |
5.069 |
5.052 |
S1 |
4.957 |
4.957 |
5.011 |
4.921 |
S2 |
4.885 |
4.885 |
4.994 |
|
S3 |
4.701 |
4.773 |
4.977 |
|
S4 |
4.517 |
4.589 |
4.927 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.340 |
6.107 |
5.341 |
|
R3 |
5.972 |
5.739 |
5.240 |
|
R2 |
5.604 |
5.604 |
5.206 |
|
R1 |
5.371 |
5.371 |
5.173 |
5.304 |
PP |
5.236 |
5.236 |
5.236 |
5.202 |
S1 |
5.003 |
5.003 |
5.105 |
4.936 |
S2 |
4.868 |
4.868 |
5.072 |
|
S3 |
4.500 |
4.635 |
5.038 |
|
S4 |
4.132 |
4.267 |
4.937 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.361 |
4.998 |
0.363 |
7.2% |
0.140 |
2.8% |
8% |
False |
True |
17,602 |
10 |
5.468 |
4.998 |
0.470 |
9.3% |
0.136 |
2.7% |
6% |
False |
True |
18,290 |
20 |
5.468 |
4.998 |
0.470 |
9.3% |
0.124 |
2.5% |
6% |
False |
True |
15,876 |
40 |
5.949 |
4.998 |
0.951 |
18.9% |
0.131 |
2.6% |
3% |
False |
True |
14,378 |
60 |
5.949 |
4.998 |
0.951 |
18.9% |
0.133 |
2.6% |
3% |
False |
True |
13,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.964 |
2.618 |
5.664 |
1.618 |
5.480 |
1.000 |
5.366 |
0.618 |
5.296 |
HIGH |
5.182 |
0.618 |
5.112 |
0.500 |
5.090 |
0.382 |
5.068 |
LOW |
4.998 |
0.618 |
4.884 |
1.000 |
4.814 |
1.618 |
4.700 |
2.618 |
4.516 |
4.250 |
4.216 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5.090 |
5.174 |
PP |
5.069 |
5.125 |
S1 |
5.049 |
5.077 |
|