NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5.176 |
5.025 |
-0.151 |
-2.9% |
5.412 |
High |
5.182 |
5.037 |
-0.145 |
-2.8% |
5.468 |
Low |
4.998 |
4.945 |
-0.053 |
-1.1% |
5.100 |
Close |
5.028 |
4.949 |
-0.079 |
-1.6% |
5.139 |
Range |
0.184 |
0.092 |
-0.092 |
-50.0% |
0.368 |
ATR |
0.132 |
0.129 |
-0.003 |
-2.2% |
0.000 |
Volume |
18,997 |
20,564 |
1,567 |
8.2% |
84,140 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.253 |
5.193 |
5.000 |
|
R3 |
5.161 |
5.101 |
4.974 |
|
R2 |
5.069 |
5.069 |
4.966 |
|
R1 |
5.009 |
5.009 |
4.957 |
4.993 |
PP |
4.977 |
4.977 |
4.977 |
4.969 |
S1 |
4.917 |
4.917 |
4.941 |
4.901 |
S2 |
4.885 |
4.885 |
4.932 |
|
S3 |
4.793 |
4.825 |
4.924 |
|
S4 |
4.701 |
4.733 |
4.898 |
|
|
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 |
5.350 |
4.945 |
0.405 |
8.2% |
0.133 |
2.7% |
1% |
False |
True |
18,022 |
10 |
5.468 |
4.945 |
0.523 |
10.6% |
0.137 |
2.8% |
1% |
False |
True |
19,473 |
20 |
5.468 |
4.945 |
0.523 |
10.6% |
0.122 |
2.5% |
1% |
False |
True |
16,379 |
40 |
5.949 |
4.945 |
1.004 |
20.3% |
0.131 |
2.6% |
0% |
False |
True |
14,692 |
60 |
5.949 |
4.945 |
1.004 |
20.3% |
0.132 |
2.7% |
0% |
False |
True |
13,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.428 |
2.618 |
5.278 |
1.618 |
5.186 |
1.000 |
5.129 |
0.618 |
5.094 |
HIGH |
5.037 |
0.618 |
5.002 |
0.500 |
4.991 |
0.382 |
4.980 |
LOW |
4.945 |
0.618 |
4.888 |
1.000 |
4.853 |
1.618 |
4.796 |
2.618 |
4.704 |
4.250 |
4.554 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.991 |
5.076 |
PP |
4.977 |
5.034 |
S1 |
4.963 |
4.991 |
|