NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5.025 |
4.966 |
-0.059 |
-1.2% |
5.412 |
High |
5.037 |
4.966 |
-0.071 |
-1.4% |
5.468 |
Low |
4.945 |
4.869 |
-0.076 |
-1.5% |
5.100 |
Close |
4.949 |
4.906 |
-0.043 |
-0.9% |
5.139 |
Range |
0.092 |
0.097 |
0.005 |
5.4% |
0.368 |
ATR |
0.129 |
0.127 |
-0.002 |
-1.8% |
0.000 |
Volume |
20,564 |
22,509 |
1,945 |
9.5% |
84,140 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.205 |
5.152 |
4.959 |
|
R3 |
5.108 |
5.055 |
4.933 |
|
R2 |
5.011 |
5.011 |
4.924 |
|
R1 |
4.958 |
4.958 |
4.915 |
4.936 |
PP |
4.914 |
4.914 |
4.914 |
4.903 |
S1 |
4.861 |
4.861 |
4.897 |
4.839 |
S2 |
4.817 |
4.817 |
4.888 |
|
S3 |
4.720 |
4.764 |
4.879 |
|
S4 |
4.623 |
4.667 |
4.853 |
|
|
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 |
4.869 |
0.481 |
9.8% |
0.137 |
2.8% |
8% |
False |
True |
19,166 |
10 |
5.468 |
4.869 |
0.599 |
12.2% |
0.132 |
2.7% |
6% |
False |
True |
20,725 |
20 |
5.468 |
4.869 |
0.599 |
12.2% |
0.123 |
2.5% |
6% |
False |
True |
16,525 |
40 |
5.949 |
4.869 |
1.080 |
22.0% |
0.130 |
2.7% |
3% |
False |
True |
14,845 |
60 |
5.949 |
4.869 |
1.080 |
22.0% |
0.132 |
2.7% |
3% |
False |
True |
13,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.378 |
2.618 |
5.220 |
1.618 |
5.123 |
1.000 |
5.063 |
0.618 |
5.026 |
HIGH |
4.966 |
0.618 |
4.929 |
0.500 |
4.918 |
0.382 |
4.906 |
LOW |
4.869 |
0.618 |
4.809 |
1.000 |
4.772 |
1.618 |
4.712 |
2.618 |
4.615 |
4.250 |
4.457 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.918 |
5.026 |
PP |
4.914 |
4.986 |
S1 |
4.910 |
4.946 |
|