NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.966 |
4.906 |
-0.060 |
-1.2% |
5.412 |
High |
4.966 |
4.977 |
0.011 |
0.2% |
5.468 |
Low |
4.869 |
4.905 |
0.036 |
0.7% |
5.100 |
Close |
4.906 |
4.973 |
0.067 |
1.4% |
5.139 |
Range |
0.097 |
0.072 |
-0.025 |
-25.8% |
0.368 |
ATR |
0.127 |
0.123 |
-0.004 |
-3.1% |
0.000 |
Volume |
22,509 |
23,944 |
1,435 |
6.4% |
84,140 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.168 |
5.142 |
5.013 |
|
R3 |
5.096 |
5.070 |
4.993 |
|
R2 |
5.024 |
5.024 |
4.986 |
|
R1 |
4.998 |
4.998 |
4.980 |
5.011 |
PP |
4.952 |
4.952 |
4.952 |
4.958 |
S1 |
4.926 |
4.926 |
4.966 |
4.939 |
S2 |
4.880 |
4.880 |
4.960 |
|
S3 |
4.808 |
4.854 |
4.953 |
|
S4 |
4.736 |
4.782 |
4.933 |
|
|
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 |
5.207 |
4.869 |
0.338 |
6.8% |
0.110 |
2.2% |
31% |
False |
False |
21,233 |
10 |
5.468 |
4.869 |
0.599 |
12.0% |
0.127 |
2.6% |
17% |
False |
False |
19,757 |
20 |
5.468 |
4.869 |
0.599 |
12.0% |
0.116 |
2.3% |
17% |
False |
False |
17,017 |
40 |
5.949 |
4.869 |
1.080 |
21.7% |
0.129 |
2.6% |
10% |
False |
False |
15,063 |
60 |
5.949 |
4.869 |
1.080 |
21.7% |
0.131 |
2.6% |
10% |
False |
False |
13,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.283 |
2.618 |
5.165 |
1.618 |
5.093 |
1.000 |
5.049 |
0.618 |
5.021 |
HIGH |
4.977 |
0.618 |
4.949 |
0.500 |
4.941 |
0.382 |
4.933 |
LOW |
4.905 |
0.618 |
4.861 |
1.000 |
4.833 |
1.618 |
4.789 |
2.618 |
4.717 |
4.250 |
4.599 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.962 |
4.966 |
PP |
4.952 |
4.960 |
S1 |
4.941 |
4.953 |
|