NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.906 |
4.998 |
0.092 |
1.9% |
5.176 |
High |
4.977 |
5.010 |
0.033 |
0.7% |
5.182 |
Low |
4.905 |
4.968 |
0.063 |
1.3% |
4.869 |
Close |
4.973 |
5.002 |
0.029 |
0.6% |
5.002 |
Range |
0.072 |
0.042 |
-0.030 |
-41.7% |
0.313 |
ATR |
0.123 |
0.117 |
-0.006 |
-4.7% |
0.000 |
Volume |
23,944 |
18,477 |
-5,467 |
-22.8% |
104,491 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.119 |
5.103 |
5.025 |
|
R3 |
5.077 |
5.061 |
5.014 |
|
R2 |
5.035 |
5.035 |
5.010 |
|
R1 |
5.019 |
5.019 |
5.006 |
5.027 |
PP |
4.993 |
4.993 |
4.993 |
4.998 |
S1 |
4.977 |
4.977 |
4.998 |
4.985 |
S2 |
4.951 |
4.951 |
4.994 |
|
S3 |
4.909 |
4.935 |
4.990 |
|
S4 |
4.867 |
4.893 |
4.979 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.957 |
5.792 |
5.174 |
|
R3 |
5.644 |
5.479 |
5.088 |
|
R2 |
5.331 |
5.331 |
5.059 |
|
R1 |
5.166 |
5.166 |
5.031 |
5.092 |
PP |
5.018 |
5.018 |
5.018 |
4.981 |
S1 |
4.853 |
4.853 |
4.973 |
4.779 |
S2 |
4.705 |
4.705 |
4.945 |
|
S3 |
4.392 |
4.540 |
4.916 |
|
S4 |
4.079 |
4.227 |
4.830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.182 |
4.869 |
0.313 |
6.3% |
0.097 |
1.9% |
42% |
False |
False |
20,898 |
10 |
5.468 |
4.869 |
0.599 |
12.0% |
0.121 |
2.4% |
22% |
False |
False |
18,863 |
20 |
5.468 |
4.869 |
0.599 |
12.0% |
0.112 |
2.2% |
22% |
False |
False |
16,746 |
40 |
5.949 |
4.869 |
1.080 |
21.6% |
0.127 |
2.5% |
12% |
False |
False |
15,130 |
60 |
5.949 |
4.869 |
1.080 |
21.6% |
0.129 |
2.6% |
12% |
False |
False |
13,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.189 |
2.618 |
5.120 |
1.618 |
5.078 |
1.000 |
5.052 |
0.618 |
5.036 |
HIGH |
5.010 |
0.618 |
4.994 |
0.500 |
4.989 |
0.382 |
4.984 |
LOW |
4.968 |
0.618 |
4.942 |
1.000 |
4.926 |
1.618 |
4.900 |
2.618 |
4.858 |
4.250 |
4.790 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.998 |
4.981 |
PP |
4.993 |
4.960 |
S1 |
4.989 |
4.940 |
|