NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.998 |
5.008 |
0.010 |
0.2% |
5.176 |
High |
5.010 |
5.008 |
-0.002 |
0.0% |
5.182 |
Low |
4.968 |
4.848 |
-0.120 |
-2.4% |
4.869 |
Close |
5.002 |
4.865 |
-0.137 |
-2.7% |
5.002 |
Range |
0.042 |
0.160 |
0.118 |
281.0% |
0.313 |
ATR |
0.117 |
0.120 |
0.003 |
2.6% |
0.000 |
Volume |
18,477 |
11,254 |
-7,223 |
-39.1% |
104,491 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.387 |
5.286 |
4.953 |
|
R3 |
5.227 |
5.126 |
4.909 |
|
R2 |
5.067 |
5.067 |
4.894 |
|
R1 |
4.966 |
4.966 |
4.880 |
4.937 |
PP |
4.907 |
4.907 |
4.907 |
4.892 |
S1 |
4.806 |
4.806 |
4.850 |
4.777 |
S2 |
4.747 |
4.747 |
4.836 |
|
S3 |
4.587 |
4.646 |
4.821 |
|
S4 |
4.427 |
4.486 |
4.777 |
|
|
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 |
5.037 |
4.848 |
0.189 |
3.9% |
0.093 |
1.9% |
9% |
False |
True |
19,349 |
10 |
5.361 |
4.848 |
0.513 |
10.5% |
0.117 |
2.4% |
3% |
False |
True |
18,476 |
20 |
5.468 |
4.848 |
0.620 |
12.7% |
0.117 |
2.4% |
3% |
False |
True |
16,581 |
40 |
5.904 |
4.848 |
1.056 |
21.7% |
0.127 |
2.6% |
2% |
False |
True |
15,061 |
60 |
5.949 |
4.848 |
1.101 |
22.6% |
0.129 |
2.7% |
2% |
False |
True |
13,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.688 |
2.618 |
5.427 |
1.618 |
5.267 |
1.000 |
5.168 |
0.618 |
5.107 |
HIGH |
5.008 |
0.618 |
4.947 |
0.500 |
4.928 |
0.382 |
4.909 |
LOW |
4.848 |
0.618 |
4.749 |
1.000 |
4.688 |
1.618 |
4.589 |
2.618 |
4.429 |
4.250 |
4.168 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.928 |
4.929 |
PP |
4.907 |
4.908 |
S1 |
4.886 |
4.886 |
|