NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5.008 |
4.868 |
-0.140 |
-2.8% |
5.176 |
High |
5.008 |
4.903 |
-0.105 |
-2.1% |
5.182 |
Low |
4.848 |
4.826 |
-0.022 |
-0.5% |
4.869 |
Close |
4.865 |
4.869 |
0.004 |
0.1% |
5.002 |
Range |
0.160 |
0.077 |
-0.083 |
-51.9% |
0.313 |
ATR |
0.120 |
0.117 |
-0.003 |
-2.6% |
0.000 |
Volume |
11,254 |
13,270 |
2,016 |
17.9% |
104,491 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.097 |
5.060 |
4.911 |
|
R3 |
5.020 |
4.983 |
4.890 |
|
R2 |
4.943 |
4.943 |
4.883 |
|
R1 |
4.906 |
4.906 |
4.876 |
4.925 |
PP |
4.866 |
4.866 |
4.866 |
4.875 |
S1 |
4.829 |
4.829 |
4.862 |
4.848 |
S2 |
4.789 |
4.789 |
4.855 |
|
S3 |
4.712 |
4.752 |
4.848 |
|
S4 |
4.635 |
4.675 |
4.827 |
|
|
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 |
5.010 |
4.826 |
0.184 |
3.8% |
0.090 |
1.8% |
23% |
False |
True |
17,890 |
10 |
5.350 |
4.826 |
0.524 |
10.8% |
0.111 |
2.3% |
8% |
False |
True |
17,956 |
20 |
5.468 |
4.826 |
0.642 |
13.2% |
0.115 |
2.4% |
7% |
False |
True |
16,906 |
40 |
5.750 |
4.826 |
0.924 |
19.0% |
0.122 |
2.5% |
5% |
False |
True |
15,092 |
60 |
5.949 |
4.826 |
1.123 |
23.1% |
0.129 |
2.6% |
4% |
False |
True |
14,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.230 |
2.618 |
5.105 |
1.618 |
5.028 |
1.000 |
4.980 |
0.618 |
4.951 |
HIGH |
4.903 |
0.618 |
4.874 |
0.500 |
4.865 |
0.382 |
4.855 |
LOW |
4.826 |
0.618 |
4.778 |
1.000 |
4.749 |
1.618 |
4.701 |
2.618 |
4.624 |
4.250 |
4.499 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.868 |
4.918 |
PP |
4.866 |
4.902 |
S1 |
4.865 |
4.885 |
|