NYMEX Natural Gas Future February 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 |
4.950 |
4.918 |
-0.032 |
-0.6% |
5.396 |
High |
4.950 |
4.957 |
0.007 |
0.1% |
5.434 |
Low |
4.855 |
4.902 |
0.047 |
1.0% |
5.078 |
Close |
4.889 |
4.957 |
0.068 |
1.4% |
5.112 |
Range |
0.095 |
0.055 |
-0.040 |
-42.1% |
0.356 |
ATR |
0.114 |
0.111 |
-0.003 |
-2.9% |
0.000 |
Volume |
5,038 |
4,531 |
-507 |
-10.1% |
15,445 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.104 |
5.085 |
4.987 |
|
R3 |
5.049 |
5.030 |
4.972 |
|
R2 |
4.994 |
4.994 |
4.967 |
|
R1 |
4.975 |
4.975 |
4.962 |
4.985 |
PP |
4.939 |
4.939 |
4.939 |
4.943 |
S1 |
4.920 |
4.920 |
4.952 |
4.930 |
S2 |
4.884 |
4.884 |
4.947 |
|
S3 |
4.829 |
4.865 |
4.942 |
|
S4 |
4.774 |
4.810 |
4.927 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.276 |
6.050 |
5.308 |
|
R3 |
5.920 |
5.694 |
5.210 |
|
R2 |
5.564 |
5.564 |
5.177 |
|
R1 |
5.338 |
5.338 |
5.145 |
5.273 |
PP |
5.208 |
5.208 |
5.208 |
5.176 |
S1 |
4.982 |
4.982 |
5.079 |
4.917 |
S2 |
4.852 |
4.852 |
5.047 |
|
S3 |
4.496 |
4.626 |
5.014 |
|
S4 |
4.140 |
4.270 |
4.916 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.181 |
4.855 |
0.326 |
6.6% |
0.100 |
2.0% |
31% |
False |
False |
3,870 |
10 |
5.434 |
4.855 |
0.579 |
11.7% |
0.114 |
2.3% |
18% |
False |
False |
3,563 |
20 |
5.434 |
4.855 |
0.579 |
11.7% |
0.101 |
2.0% |
18% |
False |
False |
2,627 |
40 |
5.850 |
4.855 |
0.995 |
20.1% |
0.113 |
2.3% |
10% |
False |
False |
2,342 |
60 |
5.861 |
4.855 |
1.006 |
20.3% |
0.115 |
2.3% |
10% |
False |
False |
2,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.191 |
2.618 |
5.101 |
1.618 |
5.046 |
1.000 |
5.012 |
0.618 |
4.991 |
HIGH |
4.957 |
0.618 |
4.936 |
0.500 |
4.930 |
0.382 |
4.923 |
LOW |
4.902 |
0.618 |
4.868 |
1.000 |
4.847 |
1.618 |
4.813 |
2.618 |
4.758 |
4.250 |
4.668 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.948 |
4.949 |
PP |
4.939 |
4.941 |
S1 |
4.930 |
4.933 |
|