NYMEX Natural Gas Future February 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 |
4.918 |
4.981 |
0.063 |
1.3% |
5.130 |
High |
4.957 |
4.996 |
0.039 |
0.8% |
5.147 |
Low |
4.902 |
4.957 |
0.055 |
1.1% |
4.855 |
Close |
4.957 |
4.986 |
0.029 |
0.6% |
4.986 |
Range |
0.055 |
0.039 |
-0.016 |
-29.1% |
0.292 |
ATR |
0.111 |
0.106 |
-0.005 |
-4.6% |
0.000 |
Volume |
4,531 |
2,440 |
-2,091 |
-46.1% |
19,352 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.097 |
5.080 |
5.007 |
|
R3 |
5.058 |
5.041 |
4.997 |
|
R2 |
5.019 |
5.019 |
4.993 |
|
R1 |
5.002 |
5.002 |
4.990 |
5.011 |
PP |
4.980 |
4.980 |
4.980 |
4.984 |
S1 |
4.963 |
4.963 |
4.982 |
4.972 |
S2 |
4.941 |
4.941 |
4.979 |
|
S3 |
4.902 |
4.924 |
4.975 |
|
S4 |
4.863 |
4.885 |
4.965 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.872 |
5.721 |
5.147 |
|
R3 |
5.580 |
5.429 |
5.066 |
|
R2 |
5.288 |
5.288 |
5.040 |
|
R1 |
5.137 |
5.137 |
5.013 |
5.067 |
PP |
4.996 |
4.996 |
4.996 |
4.961 |
S1 |
4.845 |
4.845 |
4.959 |
4.775 |
S2 |
4.704 |
4.704 |
4.932 |
|
S3 |
4.412 |
4.553 |
4.906 |
|
S4 |
4.120 |
4.261 |
4.825 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.147 |
4.855 |
0.292 |
5.9% |
0.087 |
1.7% |
45% |
False |
False |
3,870 |
10 |
5.434 |
4.855 |
0.579 |
11.6% |
0.108 |
2.2% |
23% |
False |
False |
3,479 |
20 |
5.434 |
4.855 |
0.579 |
11.6% |
0.098 |
2.0% |
23% |
False |
False |
2,557 |
40 |
5.850 |
4.855 |
0.995 |
20.0% |
0.112 |
2.2% |
13% |
False |
False |
2,339 |
60 |
5.861 |
4.855 |
1.006 |
20.2% |
0.114 |
2.3% |
13% |
False |
False |
2,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.162 |
2.618 |
5.098 |
1.618 |
5.059 |
1.000 |
5.035 |
0.618 |
5.020 |
HIGH |
4.996 |
0.618 |
4.981 |
0.500 |
4.977 |
0.382 |
4.972 |
LOW |
4.957 |
0.618 |
4.933 |
1.000 |
4.918 |
1.618 |
4.894 |
2.618 |
4.855 |
4.250 |
4.791 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.983 |
4.966 |
PP |
4.980 |
4.946 |
S1 |
4.977 |
4.926 |
|