NYMEX Natural Gas Future February 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 |
4.981 |
4.990 |
0.009 |
0.2% |
5.130 |
High |
4.996 |
5.003 |
0.007 |
0.1% |
5.147 |
Low |
4.957 |
4.835 |
-0.122 |
-2.5% |
4.855 |
Close |
4.986 |
4.850 |
-0.136 |
-2.7% |
4.986 |
Range |
0.039 |
0.168 |
0.129 |
330.8% |
0.292 |
ATR |
0.106 |
0.110 |
0.004 |
4.2% |
0.000 |
Volume |
2,440 |
1,211 |
-1,229 |
-50.4% |
19,352 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.400 |
5.293 |
4.942 |
|
R3 |
5.232 |
5.125 |
4.896 |
|
R2 |
5.064 |
5.064 |
4.881 |
|
R1 |
4.957 |
4.957 |
4.865 |
4.927 |
PP |
4.896 |
4.896 |
4.896 |
4.881 |
S1 |
4.789 |
4.789 |
4.835 |
4.759 |
S2 |
4.728 |
4.728 |
4.819 |
|
S3 |
4.560 |
4.621 |
4.804 |
|
S4 |
4.392 |
4.453 |
4.758 |
|
|
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 |
5.010 |
4.835 |
0.175 |
3.6% |
0.088 |
1.8% |
9% |
False |
True |
3,528 |
10 |
5.327 |
4.835 |
0.492 |
10.1% |
0.105 |
2.2% |
3% |
False |
True |
3,272 |
20 |
5.434 |
4.835 |
0.599 |
12.4% |
0.103 |
2.1% |
3% |
False |
True |
2,530 |
40 |
5.835 |
4.835 |
1.000 |
20.6% |
0.113 |
2.3% |
2% |
False |
True |
2,300 |
60 |
5.861 |
4.835 |
1.026 |
21.2% |
0.115 |
2.4% |
1% |
False |
True |
2,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.717 |
2.618 |
5.443 |
1.618 |
5.275 |
1.000 |
5.171 |
0.618 |
5.107 |
HIGH |
5.003 |
0.618 |
4.939 |
0.500 |
4.919 |
0.382 |
4.899 |
LOW |
4.835 |
0.618 |
4.731 |
1.000 |
4.667 |
1.618 |
4.563 |
2.618 |
4.395 |
4.250 |
4.121 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.919 |
4.919 |
PP |
4.896 |
4.896 |
S1 |
4.873 |
4.873 |
|