NYMEX Natural Gas Future February 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 |
4.990 |
4.850 |
-0.140 |
-2.8% |
5.130 |
High |
5.003 |
4.885 |
-0.118 |
-2.4% |
5.147 |
Low |
4.835 |
4.810 |
-0.025 |
-0.5% |
4.855 |
Close |
4.850 |
4.855 |
0.005 |
0.1% |
4.986 |
Range |
0.168 |
0.075 |
-0.093 |
-55.4% |
0.292 |
ATR |
0.110 |
0.108 |
-0.003 |
-2.3% |
0.000 |
Volume |
1,211 |
2,615 |
1,404 |
115.9% |
19,352 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.075 |
5.040 |
4.896 |
|
R3 |
5.000 |
4.965 |
4.876 |
|
R2 |
4.925 |
4.925 |
4.869 |
|
R1 |
4.890 |
4.890 |
4.862 |
4.908 |
PP |
4.850 |
4.850 |
4.850 |
4.859 |
S1 |
4.815 |
4.815 |
4.848 |
4.833 |
S2 |
4.775 |
4.775 |
4.841 |
|
S3 |
4.700 |
4.740 |
4.834 |
|
S4 |
4.625 |
4.665 |
4.814 |
|
|
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 |
5.003 |
4.810 |
0.193 |
4.0% |
0.086 |
1.8% |
23% |
False |
True |
3,167 |
10 |
5.280 |
4.810 |
0.470 |
9.7% |
0.100 |
2.1% |
10% |
False |
True |
2,994 |
20 |
5.434 |
4.810 |
0.624 |
12.9% |
0.102 |
2.1% |
7% |
False |
True |
2,610 |
40 |
5.687 |
4.810 |
0.877 |
18.1% |
0.108 |
2.2% |
5% |
False |
True |
2,330 |
60 |
5.861 |
4.810 |
1.051 |
21.6% |
0.114 |
2.4% |
4% |
False |
True |
2,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.204 |
2.618 |
5.081 |
1.618 |
5.006 |
1.000 |
4.960 |
0.618 |
4.931 |
HIGH |
4.885 |
0.618 |
4.856 |
0.500 |
4.848 |
0.382 |
4.839 |
LOW |
4.810 |
0.618 |
4.764 |
1.000 |
4.735 |
1.618 |
4.689 |
2.618 |
4.614 |
4.250 |
4.491 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.853 |
4.907 |
PP |
4.850 |
4.889 |
S1 |
4.848 |
4.872 |
|