NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.855 |
4.838 |
-0.017 |
-0.4% |
5.130 |
High |
4.877 |
4.955 |
0.078 |
1.6% |
5.147 |
Low |
4.815 |
4.772 |
-0.043 |
-0.9% |
4.855 |
Close |
4.855 |
4.793 |
-0.062 |
-1.3% |
4.986 |
Range |
0.062 |
0.183 |
0.121 |
195.2% |
0.292 |
ATR |
0.105 |
0.110 |
0.006 |
5.4% |
0.000 |
Volume |
1,510 |
1,710 |
200 |
13.2% |
19,352 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.389 |
5.274 |
4.894 |
|
R3 |
5.206 |
5.091 |
4.843 |
|
R2 |
5.023 |
5.023 |
4.827 |
|
R1 |
4.908 |
4.908 |
4.810 |
4.874 |
PP |
4.840 |
4.840 |
4.840 |
4.823 |
S1 |
4.725 |
4.725 |
4.776 |
4.691 |
S2 |
4.657 |
4.657 |
4.759 |
|
S3 |
4.474 |
4.542 |
4.743 |
|
S4 |
4.291 |
4.359 |
4.692 |
|
|
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 |
4.772 |
0.231 |
4.8% |
0.105 |
2.2% |
9% |
False |
True |
1,897 |
10 |
5.181 |
4.772 |
0.409 |
8.5% |
0.103 |
2.1% |
5% |
False |
True |
2,883 |
20 |
5.434 |
4.772 |
0.662 |
13.8% |
0.106 |
2.2% |
3% |
False |
True |
2,657 |
40 |
5.687 |
4.772 |
0.915 |
19.1% |
0.109 |
2.3% |
2% |
False |
True |
2,247 |
60 |
5.861 |
4.772 |
1.089 |
22.7% |
0.115 |
2.4% |
2% |
False |
True |
2,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.733 |
2.618 |
5.434 |
1.618 |
5.251 |
1.000 |
5.138 |
0.618 |
5.068 |
HIGH |
4.955 |
0.618 |
4.885 |
0.500 |
4.864 |
0.382 |
4.842 |
LOW |
4.772 |
0.618 |
4.659 |
1.000 |
4.589 |
1.618 |
4.476 |
2.618 |
4.293 |
4.250 |
3.994 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.864 |
4.864 |
PP |
4.840 |
4.840 |
S1 |
4.817 |
4.817 |
|