NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.838 |
4.736 |
-0.102 |
-2.1% |
4.990 |
High |
4.955 |
4.777 |
-0.178 |
-3.6% |
5.003 |
Low |
4.772 |
4.730 |
-0.042 |
-0.9% |
4.730 |
Close |
4.793 |
4.736 |
-0.057 |
-1.2% |
4.736 |
Range |
0.183 |
0.047 |
-0.136 |
-74.3% |
0.273 |
ATR |
0.110 |
0.107 |
-0.003 |
-3.1% |
0.000 |
Volume |
1,710 |
2,721 |
1,011 |
59.1% |
9,767 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.889 |
4.859 |
4.762 |
|
R3 |
4.842 |
4.812 |
4.749 |
|
R2 |
4.795 |
4.795 |
4.745 |
|
R1 |
4.765 |
4.765 |
4.740 |
4.760 |
PP |
4.748 |
4.748 |
4.748 |
4.745 |
S1 |
4.718 |
4.718 |
4.732 |
4.713 |
S2 |
4.701 |
4.701 |
4.727 |
|
S3 |
4.654 |
4.671 |
4.723 |
|
S4 |
4.607 |
4.624 |
4.710 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.642 |
5.462 |
4.886 |
|
R3 |
5.369 |
5.189 |
4.811 |
|
R2 |
5.096 |
5.096 |
4.786 |
|
R1 |
4.916 |
4.916 |
4.761 |
4.870 |
PP |
4.823 |
4.823 |
4.823 |
4.800 |
S1 |
4.643 |
4.643 |
4.711 |
4.597 |
S2 |
4.550 |
4.550 |
4.686 |
|
S3 |
4.277 |
4.370 |
4.661 |
|
S4 |
4.004 |
4.097 |
4.586 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.003 |
4.730 |
0.273 |
5.8% |
0.107 |
2.3% |
2% |
False |
True |
1,953 |
10 |
5.147 |
4.730 |
0.417 |
8.8% |
0.097 |
2.0% |
1% |
False |
True |
2,911 |
20 |
5.434 |
4.730 |
0.704 |
14.9% |
0.104 |
2.2% |
1% |
False |
True |
2,734 |
40 |
5.687 |
4.730 |
0.957 |
20.2% |
0.108 |
2.3% |
1% |
False |
True |
2,284 |
60 |
5.861 |
4.730 |
1.131 |
23.9% |
0.114 |
2.4% |
1% |
False |
True |
2,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.977 |
2.618 |
4.900 |
1.618 |
4.853 |
1.000 |
4.824 |
0.618 |
4.806 |
HIGH |
4.777 |
0.618 |
4.759 |
0.500 |
4.754 |
0.382 |
4.748 |
LOW |
4.730 |
0.618 |
4.701 |
1.000 |
4.683 |
1.618 |
4.654 |
2.618 |
4.607 |
4.250 |
4.530 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.754 |
4.843 |
PP |
4.748 |
4.807 |
S1 |
4.742 |
4.772 |
|