NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.736 |
4.700 |
-0.036 |
-0.8% |
4.990 |
High |
4.777 |
4.722 |
-0.055 |
-1.2% |
5.003 |
Low |
4.730 |
4.659 |
-0.071 |
-1.5% |
4.730 |
Close |
4.736 |
4.673 |
-0.063 |
-1.3% |
4.736 |
Range |
0.047 |
0.063 |
0.016 |
34.0% |
0.273 |
ATR |
0.107 |
0.105 |
-0.002 |
-2.0% |
0.000 |
Volume |
2,721 |
1,726 |
-995 |
-36.6% |
9,767 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.874 |
4.836 |
4.708 |
|
R3 |
4.811 |
4.773 |
4.690 |
|
R2 |
4.748 |
4.748 |
4.685 |
|
R1 |
4.710 |
4.710 |
4.679 |
4.698 |
PP |
4.685 |
4.685 |
4.685 |
4.678 |
S1 |
4.647 |
4.647 |
4.667 |
4.635 |
S2 |
4.622 |
4.622 |
4.661 |
|
S3 |
4.559 |
4.584 |
4.656 |
|
S4 |
4.496 |
4.521 |
4.638 |
|
|
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 |
4.955 |
4.659 |
0.296 |
6.3% |
0.086 |
1.8% |
5% |
False |
True |
2,056 |
10 |
5.010 |
4.659 |
0.351 |
7.5% |
0.087 |
1.9% |
4% |
False |
True |
2,792 |
20 |
5.434 |
4.659 |
0.775 |
16.6% |
0.104 |
2.2% |
2% |
False |
True |
2,774 |
40 |
5.639 |
4.659 |
0.980 |
21.0% |
0.107 |
2.3% |
1% |
False |
True |
2,288 |
60 |
5.861 |
4.659 |
1.202 |
25.7% |
0.113 |
2.4% |
1% |
False |
True |
2,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.990 |
2.618 |
4.887 |
1.618 |
4.824 |
1.000 |
4.785 |
0.618 |
4.761 |
HIGH |
4.722 |
0.618 |
4.698 |
0.500 |
4.691 |
0.382 |
4.683 |
LOW |
4.659 |
0.618 |
4.620 |
1.000 |
4.596 |
1.618 |
4.557 |
2.618 |
4.494 |
4.250 |
4.391 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.691 |
4.807 |
PP |
4.685 |
4.762 |
S1 |
4.679 |
4.718 |
|