NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.624 |
4.627 |
0.003 |
0.1% |
4.990 |
High |
4.675 |
4.627 |
-0.048 |
-1.0% |
5.003 |
Low |
4.610 |
4.515 |
-0.095 |
-2.1% |
4.730 |
Close |
4.624 |
4.557 |
-0.067 |
-1.4% |
4.736 |
Range |
0.065 |
0.112 |
0.047 |
72.3% |
0.273 |
ATR |
0.102 |
0.103 |
0.001 |
0.7% |
0.000 |
Volume |
3,670 |
2,204 |
-1,466 |
-39.9% |
9,767 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.902 |
4.842 |
4.619 |
|
R3 |
4.790 |
4.730 |
4.588 |
|
R2 |
4.678 |
4.678 |
4.578 |
|
R1 |
4.618 |
4.618 |
4.567 |
4.592 |
PP |
4.566 |
4.566 |
4.566 |
4.554 |
S1 |
4.506 |
4.506 |
4.547 |
4.480 |
S2 |
4.454 |
4.454 |
4.536 |
|
S3 |
4.342 |
4.394 |
4.526 |
|
S4 |
4.230 |
4.282 |
4.495 |
|
|
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 |
4.515 |
0.440 |
9.7% |
0.094 |
2.1% |
10% |
False |
True |
2,406 |
10 |
5.003 |
4.515 |
0.488 |
10.7% |
0.087 |
1.9% |
9% |
False |
True |
2,433 |
20 |
5.434 |
4.515 |
0.919 |
20.2% |
0.103 |
2.2% |
5% |
False |
True |
2,973 |
40 |
5.570 |
4.515 |
1.055 |
23.2% |
0.106 |
2.3% |
4% |
False |
True |
2,373 |
60 |
5.861 |
4.515 |
1.346 |
29.5% |
0.112 |
2.4% |
3% |
False |
True |
2,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.103 |
2.618 |
4.920 |
1.618 |
4.808 |
1.000 |
4.739 |
0.618 |
4.696 |
HIGH |
4.627 |
0.618 |
4.584 |
0.500 |
4.571 |
0.382 |
4.558 |
LOW |
4.515 |
0.618 |
4.446 |
1.000 |
4.403 |
1.618 |
4.334 |
2.618 |
4.222 |
4.250 |
4.039 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.571 |
4.619 |
PP |
4.566 |
4.598 |
S1 |
4.562 |
4.578 |
|