NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.627 |
4.558 |
-0.069 |
-1.5% |
4.990 |
High |
4.627 |
4.607 |
-0.020 |
-0.4% |
5.003 |
Low |
4.515 |
4.541 |
0.026 |
0.6% |
4.730 |
Close |
4.557 |
4.559 |
0.002 |
0.0% |
4.736 |
Range |
0.112 |
0.066 |
-0.046 |
-41.1% |
0.273 |
ATR |
0.103 |
0.100 |
-0.003 |
-2.5% |
0.000 |
Volume |
2,204 |
5,909 |
3,705 |
168.1% |
9,767 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.767 |
4.729 |
4.595 |
|
R3 |
4.701 |
4.663 |
4.577 |
|
R2 |
4.635 |
4.635 |
4.571 |
|
R1 |
4.597 |
4.597 |
4.565 |
4.616 |
PP |
4.569 |
4.569 |
4.569 |
4.579 |
S1 |
4.531 |
4.531 |
4.553 |
4.550 |
S2 |
4.503 |
4.503 |
4.547 |
|
S3 |
4.437 |
4.465 |
4.541 |
|
S4 |
4.371 |
4.399 |
4.523 |
|
|
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 |
4.777 |
4.515 |
0.262 |
5.7% |
0.071 |
1.5% |
17% |
False |
False |
3,246 |
10 |
5.003 |
4.515 |
0.488 |
10.7% |
0.088 |
1.9% |
9% |
False |
False |
2,571 |
20 |
5.434 |
4.515 |
0.919 |
20.2% |
0.101 |
2.2% |
5% |
False |
False |
3,067 |
40 |
5.570 |
4.515 |
1.055 |
23.1% |
0.106 |
2.3% |
4% |
False |
False |
2,477 |
60 |
5.861 |
4.515 |
1.346 |
29.5% |
0.111 |
2.4% |
3% |
False |
False |
2,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.888 |
2.618 |
4.780 |
1.618 |
4.714 |
1.000 |
4.673 |
0.618 |
4.648 |
HIGH |
4.607 |
0.618 |
4.582 |
0.500 |
4.574 |
0.382 |
4.566 |
LOW |
4.541 |
0.618 |
4.500 |
1.000 |
4.475 |
1.618 |
4.434 |
2.618 |
4.368 |
4.250 |
4.261 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.574 |
4.595 |
PP |
4.569 |
4.583 |
S1 |
4.564 |
4.571 |
|