NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.558 |
4.576 |
0.018 |
0.4% |
4.700 |
High |
4.607 |
4.595 |
-0.012 |
-0.3% |
4.722 |
Low |
4.541 |
4.478 |
-0.063 |
-1.4% |
4.478 |
Close |
4.559 |
4.482 |
-0.077 |
-1.7% |
4.482 |
Range |
0.066 |
0.117 |
0.051 |
77.3% |
0.244 |
ATR |
0.100 |
0.101 |
0.001 |
1.2% |
0.000 |
Volume |
5,909 |
3,690 |
-2,219 |
-37.6% |
17,199 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.869 |
4.793 |
4.546 |
|
R3 |
4.752 |
4.676 |
4.514 |
|
R2 |
4.635 |
4.635 |
4.503 |
|
R1 |
4.559 |
4.559 |
4.493 |
4.539 |
PP |
4.518 |
4.518 |
4.518 |
4.508 |
S1 |
4.442 |
4.442 |
4.471 |
4.422 |
S2 |
4.401 |
4.401 |
4.461 |
|
S3 |
4.284 |
4.325 |
4.450 |
|
S4 |
4.167 |
4.208 |
4.418 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.293 |
5.131 |
4.616 |
|
R3 |
5.049 |
4.887 |
4.549 |
|
R2 |
4.805 |
4.805 |
4.527 |
|
R1 |
4.643 |
4.643 |
4.504 |
4.602 |
PP |
4.561 |
4.561 |
4.561 |
4.540 |
S1 |
4.399 |
4.399 |
4.460 |
4.358 |
S2 |
4.317 |
4.317 |
4.437 |
|
S3 |
4.073 |
4.155 |
4.415 |
|
S4 |
3.829 |
3.911 |
4.348 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.722 |
4.478 |
0.244 |
5.4% |
0.085 |
1.9% |
2% |
False |
True |
3,439 |
10 |
5.003 |
4.478 |
0.525 |
11.7% |
0.096 |
2.1% |
1% |
False |
True |
2,696 |
20 |
5.434 |
4.478 |
0.956 |
21.3% |
0.102 |
2.3% |
0% |
False |
True |
3,088 |
40 |
5.560 |
4.478 |
1.082 |
24.1% |
0.103 |
2.3% |
0% |
False |
True |
2,494 |
60 |
5.861 |
4.478 |
1.383 |
30.9% |
0.110 |
2.4% |
0% |
False |
True |
2,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.092 |
2.618 |
4.901 |
1.618 |
4.784 |
1.000 |
4.712 |
0.618 |
4.667 |
HIGH |
4.595 |
0.618 |
4.550 |
0.500 |
4.537 |
0.382 |
4.523 |
LOW |
4.478 |
0.618 |
4.406 |
1.000 |
4.361 |
1.618 |
4.289 |
2.618 |
4.172 |
4.250 |
3.981 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.537 |
4.553 |
PP |
4.518 |
4.529 |
S1 |
4.500 |
4.506 |
|