NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.576 |
4.470 |
-0.106 |
-2.3% |
4.700 |
High |
4.595 |
4.628 |
0.033 |
0.7% |
4.722 |
Low |
4.478 |
4.454 |
-0.024 |
-0.5% |
4.478 |
Close |
4.482 |
4.600 |
0.118 |
2.6% |
4.482 |
Range |
0.117 |
0.174 |
0.057 |
48.7% |
0.244 |
ATR |
0.101 |
0.106 |
0.005 |
5.1% |
0.000 |
Volume |
3,690 |
4,809 |
1,119 |
30.3% |
17,199 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.083 |
5.015 |
4.696 |
|
R3 |
4.909 |
4.841 |
4.648 |
|
R2 |
4.735 |
4.735 |
4.632 |
|
R1 |
4.667 |
4.667 |
4.616 |
4.701 |
PP |
4.561 |
4.561 |
4.561 |
4.578 |
S1 |
4.493 |
4.493 |
4.584 |
4.527 |
S2 |
4.387 |
4.387 |
4.568 |
|
S3 |
4.213 |
4.319 |
4.552 |
|
S4 |
4.039 |
4.145 |
4.504 |
|
|
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 |
4.675 |
4.454 |
0.221 |
4.8% |
0.107 |
2.3% |
66% |
False |
True |
4,056 |
10 |
4.955 |
4.454 |
0.501 |
10.9% |
0.096 |
2.1% |
29% |
False |
True |
3,056 |
20 |
5.327 |
4.454 |
0.873 |
19.0% |
0.101 |
2.2% |
17% |
False |
True |
3,164 |
40 |
5.560 |
4.454 |
1.106 |
24.0% |
0.104 |
2.3% |
13% |
False |
True |
2,548 |
60 |
5.861 |
4.454 |
1.407 |
30.6% |
0.110 |
2.4% |
10% |
False |
True |
2,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.368 |
2.618 |
5.084 |
1.618 |
4.910 |
1.000 |
4.802 |
0.618 |
4.736 |
HIGH |
4.628 |
0.618 |
4.562 |
0.500 |
4.541 |
0.382 |
4.520 |
LOW |
4.454 |
0.618 |
4.346 |
1.000 |
4.280 |
1.618 |
4.172 |
2.618 |
3.998 |
4.250 |
3.715 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.580 |
4.580 |
PP |
4.561 |
4.561 |
S1 |
4.541 |
4.541 |
|