NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.470 |
4.640 |
0.170 |
3.8% |
4.700 |
High |
4.628 |
4.666 |
0.038 |
0.8% |
4.722 |
Low |
4.454 |
4.574 |
0.120 |
2.7% |
4.478 |
Close |
4.600 |
4.647 |
0.047 |
1.0% |
4.482 |
Range |
0.174 |
0.092 |
-0.082 |
-47.1% |
0.244 |
ATR |
0.106 |
0.105 |
-0.001 |
-1.0% |
0.000 |
Volume |
4,809 |
4,087 |
-722 |
-15.0% |
17,199 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.905 |
4.868 |
4.698 |
|
R3 |
4.813 |
4.776 |
4.672 |
|
R2 |
4.721 |
4.721 |
4.664 |
|
R1 |
4.684 |
4.684 |
4.655 |
4.703 |
PP |
4.629 |
4.629 |
4.629 |
4.638 |
S1 |
4.592 |
4.592 |
4.639 |
4.611 |
S2 |
4.537 |
4.537 |
4.630 |
|
S3 |
4.445 |
4.500 |
4.622 |
|
S4 |
4.353 |
4.408 |
4.596 |
|
|
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 |
4.666 |
4.454 |
0.212 |
4.6% |
0.112 |
2.4% |
91% |
True |
False |
4,139 |
10 |
4.955 |
4.454 |
0.501 |
10.8% |
0.098 |
2.1% |
39% |
False |
False |
3,203 |
20 |
5.280 |
4.454 |
0.826 |
17.8% |
0.099 |
2.1% |
23% |
False |
False |
3,099 |
40 |
5.469 |
4.454 |
1.015 |
21.8% |
0.102 |
2.2% |
19% |
False |
False |
2,612 |
60 |
5.861 |
4.454 |
1.407 |
30.3% |
0.109 |
2.3% |
14% |
False |
False |
2,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.057 |
2.618 |
4.907 |
1.618 |
4.815 |
1.000 |
4.758 |
0.618 |
4.723 |
HIGH |
4.666 |
0.618 |
4.631 |
0.500 |
4.620 |
0.382 |
4.609 |
LOW |
4.574 |
0.618 |
4.517 |
1.000 |
4.482 |
1.618 |
4.425 |
2.618 |
4.333 |
4.250 |
4.183 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.638 |
4.618 |
PP |
4.629 |
4.589 |
S1 |
4.620 |
4.560 |
|