NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.330 |
4.308 |
-0.022 |
-0.5% |
4.988 |
| High |
4.370 |
4.376 |
0.006 |
0.1% |
5.007 |
| Low |
4.276 |
4.257 |
-0.019 |
-0.4% |
4.456 |
| Close |
4.297 |
4.326 |
0.029 |
0.7% |
4.467 |
| Range |
0.094 |
0.119 |
0.025 |
26.6% |
0.551 |
| ATR |
0.187 |
0.182 |
-0.005 |
-2.6% |
0.000 |
| Volume |
126,966 |
110,624 |
-16,342 |
-12.9% |
537,317 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.677 |
4.620 |
4.391 |
|
| R3 |
4.558 |
4.501 |
4.359 |
|
| R2 |
4.439 |
4.439 |
4.348 |
|
| R1 |
4.382 |
4.382 |
4.337 |
4.411 |
| PP |
4.320 |
4.320 |
4.320 |
4.334 |
| S1 |
4.263 |
4.263 |
4.315 |
4.292 |
| S2 |
4.201 |
4.201 |
4.304 |
|
| S3 |
4.082 |
4.144 |
4.293 |
|
| S4 |
3.963 |
4.025 |
4.261 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.296 |
5.933 |
4.770 |
|
| R3 |
5.745 |
5.382 |
4.619 |
|
| R2 |
5.194 |
5.194 |
4.568 |
|
| R1 |
4.831 |
4.831 |
4.518 |
4.737 |
| PP |
4.643 |
4.643 |
4.643 |
4.597 |
| S1 |
4.280 |
4.280 |
4.416 |
4.186 |
| S2 |
4.092 |
4.092 |
4.366 |
|
| S3 |
3.541 |
3.729 |
4.315 |
|
| S4 |
2.990 |
3.178 |
4.164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.825 |
4.257 |
0.568 |
13.1% |
0.191 |
4.4% |
12% |
False |
True |
127,054 |
| 10 |
5.007 |
4.257 |
0.750 |
17.3% |
0.195 |
4.5% |
9% |
False |
True |
122,133 |
| 20 |
5.007 |
4.257 |
0.750 |
17.3% |
0.181 |
4.2% |
9% |
False |
True |
92,630 |
| 40 |
5.282 |
4.257 |
1.025 |
23.7% |
0.188 |
4.4% |
7% |
False |
True |
60,152 |
| 60 |
5.282 |
4.168 |
1.114 |
25.8% |
0.186 |
4.3% |
14% |
False |
False |
49,501 |
| 80 |
5.282 |
4.140 |
1.142 |
26.4% |
0.177 |
4.1% |
16% |
False |
False |
40,371 |
| 100 |
5.282 |
4.140 |
1.142 |
26.4% |
0.174 |
4.0% |
16% |
False |
False |
33,822 |
| 120 |
5.300 |
4.140 |
1.160 |
26.8% |
0.164 |
3.8% |
16% |
False |
False |
28,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.882 |
|
2.618 |
4.688 |
|
1.618 |
4.569 |
|
1.000 |
4.495 |
|
0.618 |
4.450 |
|
HIGH |
4.376 |
|
0.618 |
4.331 |
|
0.500 |
4.317 |
|
0.382 |
4.302 |
|
LOW |
4.257 |
|
0.618 |
4.183 |
|
1.000 |
4.138 |
|
1.618 |
4.064 |
|
2.618 |
3.945 |
|
4.250 |
3.751 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.323 |
4.403 |
| PP |
4.320 |
4.377 |
| S1 |
4.317 |
4.352 |
|