NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.279 |
4.336 |
0.057 |
1.3% |
4.452 |
| High |
4.342 |
4.350 |
0.008 |
0.2% |
4.548 |
| Low |
4.269 |
4.182 |
-0.087 |
-2.0% |
4.257 |
| Close |
4.328 |
4.228 |
-0.100 |
-2.3% |
4.328 |
| Range |
0.073 |
0.168 |
0.095 |
130.1% |
0.291 |
| ATR |
0.169 |
0.169 |
0.000 |
0.0% |
0.000 |
| Volume |
63,817 |
96,592 |
32,775 |
51.4% |
579,423 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.757 |
4.661 |
4.320 |
|
| R3 |
4.589 |
4.493 |
4.274 |
|
| R2 |
4.421 |
4.421 |
4.259 |
|
| R1 |
4.325 |
4.325 |
4.243 |
4.289 |
| PP |
4.253 |
4.253 |
4.253 |
4.236 |
| S1 |
4.157 |
4.157 |
4.213 |
4.121 |
| S2 |
4.085 |
4.085 |
4.197 |
|
| S3 |
3.917 |
3.989 |
4.182 |
|
| S4 |
3.749 |
3.821 |
4.136 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.251 |
5.080 |
4.488 |
|
| R3 |
4.960 |
4.789 |
4.408 |
|
| R2 |
4.669 |
4.669 |
4.381 |
|
| R1 |
4.498 |
4.498 |
4.355 |
4.438 |
| PP |
4.378 |
4.378 |
4.378 |
4.348 |
| S1 |
4.207 |
4.207 |
4.301 |
4.147 |
| S2 |
4.087 |
4.087 |
4.275 |
|
| S3 |
3.796 |
3.916 |
4.248 |
|
| S4 |
3.505 |
3.625 |
4.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.376 |
4.182 |
0.194 |
4.6% |
0.111 |
2.6% |
24% |
False |
True |
103,656 |
| 10 |
4.825 |
4.182 |
0.643 |
15.2% |
0.162 |
3.8% |
7% |
False |
True |
112,382 |
| 20 |
5.007 |
4.182 |
0.825 |
19.5% |
0.167 |
4.0% |
6% |
False |
True |
95,681 |
| 40 |
5.252 |
4.182 |
1.070 |
25.3% |
0.182 |
4.3% |
4% |
False |
True |
65,360 |
| 60 |
5.282 |
4.168 |
1.114 |
26.3% |
0.183 |
4.3% |
5% |
False |
False |
53,242 |
| 80 |
5.282 |
4.140 |
1.142 |
27.0% |
0.177 |
4.2% |
8% |
False |
False |
43,651 |
| 100 |
5.282 |
4.140 |
1.142 |
27.0% |
0.175 |
4.1% |
8% |
False |
False |
36,502 |
| 120 |
5.282 |
4.140 |
1.142 |
27.0% |
0.163 |
3.9% |
8% |
False |
False |
31,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.064 |
|
2.618 |
4.790 |
|
1.618 |
4.622 |
|
1.000 |
4.518 |
|
0.618 |
4.454 |
|
HIGH |
4.350 |
|
0.618 |
4.286 |
|
0.500 |
4.266 |
|
0.382 |
4.246 |
|
LOW |
4.182 |
|
0.618 |
4.078 |
|
1.000 |
4.014 |
|
1.618 |
3.910 |
|
2.618 |
3.742 |
|
4.250 |
3.468 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.266 |
4.273 |
| PP |
4.253 |
4.258 |
| S1 |
4.241 |
4.243 |
|