NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.226 |
4.275 |
0.049 |
1.2% |
4.452 |
High |
4.322 |
4.308 |
-0.014 |
-0.3% |
4.548 |
Low |
4.186 |
4.196 |
0.010 |
0.2% |
4.257 |
Close |
4.267 |
4.239 |
-0.028 |
-0.7% |
4.328 |
Range |
0.136 |
0.112 |
-0.024 |
-17.6% |
0.291 |
ATR |
0.167 |
0.163 |
-0.004 |
-2.3% |
0.000 |
Volume |
93,235 |
75,919 |
-17,316 |
-18.6% |
579,423 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.584 |
4.523 |
4.301 |
|
R3 |
4.472 |
4.411 |
4.270 |
|
R2 |
4.360 |
4.360 |
4.260 |
|
R1 |
4.299 |
4.299 |
4.249 |
4.274 |
PP |
4.248 |
4.248 |
4.248 |
4.235 |
S1 |
4.187 |
4.187 |
4.229 |
4.162 |
S2 |
4.136 |
4.136 |
4.218 |
|
S3 |
4.024 |
4.075 |
4.208 |
|
S4 |
3.912 |
3.963 |
4.177 |
|
|
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 |
4.363 |
4.182 |
0.181 |
4.3% |
0.118 |
2.8% |
31% |
False |
False |
89,968 |
10 |
4.825 |
4.182 |
0.643 |
15.2% |
0.155 |
3.6% |
9% |
False |
False |
108,511 |
20 |
5.007 |
4.182 |
0.825 |
19.5% |
0.165 |
3.9% |
7% |
False |
False |
98,760 |
40 |
5.007 |
4.182 |
0.825 |
19.5% |
0.173 |
4.1% |
7% |
False |
False |
68,580 |
60 |
5.282 |
4.168 |
1.114 |
26.3% |
0.183 |
4.3% |
6% |
False |
False |
55,653 |
80 |
5.282 |
4.140 |
1.142 |
26.9% |
0.175 |
4.1% |
9% |
False |
False |
45,566 |
100 |
5.282 |
4.140 |
1.142 |
26.9% |
0.175 |
4.1% |
9% |
False |
False |
38,066 |
120 |
5.282 |
4.140 |
1.142 |
26.9% |
0.164 |
3.9% |
9% |
False |
False |
32,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.784 |
2.618 |
4.601 |
1.618 |
4.489 |
1.000 |
4.420 |
0.618 |
4.377 |
HIGH |
4.308 |
0.618 |
4.265 |
0.500 |
4.252 |
0.382 |
4.239 |
LOW |
4.196 |
0.618 |
4.127 |
1.000 |
4.084 |
1.618 |
4.015 |
2.618 |
3.903 |
4.250 |
3.720 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.252 |
4.266 |
PP |
4.248 |
4.257 |
S1 |
4.243 |
4.248 |
|