NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.804 |
-0.096 |
-2.5% |
4.066 |
| High |
3.935 |
3.850 |
-0.085 |
-2.2% |
4.129 |
| Low |
3.791 |
3.620 |
-0.171 |
-4.5% |
3.620 |
| Close |
3.817 |
3.637 |
-0.180 |
-4.7% |
3.637 |
| Range |
0.144 |
0.230 |
0.086 |
59.7% |
0.509 |
| ATR |
0.154 |
0.160 |
0.005 |
3.5% |
0.000 |
| Volume |
50,927 |
13,719 |
-37,208 |
-73.1% |
260,785 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.392 |
4.245 |
3.764 |
|
| R3 |
4.162 |
4.015 |
3.700 |
|
| R2 |
3.932 |
3.932 |
3.679 |
|
| R1 |
3.785 |
3.785 |
3.658 |
3.744 |
| PP |
3.702 |
3.702 |
3.702 |
3.682 |
| S1 |
3.555 |
3.555 |
3.616 |
3.514 |
| S2 |
3.472 |
3.472 |
3.595 |
|
| S3 |
3.242 |
3.325 |
3.574 |
|
| S4 |
3.012 |
3.095 |
3.511 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.322 |
4.989 |
3.917 |
|
| R3 |
4.813 |
4.480 |
3.777 |
|
| R2 |
4.304 |
4.304 |
3.730 |
|
| R1 |
3.971 |
3.971 |
3.684 |
3.883 |
| PP |
3.795 |
3.795 |
3.795 |
3.752 |
| S1 |
3.462 |
3.462 |
3.590 |
3.374 |
| S2 |
3.286 |
3.286 |
3.544 |
|
| S3 |
2.777 |
2.953 |
3.497 |
|
| S4 |
2.268 |
2.444 |
3.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.129 |
3.620 |
0.509 |
14.0% |
0.151 |
4.2% |
3% |
False |
True |
52,157 |
| 10 |
4.375 |
3.620 |
0.755 |
20.8% |
0.147 |
4.1% |
2% |
False |
True |
68,118 |
| 20 |
5.007 |
3.620 |
1.387 |
38.1% |
0.163 |
4.5% |
1% |
False |
True |
89,896 |
| 40 |
5.007 |
3.620 |
1.387 |
38.1% |
0.167 |
4.6% |
1% |
False |
True |
75,321 |
| 60 |
5.282 |
3.620 |
1.662 |
45.7% |
0.181 |
5.0% |
1% |
False |
True |
60,499 |
| 80 |
5.282 |
3.620 |
1.662 |
45.7% |
0.176 |
4.8% |
1% |
False |
True |
49,823 |
| 100 |
5.282 |
3.620 |
1.662 |
45.7% |
0.172 |
4.7% |
1% |
False |
True |
41,654 |
| 120 |
5.282 |
3.620 |
1.662 |
45.7% |
0.166 |
4.6% |
1% |
False |
True |
35,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.828 |
|
2.618 |
4.452 |
|
1.618 |
4.222 |
|
1.000 |
4.080 |
|
0.618 |
3.992 |
|
HIGH |
3.850 |
|
0.618 |
3.762 |
|
0.500 |
3.735 |
|
0.382 |
3.708 |
|
LOW |
3.620 |
|
0.618 |
3.478 |
|
1.000 |
3.390 |
|
1.618 |
3.248 |
|
2.618 |
3.018 |
|
4.250 |
2.643 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.838 |
| PP |
3.702 |
3.771 |
| S1 |
3.670 |
3.704 |
|