NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.359 |
4.245 |
-0.114 |
-2.6% |
4.477 |
| High |
4.368 |
4.333 |
-0.035 |
-0.8% |
4.538 |
| Low |
4.206 |
4.200 |
-0.006 |
-0.1% |
4.263 |
| Close |
4.249 |
4.283 |
0.034 |
0.8% |
4.350 |
| Range |
0.162 |
0.133 |
-0.029 |
-17.9% |
0.275 |
| ATR |
0.160 |
0.158 |
-0.002 |
-1.2% |
0.000 |
| Volume |
58,944 |
68,866 |
9,922 |
16.8% |
460,729 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.671 |
4.610 |
4.356 |
|
| R3 |
4.538 |
4.477 |
4.320 |
|
| R2 |
4.405 |
4.405 |
4.307 |
|
| R1 |
4.344 |
4.344 |
4.295 |
4.375 |
| PP |
4.272 |
4.272 |
4.272 |
4.287 |
| S1 |
4.211 |
4.211 |
4.271 |
4.242 |
| S2 |
4.139 |
4.139 |
4.259 |
|
| S3 |
4.006 |
4.078 |
4.246 |
|
| S4 |
3.873 |
3.945 |
4.210 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.209 |
5.054 |
4.501 |
|
| R3 |
4.934 |
4.779 |
4.426 |
|
| R2 |
4.659 |
4.659 |
4.400 |
|
| R1 |
4.504 |
4.504 |
4.375 |
4.444 |
| PP |
4.384 |
4.384 |
4.384 |
4.354 |
| S1 |
4.229 |
4.229 |
4.325 |
4.169 |
| S2 |
4.109 |
4.109 |
4.300 |
|
| S3 |
3.834 |
3.954 |
4.274 |
|
| S4 |
3.559 |
3.679 |
4.199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.374 |
4.200 |
0.174 |
4.1% |
0.114 |
2.7% |
48% |
False |
True |
80,672 |
| 10 |
4.850 |
4.200 |
0.650 |
15.2% |
0.148 |
3.5% |
13% |
False |
True |
74,917 |
| 20 |
5.010 |
4.200 |
0.810 |
18.9% |
0.158 |
3.7% |
10% |
False |
True |
56,944 |
| 40 |
5.075 |
4.200 |
0.875 |
20.4% |
0.166 |
3.9% |
9% |
False |
True |
43,229 |
| 60 |
5.345 |
4.200 |
1.145 |
26.7% |
0.173 |
4.0% |
7% |
False |
True |
37,656 |
| 80 |
5.345 |
4.115 |
1.230 |
28.7% |
0.170 |
4.0% |
14% |
False |
False |
32,816 |
| 100 |
5.345 |
4.115 |
1.230 |
28.7% |
0.170 |
4.0% |
14% |
False |
False |
29,037 |
| 120 |
5.345 |
4.115 |
1.230 |
28.7% |
0.160 |
3.7% |
14% |
False |
False |
25,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.898 |
|
2.618 |
4.681 |
|
1.618 |
4.548 |
|
1.000 |
4.466 |
|
0.618 |
4.415 |
|
HIGH |
4.333 |
|
0.618 |
4.282 |
|
0.500 |
4.267 |
|
0.382 |
4.251 |
|
LOW |
4.200 |
|
0.618 |
4.118 |
|
1.000 |
4.067 |
|
1.618 |
3.985 |
|
2.618 |
3.852 |
|
4.250 |
3.635 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.278 |
4.284 |
| PP |
4.272 |
4.284 |
| S1 |
4.267 |
4.283 |
|