NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.290 |
4.255 |
-0.035 |
-0.8% |
4.477 |
| High |
4.324 |
4.450 |
0.126 |
2.9% |
4.538 |
| Low |
4.216 |
4.170 |
-0.046 |
-1.1% |
4.263 |
| Close |
4.266 |
4.205 |
-0.061 |
-1.4% |
4.350 |
| Range |
0.108 |
0.280 |
0.172 |
159.3% |
0.275 |
| ATR |
0.154 |
0.163 |
0.009 |
5.8% |
0.000 |
| Volume |
69,613 |
59,075 |
-10,538 |
-15.1% |
460,729 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.115 |
4.940 |
4.359 |
|
| R3 |
4.835 |
4.660 |
4.282 |
|
| R2 |
4.555 |
4.555 |
4.256 |
|
| R1 |
4.380 |
4.380 |
4.231 |
4.328 |
| PP |
4.275 |
4.275 |
4.275 |
4.249 |
| S1 |
4.100 |
4.100 |
4.179 |
4.048 |
| S2 |
3.995 |
3.995 |
4.154 |
|
| S3 |
3.715 |
3.820 |
4.128 |
|
| S4 |
3.435 |
3.540 |
4.051 |
|
|
| 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 |
4.450 |
4.170 |
0.280 |
6.7% |
0.151 |
3.6% |
13% |
True |
True |
68,204 |
| 10 |
4.663 |
4.170 |
0.493 |
11.7% |
0.148 |
3.5% |
7% |
False |
True |
78,400 |
| 20 |
5.010 |
4.170 |
0.840 |
20.0% |
0.160 |
3.8% |
4% |
False |
True |
59,969 |
| 40 |
5.028 |
4.170 |
0.858 |
20.4% |
0.167 |
4.0% |
4% |
False |
True |
45,278 |
| 60 |
5.345 |
4.170 |
1.175 |
27.9% |
0.176 |
4.2% |
3% |
False |
True |
39,330 |
| 80 |
5.345 |
4.115 |
1.230 |
29.3% |
0.172 |
4.1% |
7% |
False |
False |
34,128 |
| 100 |
5.345 |
4.115 |
1.230 |
29.3% |
0.171 |
4.1% |
7% |
False |
False |
30,061 |
| 120 |
5.345 |
4.115 |
1.230 |
29.3% |
0.161 |
3.8% |
7% |
False |
False |
26,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.640 |
|
2.618 |
5.183 |
|
1.618 |
4.903 |
|
1.000 |
4.730 |
|
0.618 |
4.623 |
|
HIGH |
4.450 |
|
0.618 |
4.343 |
|
0.500 |
4.310 |
|
0.382 |
4.277 |
|
LOW |
4.170 |
|
0.618 |
3.997 |
|
1.000 |
3.890 |
|
1.618 |
3.717 |
|
2.618 |
3.437 |
|
4.250 |
2.980 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.310 |
4.310 |
| PP |
4.275 |
4.275 |
| S1 |
4.240 |
4.240 |
|