NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.255 |
4.205 |
-0.050 |
-1.2% |
4.359 |
| High |
4.450 |
4.209 |
-0.241 |
-5.4% |
4.450 |
| Low |
4.170 |
4.133 |
-0.037 |
-0.9% |
4.133 |
| Close |
4.205 |
4.137 |
-0.068 |
-1.6% |
4.137 |
| Range |
0.280 |
0.076 |
-0.204 |
-72.9% |
0.317 |
| ATR |
0.163 |
0.157 |
-0.006 |
-3.8% |
0.000 |
| Volume |
59,075 |
62,663 |
3,588 |
6.1% |
319,161 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.388 |
4.338 |
4.179 |
|
| R3 |
4.312 |
4.262 |
4.158 |
|
| R2 |
4.236 |
4.236 |
4.151 |
|
| R1 |
4.186 |
4.186 |
4.144 |
4.173 |
| PP |
4.160 |
4.160 |
4.160 |
4.153 |
| S1 |
4.110 |
4.110 |
4.130 |
4.097 |
| S2 |
4.084 |
4.084 |
4.123 |
|
| S3 |
4.008 |
4.034 |
4.116 |
|
| S4 |
3.932 |
3.958 |
4.095 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.191 |
4.981 |
4.311 |
|
| R3 |
4.874 |
4.664 |
4.224 |
|
| R2 |
4.557 |
4.557 |
4.195 |
|
| R1 |
4.347 |
4.347 |
4.166 |
4.294 |
| PP |
4.240 |
4.240 |
4.240 |
4.213 |
| S1 |
4.030 |
4.030 |
4.108 |
3.977 |
| S2 |
3.923 |
3.923 |
4.079 |
|
| S3 |
3.606 |
3.713 |
4.050 |
|
| S4 |
3.289 |
3.396 |
3.963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.450 |
4.133 |
0.317 |
7.7% |
0.152 |
3.7% |
1% |
False |
True |
63,832 |
| 10 |
4.538 |
4.133 |
0.405 |
9.8% |
0.138 |
3.3% |
1% |
False |
True |
77,989 |
| 20 |
5.010 |
4.133 |
0.877 |
21.2% |
0.158 |
3.8% |
0% |
False |
True |
61,461 |
| 40 |
5.028 |
4.133 |
0.895 |
21.6% |
0.165 |
4.0% |
0% |
False |
True |
46,245 |
| 60 |
5.345 |
4.133 |
1.212 |
29.3% |
0.175 |
4.2% |
0% |
False |
True |
40,152 |
| 80 |
5.345 |
4.115 |
1.230 |
29.7% |
0.171 |
4.1% |
2% |
False |
False |
34,784 |
| 100 |
5.345 |
4.115 |
1.230 |
29.7% |
0.171 |
4.1% |
2% |
False |
False |
30,564 |
| 120 |
5.345 |
4.115 |
1.230 |
29.7% |
0.161 |
3.9% |
2% |
False |
False |
27,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.532 |
|
2.618 |
4.408 |
|
1.618 |
4.332 |
|
1.000 |
4.285 |
|
0.618 |
4.256 |
|
HIGH |
4.209 |
|
0.618 |
4.180 |
|
0.500 |
4.171 |
|
0.382 |
4.162 |
|
LOW |
4.133 |
|
0.618 |
4.086 |
|
1.000 |
4.057 |
|
1.618 |
4.010 |
|
2.618 |
3.934 |
|
4.250 |
3.810 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.171 |
4.292 |
| PP |
4.160 |
4.240 |
| S1 |
4.148 |
4.189 |
|