NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
3.844 |
3.746 |
-0.098 |
-2.5% |
4.068 |
| High |
3.883 |
3.878 |
-0.005 |
-0.1% |
4.142 |
| Low |
3.697 |
3.693 |
-0.004 |
-0.1% |
3.697 |
| Close |
3.705 |
3.812 |
0.107 |
2.9% |
3.705 |
| Range |
0.186 |
0.185 |
-0.001 |
-0.5% |
0.445 |
| ATR |
0.152 |
0.155 |
0.002 |
1.5% |
0.000 |
| Volume |
101,003 |
106,037 |
5,034 |
5.0% |
338,734 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.349 |
4.266 |
3.914 |
|
| R3 |
4.164 |
4.081 |
3.863 |
|
| R2 |
3.979 |
3.979 |
3.846 |
|
| R1 |
3.896 |
3.896 |
3.829 |
3.938 |
| PP |
3.794 |
3.794 |
3.794 |
3.815 |
| S1 |
3.711 |
3.711 |
3.795 |
3.753 |
| S2 |
3.609 |
3.609 |
3.778 |
|
| S3 |
3.424 |
3.526 |
3.761 |
|
| S4 |
3.239 |
3.341 |
3.710 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.183 |
4.889 |
3.950 |
|
| R3 |
4.738 |
4.444 |
3.827 |
|
| R2 |
4.293 |
4.293 |
3.787 |
|
| R1 |
3.999 |
3.999 |
3.746 |
3.924 |
| PP |
3.848 |
3.848 |
3.848 |
3.810 |
| S1 |
3.554 |
3.554 |
3.664 |
3.479 |
| S2 |
3.403 |
3.403 |
3.623 |
|
| S3 |
2.958 |
3.109 |
3.583 |
|
| S4 |
2.513 |
2.664 |
3.460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.108 |
3.693 |
0.415 |
10.9% |
0.156 |
4.1% |
29% |
False |
True |
81,231 |
| 10 |
4.450 |
3.693 |
0.757 |
19.9% |
0.147 |
3.9% |
16% |
False |
True |
70,498 |
| 20 |
4.850 |
3.693 |
1.157 |
30.4% |
0.151 |
3.9% |
10% |
False |
True |
71,865 |
| 40 |
5.010 |
3.693 |
1.317 |
34.5% |
0.158 |
4.1% |
9% |
False |
True |
53,694 |
| 60 |
5.345 |
3.693 |
1.652 |
43.3% |
0.169 |
4.4% |
7% |
False |
True |
44,916 |
| 80 |
5.345 |
3.693 |
1.652 |
43.3% |
0.169 |
4.4% |
7% |
False |
True |
39,209 |
| 100 |
5.345 |
3.693 |
1.652 |
43.3% |
0.167 |
4.4% |
7% |
False |
True |
33,993 |
| 120 |
5.345 |
3.693 |
1.652 |
43.3% |
0.163 |
4.3% |
7% |
False |
True |
30,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.664 |
|
2.618 |
4.362 |
|
1.618 |
4.177 |
|
1.000 |
4.063 |
|
0.618 |
3.992 |
|
HIGH |
3.878 |
|
0.618 |
3.807 |
|
0.500 |
3.786 |
|
0.382 |
3.764 |
|
LOW |
3.693 |
|
0.618 |
3.579 |
|
1.000 |
3.508 |
|
1.618 |
3.394 |
|
2.618 |
3.209 |
|
4.250 |
2.907 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.803 |
3.826 |
| PP |
3.794 |
3.821 |
| S1 |
3.786 |
3.817 |
|