NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.550 |
4.560 |
0.010 |
0.2% |
4.745 |
| High |
4.604 |
4.604 |
0.000 |
0.0% |
4.779 |
| Low |
4.535 |
4.552 |
0.017 |
0.4% |
4.495 |
| Close |
4.573 |
4.585 |
0.012 |
0.3% |
4.585 |
| Range |
0.069 |
0.052 |
-0.017 |
-24.6% |
0.284 |
| ATR |
0.137 |
0.131 |
-0.006 |
-4.4% |
0.000 |
| Volume |
62,395 |
69,263 |
6,868 |
11.0% |
338,721 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.736 |
4.713 |
4.614 |
|
| R3 |
4.684 |
4.661 |
4.599 |
|
| R2 |
4.632 |
4.632 |
4.595 |
|
| R1 |
4.609 |
4.609 |
4.590 |
4.621 |
| PP |
4.580 |
4.580 |
4.580 |
4.586 |
| S1 |
4.557 |
4.557 |
4.580 |
4.569 |
| S2 |
4.528 |
4.528 |
4.575 |
|
| S3 |
4.476 |
4.505 |
4.571 |
|
| S4 |
4.424 |
4.453 |
4.556 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.472 |
5.312 |
4.741 |
|
| R3 |
5.188 |
5.028 |
4.663 |
|
| R2 |
4.904 |
4.904 |
4.637 |
|
| R1 |
4.744 |
4.744 |
4.611 |
4.682 |
| PP |
4.620 |
4.620 |
4.620 |
4.589 |
| S1 |
4.460 |
4.460 |
4.559 |
4.398 |
| S2 |
4.336 |
4.336 |
4.533 |
|
| S3 |
4.052 |
4.176 |
4.507 |
|
| S4 |
3.768 |
3.892 |
4.429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.779 |
4.495 |
0.284 |
6.2% |
0.101 |
2.2% |
32% |
False |
False |
67,744 |
| 10 |
5.150 |
4.495 |
0.655 |
14.3% |
0.136 |
3.0% |
14% |
False |
False |
48,401 |
| 20 |
5.150 |
4.495 |
0.655 |
14.3% |
0.125 |
2.7% |
14% |
False |
False |
32,877 |
| 40 |
5.510 |
4.495 |
1.015 |
22.1% |
0.143 |
3.1% |
9% |
False |
False |
22,859 |
| 60 |
5.534 |
4.495 |
1.039 |
22.7% |
0.144 |
3.1% |
9% |
False |
False |
17,861 |
| 80 |
5.534 |
4.495 |
1.039 |
22.7% |
0.141 |
3.1% |
9% |
False |
False |
14,541 |
| 100 |
5.534 |
4.495 |
1.039 |
22.7% |
0.141 |
3.1% |
9% |
False |
False |
12,158 |
| 120 |
5.631 |
4.495 |
1.136 |
24.8% |
0.133 |
2.9% |
8% |
False |
False |
10,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.825 |
|
2.618 |
4.740 |
|
1.618 |
4.688 |
|
1.000 |
4.656 |
|
0.618 |
4.636 |
|
HIGH |
4.604 |
|
0.618 |
4.584 |
|
0.500 |
4.578 |
|
0.382 |
4.572 |
|
LOW |
4.552 |
|
0.618 |
4.520 |
|
1.000 |
4.500 |
|
1.618 |
4.468 |
|
2.618 |
4.416 |
|
4.250 |
4.331 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.583 |
4.573 |
| PP |
4.580 |
4.561 |
| S1 |
4.578 |
4.550 |
|