NYMEX Natural Gas Future November 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 |
4.598 |
4.462 |
-0.136 |
-3.0% |
4.745 |
| High |
4.598 |
4.515 |
-0.083 |
-1.8% |
4.779 |
| Low |
4.432 |
4.414 |
-0.018 |
-0.4% |
4.495 |
| Close |
4.456 |
4.473 |
0.017 |
0.4% |
4.585 |
| Range |
0.166 |
0.101 |
-0.065 |
-39.2% |
0.284 |
| ATR |
0.134 |
0.131 |
-0.002 |
-1.7% |
0.000 |
| Volume |
28,581 |
23,726 |
-4,855 |
-17.0% |
338,721 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.770 |
4.723 |
4.529 |
|
| R3 |
4.669 |
4.622 |
4.501 |
|
| R2 |
4.568 |
4.568 |
4.492 |
|
| R1 |
4.521 |
4.521 |
4.482 |
4.545 |
| PP |
4.467 |
4.467 |
4.467 |
4.479 |
| S1 |
4.420 |
4.420 |
4.464 |
4.444 |
| S2 |
4.366 |
4.366 |
4.454 |
|
| S3 |
4.265 |
4.319 |
4.445 |
|
| S4 |
4.164 |
4.218 |
4.417 |
|
|
| 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 |
4.604 |
4.414 |
0.190 |
4.2% |
0.096 |
2.1% |
31% |
False |
True |
50,396 |
| 10 |
4.965 |
4.414 |
0.551 |
12.3% |
0.121 |
2.7% |
11% |
False |
True |
48,669 |
| 20 |
5.150 |
4.414 |
0.736 |
16.5% |
0.128 |
2.9% |
8% |
False |
True |
34,193 |
| 40 |
5.283 |
4.414 |
0.869 |
19.4% |
0.138 |
3.1% |
7% |
False |
True |
23,906 |
| 60 |
5.534 |
4.414 |
1.120 |
25.0% |
0.145 |
3.2% |
5% |
False |
True |
18,546 |
| 80 |
5.534 |
4.414 |
1.120 |
25.0% |
0.139 |
3.1% |
5% |
False |
True |
15,133 |
| 100 |
5.534 |
4.414 |
1.120 |
25.0% |
0.142 |
3.2% |
5% |
False |
True |
12,634 |
| 120 |
5.619 |
4.414 |
1.205 |
26.9% |
0.134 |
3.0% |
5% |
False |
True |
10,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.944 |
|
2.618 |
4.779 |
|
1.618 |
4.678 |
|
1.000 |
4.616 |
|
0.618 |
4.577 |
|
HIGH |
4.515 |
|
0.618 |
4.476 |
|
0.500 |
4.465 |
|
0.382 |
4.453 |
|
LOW |
4.414 |
|
0.618 |
4.352 |
|
1.000 |
4.313 |
|
1.618 |
4.251 |
|
2.618 |
4.150 |
|
4.250 |
3.985 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.470 |
4.509 |
| PP |
4.467 |
4.497 |
| S1 |
4.465 |
4.485 |
|