NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.462 |
4.486 |
0.024 |
0.5% |
4.745 |
| High |
4.515 |
4.504 |
-0.011 |
-0.2% |
4.779 |
| Low |
4.414 |
4.425 |
0.011 |
0.2% |
4.495 |
| Close |
4.473 |
4.473 |
0.000 |
0.0% |
4.585 |
| Range |
0.101 |
0.079 |
-0.022 |
-21.8% |
0.284 |
| ATR |
0.131 |
0.128 |
-0.004 |
-2.8% |
0.000 |
| Volume |
23,726 |
27,183 |
3,457 |
14.6% |
338,721 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.704 |
4.668 |
4.516 |
|
| R3 |
4.625 |
4.589 |
4.495 |
|
| R2 |
4.546 |
4.546 |
4.487 |
|
| R1 |
4.510 |
4.510 |
4.480 |
4.489 |
| PP |
4.467 |
4.467 |
4.467 |
4.457 |
| S1 |
4.431 |
4.431 |
4.466 |
4.410 |
| S2 |
4.388 |
4.388 |
4.459 |
|
| S3 |
4.309 |
4.352 |
4.451 |
|
| S4 |
4.230 |
4.273 |
4.430 |
|
|
| 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% |
0.093 |
2.1% |
31% |
False |
False |
42,229 |
| 10 |
4.965 |
4.414 |
0.551 |
12.3% |
0.119 |
2.7% |
11% |
False |
False |
48,023 |
| 20 |
5.150 |
4.414 |
0.736 |
16.5% |
0.126 |
2.8% |
8% |
False |
False |
34,963 |
| 40 |
5.283 |
4.414 |
0.869 |
19.4% |
0.137 |
3.1% |
7% |
False |
False |
24,430 |
| 60 |
5.534 |
4.414 |
1.120 |
25.0% |
0.144 |
3.2% |
5% |
False |
False |
18,925 |
| 80 |
5.534 |
4.414 |
1.120 |
25.0% |
0.139 |
3.1% |
5% |
False |
False |
15,437 |
| 100 |
5.534 |
4.414 |
1.120 |
25.0% |
0.141 |
3.2% |
5% |
False |
False |
12,874 |
| 120 |
5.619 |
4.414 |
1.205 |
26.9% |
0.133 |
3.0% |
5% |
False |
False |
11,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.840 |
|
2.618 |
4.711 |
|
1.618 |
4.632 |
|
1.000 |
4.583 |
|
0.618 |
4.553 |
|
HIGH |
4.504 |
|
0.618 |
4.474 |
|
0.500 |
4.465 |
|
0.382 |
4.455 |
|
LOW |
4.425 |
|
0.618 |
4.376 |
|
1.000 |
4.346 |
|
1.618 |
4.297 |
|
2.618 |
4.218 |
|
4.250 |
4.089 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.470 |
4.506 |
| PP |
4.467 |
4.495 |
| S1 |
4.465 |
4.484 |
|