NYMEX Natural Gas Future January 2011
| 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 |
4.868 |
4.882 |
0.014 |
0.3% |
5.176 |
| High |
4.903 |
4.896 |
-0.007 |
-0.1% |
5.182 |
| Low |
4.826 |
4.830 |
0.004 |
0.1% |
4.869 |
| Close |
4.869 |
4.872 |
0.003 |
0.1% |
5.002 |
| Range |
0.077 |
0.066 |
-0.011 |
-14.3% |
0.313 |
| ATR |
0.117 |
0.113 |
-0.004 |
-3.1% |
0.000 |
| Volume |
13,270 |
11,192 |
-2,078 |
-15.7% |
104,491 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.064 |
5.034 |
4.908 |
|
| R3 |
4.998 |
4.968 |
4.890 |
|
| R2 |
4.932 |
4.932 |
4.884 |
|
| R1 |
4.902 |
4.902 |
4.878 |
4.884 |
| PP |
4.866 |
4.866 |
4.866 |
4.857 |
| S1 |
4.836 |
4.836 |
4.866 |
4.818 |
| S2 |
4.800 |
4.800 |
4.860 |
|
| S3 |
4.734 |
4.770 |
4.854 |
|
| S4 |
4.668 |
4.704 |
4.836 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.957 |
5.792 |
5.174 |
|
| R3 |
5.644 |
5.479 |
5.088 |
|
| R2 |
5.331 |
5.331 |
5.059 |
|
| R1 |
5.166 |
5.166 |
5.031 |
5.092 |
| PP |
5.018 |
5.018 |
5.018 |
4.981 |
| S1 |
4.853 |
4.853 |
4.973 |
4.779 |
| S2 |
4.705 |
4.705 |
4.945 |
|
| S3 |
4.392 |
4.540 |
4.916 |
|
| S4 |
4.079 |
4.227 |
4.830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.010 |
4.826 |
0.184 |
3.8% |
0.083 |
1.7% |
25% |
False |
False |
15,627 |
| 10 |
5.350 |
4.826 |
0.524 |
10.8% |
0.110 |
2.3% |
9% |
False |
False |
17,396 |
| 20 |
5.468 |
4.826 |
0.642 |
13.2% |
0.114 |
2.3% |
7% |
False |
False |
16,975 |
| 40 |
5.750 |
4.826 |
0.924 |
19.0% |
0.120 |
2.5% |
5% |
False |
False |
15,047 |
| 60 |
5.949 |
4.826 |
1.123 |
23.1% |
0.128 |
2.6% |
4% |
False |
False |
14,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.177 |
|
2.618 |
5.069 |
|
1.618 |
5.003 |
|
1.000 |
4.962 |
|
0.618 |
4.937 |
|
HIGH |
4.896 |
|
0.618 |
4.871 |
|
0.500 |
4.863 |
|
0.382 |
4.855 |
|
LOW |
4.830 |
|
0.618 |
4.789 |
|
1.000 |
4.764 |
|
1.618 |
4.723 |
|
2.618 |
4.657 |
|
4.250 |
4.550 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.869 |
4.917 |
| PP |
4.866 |
4.902 |
| S1 |
4.863 |
4.887 |
|