NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.714 |
4.678 |
-0.036 |
-0.8% |
5.008 |
High |
4.737 |
4.678 |
-0.059 |
-1.2% |
5.008 |
Low |
4.670 |
4.620 |
-0.050 |
-1.1% |
4.745 |
Close |
4.684 |
4.636 |
-0.048 |
-1.0% |
4.752 |
Range |
0.067 |
0.058 |
-0.009 |
-13.4% |
0.263 |
ATR |
0.113 |
0.110 |
-0.004 |
-3.1% |
0.000 |
Volume |
10,084 |
15,401 |
5,317 |
52.7% |
59,943 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.819 |
4.785 |
4.668 |
|
R3 |
4.761 |
4.727 |
4.652 |
|
R2 |
4.703 |
4.703 |
4.647 |
|
R1 |
4.669 |
4.669 |
4.641 |
4.657 |
PP |
4.645 |
4.645 |
4.645 |
4.639 |
S1 |
4.611 |
4.611 |
4.631 |
4.599 |
S2 |
4.587 |
4.587 |
4.625 |
|
S3 |
4.529 |
4.553 |
4.620 |
|
S4 |
4.471 |
4.495 |
4.604 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.624 |
5.451 |
4.897 |
|
R3 |
5.361 |
5.188 |
4.824 |
|
R2 |
5.098 |
5.098 |
4.800 |
|
R1 |
4.925 |
4.925 |
4.776 |
4.880 |
PP |
4.835 |
4.835 |
4.835 |
4.813 |
S1 |
4.662 |
4.662 |
4.728 |
4.617 |
S2 |
4.572 |
4.572 |
4.704 |
|
S3 |
4.309 |
4.399 |
4.680 |
|
S4 |
4.046 |
4.136 |
4.607 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.975 |
4.620 |
0.355 |
7.7% |
0.091 |
2.0% |
5% |
False |
True |
12,180 |
10 |
5.010 |
4.620 |
0.390 |
8.4% |
0.090 |
1.9% |
4% |
False |
True |
15,035 |
20 |
5.468 |
4.620 |
0.848 |
18.3% |
0.114 |
2.5% |
2% |
False |
True |
17,254 |
40 |
5.624 |
4.620 |
1.004 |
21.7% |
0.120 |
2.6% |
2% |
False |
True |
15,408 |
60 |
5.949 |
4.620 |
1.329 |
28.7% |
0.127 |
2.7% |
1% |
False |
True |
14,410 |
80 |
5.949 |
4.620 |
1.329 |
28.7% |
0.123 |
2.7% |
1% |
False |
True |
13,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.925 |
2.618 |
4.830 |
1.618 |
4.772 |
1.000 |
4.736 |
0.618 |
4.714 |
HIGH |
4.678 |
0.618 |
4.656 |
0.500 |
4.649 |
0.382 |
4.642 |
LOW |
4.620 |
0.618 |
4.584 |
1.000 |
4.562 |
1.618 |
4.526 |
2.618 |
4.468 |
4.250 |
4.374 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.649 |
4.720 |
PP |
4.645 |
4.692 |
S1 |
4.640 |
4.664 |
|