NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.678 |
4.645 |
-0.033 |
-0.7% |
5.008 |
| High |
4.678 |
4.645 |
-0.033 |
-0.7% |
5.008 |
| Low |
4.620 |
4.524 |
-0.096 |
-2.1% |
4.745 |
| Close |
4.636 |
4.567 |
-0.069 |
-1.5% |
4.752 |
| Range |
0.058 |
0.121 |
0.063 |
108.6% |
0.263 |
| ATR |
0.110 |
0.110 |
0.001 |
0.7% |
0.000 |
| Volume |
15,401 |
11,582 |
-3,819 |
-24.8% |
59,943 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.942 |
4.875 |
4.634 |
|
| R3 |
4.821 |
4.754 |
4.600 |
|
| R2 |
4.700 |
4.700 |
4.589 |
|
| R1 |
4.633 |
4.633 |
4.578 |
4.606 |
| PP |
4.579 |
4.579 |
4.579 |
4.565 |
| S1 |
4.512 |
4.512 |
4.556 |
4.485 |
| S2 |
4.458 |
4.458 |
4.545 |
|
| S3 |
4.337 |
4.391 |
4.534 |
|
| S4 |
4.216 |
4.270 |
4.500 |
|
|
| 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 |
4.524 |
0.451 |
9.9% |
0.102 |
2.2% |
10% |
False |
True |
12,258 |
| 10 |
5.010 |
4.524 |
0.486 |
10.6% |
0.093 |
2.0% |
9% |
False |
True |
13,943 |
| 20 |
5.468 |
4.524 |
0.944 |
20.7% |
0.112 |
2.5% |
5% |
False |
True |
17,334 |
| 40 |
5.611 |
4.524 |
1.087 |
23.8% |
0.118 |
2.6% |
4% |
False |
True |
15,472 |
| 60 |
5.949 |
4.524 |
1.425 |
31.2% |
0.126 |
2.8% |
3% |
False |
True |
14,448 |
| 80 |
5.949 |
4.524 |
1.425 |
31.2% |
0.123 |
2.7% |
3% |
False |
True |
13,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.159 |
|
2.618 |
4.962 |
|
1.618 |
4.841 |
|
1.000 |
4.766 |
|
0.618 |
4.720 |
|
HIGH |
4.645 |
|
0.618 |
4.599 |
|
0.500 |
4.585 |
|
0.382 |
4.570 |
|
LOW |
4.524 |
|
0.618 |
4.449 |
|
1.000 |
4.403 |
|
1.618 |
4.328 |
|
2.618 |
4.207 |
|
4.250 |
4.010 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.585 |
4.631 |
| PP |
4.579 |
4.609 |
| S1 |
4.573 |
4.588 |
|