NYMEX Natural Gas Future February 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 |
4.850 |
4.855 |
0.005 |
0.1% |
5.130 |
| High |
4.885 |
4.877 |
-0.008 |
-0.2% |
5.147 |
| Low |
4.810 |
4.815 |
0.005 |
0.1% |
4.855 |
| Close |
4.855 |
4.855 |
0.000 |
0.0% |
4.986 |
| Range |
0.075 |
0.062 |
-0.013 |
-17.3% |
0.292 |
| ATR |
0.108 |
0.105 |
-0.003 |
-3.0% |
0.000 |
| Volume |
2,615 |
1,510 |
-1,105 |
-42.3% |
19,352 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.035 |
5.007 |
4.889 |
|
| R3 |
4.973 |
4.945 |
4.872 |
|
| R2 |
4.911 |
4.911 |
4.866 |
|
| R1 |
4.883 |
4.883 |
4.861 |
4.886 |
| PP |
4.849 |
4.849 |
4.849 |
4.851 |
| S1 |
4.821 |
4.821 |
4.849 |
4.824 |
| S2 |
4.787 |
4.787 |
4.844 |
|
| S3 |
4.725 |
4.759 |
4.838 |
|
| S4 |
4.663 |
4.697 |
4.821 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.872 |
5.721 |
5.147 |
|
| R3 |
5.580 |
5.429 |
5.066 |
|
| R2 |
5.288 |
5.288 |
5.040 |
|
| R1 |
5.137 |
5.137 |
5.013 |
5.067 |
| PP |
4.996 |
4.996 |
4.996 |
4.961 |
| S1 |
4.845 |
4.845 |
4.959 |
4.775 |
| S2 |
4.704 |
4.704 |
4.932 |
|
| S3 |
4.412 |
4.553 |
4.906 |
|
| S4 |
4.120 |
4.261 |
4.825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.003 |
4.810 |
0.193 |
4.0% |
0.080 |
1.6% |
23% |
False |
False |
2,461 |
| 10 |
5.280 |
4.810 |
0.470 |
9.7% |
0.100 |
2.1% |
10% |
False |
False |
2,889 |
| 20 |
5.434 |
4.810 |
0.624 |
12.9% |
0.100 |
2.1% |
7% |
False |
False |
2,620 |
| 40 |
5.687 |
4.810 |
0.877 |
18.1% |
0.107 |
2.2% |
5% |
False |
False |
2,297 |
| 60 |
5.861 |
4.810 |
1.051 |
21.6% |
0.114 |
2.3% |
4% |
False |
False |
2,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.141 |
|
2.618 |
5.039 |
|
1.618 |
4.977 |
|
1.000 |
4.939 |
|
0.618 |
4.915 |
|
HIGH |
4.877 |
|
0.618 |
4.853 |
|
0.500 |
4.846 |
|
0.382 |
4.839 |
|
LOW |
4.815 |
|
0.618 |
4.777 |
|
1.000 |
4.753 |
|
1.618 |
4.715 |
|
2.618 |
4.653 |
|
4.250 |
4.552 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.852 |
4.907 |
| PP |
4.849 |
4.889 |
| S1 |
4.846 |
4.872 |
|