NYMEX Natural Gas Future February 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 |
4.700 |
4.624 |
-0.076 |
-1.6% |
4.990 |
| High |
4.722 |
4.675 |
-0.047 |
-1.0% |
5.003 |
| Low |
4.659 |
4.610 |
-0.049 |
-1.1% |
4.730 |
| Close |
4.673 |
4.624 |
-0.049 |
-1.0% |
4.736 |
| Range |
0.063 |
0.065 |
0.002 |
3.2% |
0.273 |
| ATR |
0.105 |
0.102 |
-0.003 |
-2.7% |
0.000 |
| Volume |
1,726 |
3,670 |
1,944 |
112.6% |
9,767 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.831 |
4.793 |
4.660 |
|
| R3 |
4.766 |
4.728 |
4.642 |
|
| R2 |
4.701 |
4.701 |
4.636 |
|
| R1 |
4.663 |
4.663 |
4.630 |
4.657 |
| PP |
4.636 |
4.636 |
4.636 |
4.633 |
| S1 |
4.598 |
4.598 |
4.618 |
4.592 |
| S2 |
4.571 |
4.571 |
4.612 |
|
| S3 |
4.506 |
4.533 |
4.606 |
|
| S4 |
4.441 |
4.468 |
4.588 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.642 |
5.462 |
4.886 |
|
| R3 |
5.369 |
5.189 |
4.811 |
|
| R2 |
5.096 |
5.096 |
4.786 |
|
| R1 |
4.916 |
4.916 |
4.761 |
4.870 |
| PP |
4.823 |
4.823 |
4.823 |
4.800 |
| S1 |
4.643 |
4.643 |
4.711 |
4.597 |
| S2 |
4.550 |
4.550 |
4.686 |
|
| S3 |
4.277 |
4.370 |
4.661 |
|
| S4 |
4.004 |
4.097 |
4.586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.955 |
4.610 |
0.345 |
7.5% |
0.084 |
1.8% |
4% |
False |
True |
2,267 |
| 10 |
5.003 |
4.610 |
0.393 |
8.5% |
0.085 |
1.8% |
4% |
False |
True |
2,717 |
| 20 |
5.434 |
4.610 |
0.824 |
17.8% |
0.103 |
2.2% |
2% |
False |
True |
2,908 |
| 40 |
5.570 |
4.610 |
0.960 |
20.8% |
0.107 |
2.3% |
1% |
False |
True |
2,351 |
| 60 |
5.861 |
4.610 |
1.251 |
27.1% |
0.113 |
2.4% |
1% |
False |
True |
2,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.951 |
|
2.618 |
4.845 |
|
1.618 |
4.780 |
|
1.000 |
4.740 |
|
0.618 |
4.715 |
|
HIGH |
4.675 |
|
0.618 |
4.650 |
|
0.500 |
4.643 |
|
0.382 |
4.635 |
|
LOW |
4.610 |
|
0.618 |
4.570 |
|
1.000 |
4.545 |
|
1.618 |
4.505 |
|
2.618 |
4.440 |
|
4.250 |
4.334 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.643 |
4.694 |
| PP |
4.636 |
4.670 |
| S1 |
4.630 |
4.647 |
|