NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.717 |
4.730 |
0.013 |
0.3% |
4.900 |
| High |
4.850 |
4.730 |
-0.120 |
-2.5% |
4.911 |
| Low |
4.695 |
4.652 |
-0.043 |
-0.9% |
4.652 |
| Close |
4.717 |
4.662 |
-0.055 |
-1.2% |
4.662 |
| Range |
0.155 |
0.078 |
-0.077 |
-49.7% |
0.259 |
| ATR |
0.104 |
0.102 |
-0.002 |
-1.8% |
0.000 |
| Volume |
2,665 |
5,231 |
2,566 |
96.3% |
18,407 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.915 |
4.867 |
4.705 |
|
| R3 |
4.837 |
4.789 |
4.683 |
|
| R2 |
4.759 |
4.759 |
4.676 |
|
| R1 |
4.711 |
4.711 |
4.669 |
4.696 |
| PP |
4.681 |
4.681 |
4.681 |
4.674 |
| S1 |
4.633 |
4.633 |
4.655 |
4.618 |
| S2 |
4.603 |
4.603 |
4.648 |
|
| S3 |
4.525 |
4.555 |
4.641 |
|
| S4 |
4.447 |
4.477 |
4.619 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.519 |
5.349 |
4.804 |
|
| R3 |
5.260 |
5.090 |
4.733 |
|
| R2 |
5.001 |
5.001 |
4.709 |
|
| R1 |
4.831 |
4.831 |
4.686 |
4.787 |
| PP |
4.742 |
4.742 |
4.742 |
4.719 |
| S1 |
4.572 |
4.572 |
4.638 |
4.528 |
| S2 |
4.483 |
4.483 |
4.615 |
|
| S3 |
4.224 |
4.313 |
4.591 |
|
| S4 |
3.965 |
4.054 |
4.520 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.062 |
|
2.618 |
4.934 |
|
1.618 |
4.856 |
|
1.000 |
4.808 |
|
0.618 |
4.778 |
|
HIGH |
4.730 |
|
0.618 |
4.700 |
|
0.500 |
4.691 |
|
0.382 |
4.682 |
|
LOW |
4.652 |
|
0.618 |
4.604 |
|
1.000 |
4.574 |
|
1.618 |
4.526 |
|
2.618 |
4.448 |
|
4.250 |
4.321 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.691 |
4.751 |
| PP |
4.681 |
4.721 |
| S1 |
4.672 |
4.692 |
|