NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.730 |
4.650 |
-0.080 |
-1.7% |
4.900 |
| High |
4.730 |
4.653 |
-0.077 |
-1.6% |
4.911 |
| Low |
4.652 |
4.587 |
-0.065 |
-1.4% |
4.652 |
| Close |
4.662 |
4.603 |
-0.059 |
-1.3% |
4.662 |
| Range |
0.078 |
0.066 |
-0.012 |
-15.4% |
0.259 |
| ATR |
0.102 |
0.101 |
-0.002 |
-1.9% |
0.000 |
| Volume |
5,231 |
2,468 |
-2,763 |
-52.8% |
18,407 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.812 |
4.774 |
4.639 |
|
| R3 |
4.746 |
4.708 |
4.621 |
|
| R2 |
4.680 |
4.680 |
4.615 |
|
| R1 |
4.642 |
4.642 |
4.609 |
4.628 |
| PP |
4.614 |
4.614 |
4.614 |
4.608 |
| S1 |
4.576 |
4.576 |
4.597 |
4.562 |
| S2 |
4.548 |
4.548 |
4.591 |
|
| S3 |
4.482 |
4.510 |
4.585 |
|
| S4 |
4.416 |
4.444 |
4.567 |
|
|
| 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 |
4.934 |
|
2.618 |
4.826 |
|
1.618 |
4.760 |
|
1.000 |
4.719 |
|
0.618 |
4.694 |
|
HIGH |
4.653 |
|
0.618 |
4.628 |
|
0.500 |
4.620 |
|
0.382 |
4.612 |
|
LOW |
4.587 |
|
0.618 |
4.546 |
|
1.000 |
4.521 |
|
1.618 |
4.480 |
|
2.618 |
4.414 |
|
4.250 |
4.307 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.620 |
4.719 |
| PP |
4.614 |
4.680 |
| S1 |
4.609 |
4.642 |
|