NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.664 |
4.736 |
0.072 |
1.5% |
4.541 |
High |
4.756 |
4.825 |
0.069 |
1.5% |
4.937 |
Low |
4.632 |
4.556 |
-0.076 |
-1.6% |
4.491 |
Close |
4.737 |
4.598 |
-0.139 |
-2.9% |
4.923 |
Range |
0.124 |
0.269 |
0.145 |
116.9% |
0.446 |
ATR |
0.181 |
0.187 |
0.006 |
3.5% |
0.000 |
Volume |
91,011 |
136,631 |
45,620 |
50.1% |
461,877 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.467 |
5.301 |
4.746 |
|
R3 |
5.198 |
5.032 |
4.672 |
|
R2 |
4.929 |
4.929 |
4.647 |
|
R1 |
4.763 |
4.763 |
4.623 |
4.712 |
PP |
4.660 |
4.660 |
4.660 |
4.634 |
S1 |
4.494 |
4.494 |
4.573 |
4.443 |
S2 |
4.391 |
4.391 |
4.549 |
|
S3 |
4.122 |
4.225 |
4.524 |
|
S4 |
3.853 |
3.956 |
4.450 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.122 |
5.968 |
5.168 |
|
R3 |
5.676 |
5.522 |
5.046 |
|
R2 |
5.230 |
5.230 |
5.005 |
|
R1 |
5.076 |
5.076 |
4.964 |
5.153 |
PP |
4.784 |
4.784 |
4.784 |
4.822 |
S1 |
4.630 |
4.630 |
4.882 |
4.707 |
S2 |
4.338 |
4.338 |
4.841 |
|
S3 |
3.892 |
4.184 |
4.800 |
|
S4 |
3.446 |
3.738 |
4.678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.007 |
4.556 |
0.451 |
9.8% |
0.214 |
4.7% |
9% |
False |
True |
112,728 |
10 |
5.007 |
4.491 |
0.516 |
11.2% |
0.181 |
3.9% |
21% |
False |
False |
96,645 |
20 |
5.007 |
4.290 |
0.717 |
15.6% |
0.170 |
3.7% |
43% |
False |
False |
76,106 |
40 |
5.282 |
4.290 |
0.992 |
21.6% |
0.188 |
4.1% |
31% |
False |
False |
51,859 |
60 |
5.282 |
4.168 |
1.114 |
24.2% |
0.185 |
4.0% |
39% |
False |
False |
42,560 |
80 |
5.282 |
4.140 |
1.142 |
24.8% |
0.176 |
3.8% |
40% |
False |
False |
34,564 |
100 |
5.282 |
4.140 |
1.142 |
24.8% |
0.172 |
3.7% |
40% |
False |
False |
29,001 |
120 |
5.789 |
4.140 |
1.649 |
35.9% |
0.163 |
3.5% |
28% |
False |
False |
24,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.968 |
2.618 |
5.529 |
1.618 |
5.260 |
1.000 |
5.094 |
0.618 |
4.991 |
HIGH |
4.825 |
0.618 |
4.722 |
0.500 |
4.691 |
0.382 |
4.659 |
LOW |
4.556 |
0.618 |
4.390 |
1.000 |
4.287 |
1.618 |
4.121 |
2.618 |
3.852 |
4.250 |
3.413 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.691 |
4.691 |
PP |
4.660 |
4.660 |
S1 |
4.629 |
4.629 |
|