NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.736 |
4.610 |
-0.126 |
-2.7% |
4.988 |
High |
4.825 |
4.646 |
-0.179 |
-3.7% |
5.007 |
Low |
4.556 |
4.456 |
-0.100 |
-2.2% |
4.456 |
Close |
4.598 |
4.467 |
-0.131 |
-2.8% |
4.467 |
Range |
0.269 |
0.190 |
-0.079 |
-29.4% |
0.551 |
ATR |
0.187 |
0.188 |
0.000 |
0.1% |
0.000 |
Volume |
136,631 |
103,316 |
-33,315 |
-24.4% |
537,317 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.093 |
4.970 |
4.572 |
|
R3 |
4.903 |
4.780 |
4.519 |
|
R2 |
4.713 |
4.713 |
4.502 |
|
R1 |
4.590 |
4.590 |
4.484 |
4.557 |
PP |
4.523 |
4.523 |
4.523 |
4.506 |
S1 |
4.400 |
4.400 |
4.450 |
4.367 |
S2 |
4.333 |
4.333 |
4.432 |
|
S3 |
4.143 |
4.210 |
4.415 |
|
S4 |
3.953 |
4.020 |
4.363 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.296 |
5.933 |
4.770 |
|
R3 |
5.745 |
5.382 |
4.619 |
|
R2 |
5.194 |
5.194 |
4.568 |
|
R1 |
4.831 |
4.831 |
4.518 |
4.737 |
PP |
4.643 |
4.643 |
4.643 |
4.597 |
S1 |
4.280 |
4.280 |
4.416 |
4.186 |
S2 |
4.092 |
4.092 |
4.366 |
|
S3 |
3.541 |
3.729 |
4.315 |
|
S4 |
2.990 |
3.178 |
4.164 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.007 |
4.456 |
0.551 |
12.3% |
0.222 |
5.0% |
2% |
False |
True |
107,463 |
10 |
5.007 |
4.456 |
0.551 |
12.3% |
0.189 |
4.2% |
2% |
False |
True |
99,919 |
20 |
5.007 |
4.290 |
0.717 |
16.1% |
0.173 |
3.9% |
25% |
False |
False |
78,892 |
40 |
5.282 |
4.290 |
0.992 |
22.2% |
0.188 |
4.2% |
18% |
False |
False |
53,206 |
60 |
5.282 |
4.168 |
1.114 |
24.9% |
0.186 |
4.2% |
27% |
False |
False |
43,972 |
80 |
5.282 |
4.140 |
1.142 |
25.6% |
0.177 |
4.0% |
29% |
False |
False |
35,760 |
100 |
5.282 |
4.140 |
1.142 |
25.6% |
0.173 |
3.9% |
29% |
False |
False |
30,005 |
120 |
5.656 |
4.140 |
1.516 |
33.9% |
0.163 |
3.6% |
22% |
False |
False |
25,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.454 |
2.618 |
5.143 |
1.618 |
4.953 |
1.000 |
4.836 |
0.618 |
4.763 |
HIGH |
4.646 |
0.618 |
4.573 |
0.500 |
4.551 |
0.382 |
4.529 |
LOW |
4.456 |
0.618 |
4.339 |
1.000 |
4.266 |
1.618 |
4.149 |
2.618 |
3.959 |
4.250 |
3.649 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.551 |
4.641 |
PP |
4.523 |
4.583 |
S1 |
4.495 |
4.525 |
|