NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 04-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.744 |
4.699 |
-0.045 |
-0.9% |
4.575 |
High |
4.842 |
4.773 |
-0.069 |
-1.4% |
4.948 |
Low |
4.653 |
4.659 |
0.006 |
0.1% |
4.536 |
Close |
4.668 |
4.756 |
0.088 |
1.9% |
4.933 |
Range |
0.189 |
0.114 |
-0.075 |
-39.7% |
0.412 |
ATR |
0.175 |
0.171 |
-0.004 |
-2.5% |
0.000 |
Volume |
52,006 |
47,410 |
-4,596 |
-8.8% |
196,656 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.071 |
5.028 |
4.819 |
|
R3 |
4.957 |
4.914 |
4.787 |
|
R2 |
4.843 |
4.843 |
4.777 |
|
R1 |
4.800 |
4.800 |
4.766 |
4.822 |
PP |
4.729 |
4.729 |
4.729 |
4.740 |
S1 |
4.686 |
4.686 |
4.746 |
4.708 |
S2 |
4.615 |
4.615 |
4.735 |
|
S3 |
4.501 |
4.572 |
4.725 |
|
S4 |
4.387 |
4.458 |
4.693 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.042 |
5.899 |
5.160 |
|
R3 |
5.630 |
5.487 |
5.046 |
|
R2 |
5.218 |
5.218 |
5.009 |
|
R1 |
5.075 |
5.075 |
4.971 |
5.147 |
PP |
4.806 |
4.806 |
4.806 |
4.841 |
S1 |
4.663 |
4.663 |
4.895 |
4.735 |
S2 |
4.394 |
4.394 |
4.857 |
|
S3 |
3.982 |
4.251 |
4.820 |
|
S4 |
3.570 |
3.839 |
4.706 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.010 |
4.653 |
0.357 |
7.5% |
0.185 |
3.9% |
29% |
False |
False |
53,679 |
10 |
5.010 |
4.536 |
0.474 |
10.0% |
0.163 |
3.4% |
46% |
False |
False |
40,422 |
20 |
5.010 |
4.358 |
0.652 |
13.7% |
0.159 |
3.3% |
61% |
False |
False |
37,526 |
40 |
5.345 |
4.358 |
0.987 |
20.8% |
0.173 |
3.6% |
40% |
False |
False |
32,007 |
60 |
5.345 |
4.115 |
1.230 |
25.9% |
0.176 |
3.7% |
52% |
False |
False |
29,389 |
80 |
5.345 |
4.115 |
1.230 |
25.9% |
0.170 |
3.6% |
52% |
False |
False |
25,420 |
100 |
5.345 |
4.115 |
1.230 |
25.9% |
0.166 |
3.5% |
52% |
False |
False |
22,949 |
120 |
5.885 |
4.115 |
1.770 |
37.2% |
0.159 |
3.3% |
36% |
False |
False |
20,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.258 |
2.618 |
5.071 |
1.618 |
4.957 |
1.000 |
4.887 |
0.618 |
4.843 |
HIGH |
4.773 |
0.618 |
4.729 |
0.500 |
4.716 |
0.382 |
4.703 |
LOW |
4.659 |
0.618 |
4.589 |
1.000 |
4.545 |
1.618 |
4.475 |
2.618 |
4.361 |
4.250 |
4.175 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.743 |
4.832 |
PP |
4.729 |
4.806 |
S1 |
4.716 |
4.781 |
|