NYMEX Natural Gas Future October 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 |
4.754 |
4.642 |
-0.112 |
-2.4% |
4.999 |
High |
4.850 |
4.663 |
-0.187 |
-3.9% |
5.010 |
Low |
4.575 |
4.483 |
-0.092 |
-2.0% |
4.483 |
Close |
4.622 |
4.494 |
-0.128 |
-2.8% |
4.494 |
Range |
0.275 |
0.180 |
-0.095 |
-34.5% |
0.527 |
ATR |
0.178 |
0.178 |
0.000 |
0.1% |
0.000 |
Volume |
46,447 |
66,782 |
20,335 |
43.8% |
252,682 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.087 |
4.970 |
4.593 |
|
R3 |
4.907 |
4.790 |
4.544 |
|
R2 |
4.727 |
4.727 |
4.527 |
|
R1 |
4.610 |
4.610 |
4.511 |
4.579 |
PP |
4.547 |
4.547 |
4.547 |
4.531 |
S1 |
4.430 |
4.430 |
4.478 |
4.399 |
S2 |
4.367 |
4.367 |
4.461 |
|
S3 |
4.187 |
4.250 |
4.445 |
|
S4 |
4.007 |
4.070 |
4.395 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.243 |
5.896 |
4.784 |
|
R3 |
5.716 |
5.369 |
4.639 |
|
R2 |
5.189 |
5.189 |
4.591 |
|
R1 |
4.842 |
4.842 |
4.542 |
4.752 |
PP |
4.662 |
4.662 |
4.662 |
4.618 |
S1 |
4.315 |
4.315 |
4.446 |
4.225 |
S2 |
4.135 |
4.135 |
4.397 |
|
S3 |
3.608 |
3.788 |
4.349 |
|
S4 |
3.081 |
3.261 |
4.204 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.010 |
4.483 |
0.527 |
11.7% |
0.213 |
4.7% |
2% |
False |
True |
50,536 |
10 |
5.010 |
4.483 |
0.527 |
11.7% |
0.178 |
4.0% |
2% |
False |
True |
44,933 |
20 |
5.010 |
4.358 |
0.652 |
14.5% |
0.164 |
3.7% |
21% |
False |
False |
39,098 |
40 |
5.345 |
4.358 |
0.987 |
22.0% |
0.176 |
3.9% |
14% |
False |
False |
33,217 |
60 |
5.345 |
4.115 |
1.230 |
27.4% |
0.180 |
4.0% |
31% |
False |
False |
30,655 |
80 |
5.345 |
4.115 |
1.230 |
27.4% |
0.172 |
3.8% |
31% |
False |
False |
26,485 |
100 |
5.345 |
4.115 |
1.230 |
27.4% |
0.169 |
3.8% |
31% |
False |
False |
23,956 |
120 |
5.750 |
4.115 |
1.635 |
36.4% |
0.160 |
3.6% |
23% |
False |
False |
21,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.428 |
2.618 |
5.134 |
1.618 |
4.954 |
1.000 |
4.843 |
0.618 |
4.774 |
HIGH |
4.663 |
0.618 |
4.594 |
0.500 |
4.573 |
0.382 |
4.552 |
LOW |
4.483 |
0.618 |
4.372 |
1.000 |
4.303 |
1.618 |
4.192 |
2.618 |
4.012 |
4.250 |
3.718 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.573 |
4.667 |
PP |
4.547 |
4.609 |
S1 |
4.520 |
4.552 |
|