NYMEX Natural Gas Future November 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 |
4.795 |
4.814 |
0.019 |
0.4% |
5.150 |
High |
4.965 |
4.831 |
-0.134 |
-2.7% |
5.150 |
Low |
4.755 |
4.700 |
-0.055 |
-1.2% |
4.700 |
Close |
4.795 |
4.727 |
-0.068 |
-1.4% |
4.727 |
Range |
0.210 |
0.131 |
-0.079 |
-37.6% |
0.450 |
ATR |
0.148 |
0.147 |
-0.001 |
-0.8% |
0.000 |
Volume |
28,664 |
33,358 |
4,694 |
16.4% |
145,290 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.146 |
5.067 |
4.799 |
|
R3 |
5.015 |
4.936 |
4.763 |
|
R2 |
4.884 |
4.884 |
4.751 |
|
R1 |
4.805 |
4.805 |
4.739 |
4.779 |
PP |
4.753 |
4.753 |
4.753 |
4.740 |
S1 |
4.674 |
4.674 |
4.715 |
4.648 |
S2 |
4.622 |
4.622 |
4.703 |
|
S3 |
4.491 |
4.543 |
4.691 |
|
S4 |
4.360 |
4.412 |
4.655 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.209 |
5.918 |
4.975 |
|
R3 |
5.759 |
5.468 |
4.851 |
|
R2 |
5.309 |
5.309 |
4.810 |
|
R1 |
5.018 |
5.018 |
4.768 |
4.939 |
PP |
4.859 |
4.859 |
4.859 |
4.819 |
S1 |
4.568 |
4.568 |
4.686 |
4.489 |
S2 |
4.409 |
4.409 |
4.645 |
|
S3 |
3.959 |
4.118 |
4.603 |
|
S4 |
3.509 |
3.668 |
4.480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.150 |
4.700 |
0.450 |
9.5% |
0.171 |
3.6% |
6% |
False |
True |
29,058 |
10 |
5.150 |
4.700 |
0.450 |
9.5% |
0.145 |
3.1% |
6% |
False |
True |
24,732 |
20 |
5.150 |
4.641 |
0.509 |
10.8% |
0.136 |
2.9% |
17% |
False |
False |
20,435 |
40 |
5.534 |
4.641 |
0.893 |
18.9% |
0.146 |
3.1% |
10% |
False |
False |
15,662 |
60 |
5.534 |
4.641 |
0.893 |
18.9% |
0.148 |
3.1% |
10% |
False |
False |
12,804 |
80 |
5.534 |
4.641 |
0.893 |
18.9% |
0.142 |
3.0% |
10% |
False |
False |
10,464 |
100 |
5.534 |
4.641 |
0.893 |
18.9% |
0.141 |
3.0% |
10% |
False |
False |
8,882 |
120 |
6.038 |
4.641 |
1.397 |
29.6% |
0.133 |
2.8% |
6% |
False |
False |
7,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.388 |
2.618 |
5.174 |
1.618 |
5.043 |
1.000 |
4.962 |
0.618 |
4.912 |
HIGH |
4.831 |
0.618 |
4.781 |
0.500 |
4.766 |
0.382 |
4.750 |
LOW |
4.700 |
0.618 |
4.619 |
1.000 |
4.569 |
1.618 |
4.488 |
2.618 |
4.357 |
4.250 |
4.143 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.766 |
4.833 |
PP |
4.753 |
4.797 |
S1 |
4.740 |
4.762 |
|