NYMEX Natural Gas Future December 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 |
5.178 |
5.119 |
-0.059 |
-1.1% |
5.098 |
High |
5.229 |
5.157 |
-0.072 |
-1.4% |
5.270 |
Low |
5.088 |
5.075 |
-0.013 |
-0.3% |
5.057 |
Close |
5.107 |
5.149 |
0.042 |
0.8% |
5.259 |
Range |
0.141 |
0.082 |
-0.059 |
-41.8% |
0.213 |
ATR |
0.129 |
0.126 |
-0.003 |
-2.6% |
0.000 |
Volume |
19,468 |
22,796 |
3,328 |
17.1% |
66,919 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.373 |
5.343 |
5.194 |
|
R3 |
5.291 |
5.261 |
5.172 |
|
R2 |
5.209 |
5.209 |
5.164 |
|
R1 |
5.179 |
5.179 |
5.157 |
5.194 |
PP |
5.127 |
5.127 |
5.127 |
5.135 |
S1 |
5.097 |
5.097 |
5.141 |
5.112 |
S2 |
5.045 |
5.045 |
5.134 |
|
S3 |
4.963 |
5.015 |
5.126 |
|
S4 |
4.881 |
4.933 |
5.104 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.834 |
5.760 |
5.376 |
|
R3 |
5.621 |
5.547 |
5.318 |
|
R2 |
5.408 |
5.408 |
5.298 |
|
R1 |
5.334 |
5.334 |
5.279 |
5.371 |
PP |
5.195 |
5.195 |
5.195 |
5.214 |
S1 |
5.121 |
5.121 |
5.239 |
5.158 |
S2 |
4.982 |
4.982 |
5.220 |
|
S3 |
4.769 |
4.908 |
5.200 |
|
S4 |
4.556 |
4.695 |
5.142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.336 |
5.075 |
0.261 |
5.1% |
0.128 |
2.5% |
28% |
False |
True |
19,360 |
10 |
5.336 |
5.057 |
0.279 |
5.4% |
0.117 |
2.3% |
33% |
False |
False |
14,443 |
20 |
5.336 |
4.946 |
0.390 |
7.6% |
0.117 |
2.3% |
52% |
False |
False |
12,171 |
40 |
5.762 |
4.946 |
0.816 |
15.8% |
0.131 |
2.5% |
25% |
False |
False |
9,665 |
60 |
5.762 |
4.946 |
0.816 |
15.8% |
0.134 |
2.6% |
25% |
False |
False |
8,714 |
80 |
5.762 |
4.946 |
0.816 |
15.8% |
0.133 |
2.6% |
25% |
False |
False |
7,421 |
100 |
5.762 |
4.946 |
0.816 |
15.8% |
0.133 |
2.6% |
25% |
False |
False |
6,599 |
120 |
6.476 |
4.946 |
1.530 |
29.7% |
0.130 |
2.5% |
13% |
False |
False |
5,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.506 |
2.618 |
5.372 |
1.618 |
5.290 |
1.000 |
5.239 |
0.618 |
5.208 |
HIGH |
5.157 |
0.618 |
5.126 |
0.500 |
5.116 |
0.382 |
5.106 |
LOW |
5.075 |
0.618 |
5.024 |
1.000 |
4.993 |
1.618 |
4.942 |
2.618 |
4.860 |
4.250 |
4.727 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5.138 |
5.206 |
PP |
5.127 |
5.187 |
S1 |
5.116 |
5.168 |
|