NYMEX Natural Gas Future December 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 |
5.047 |
5.070 |
0.023 |
0.5% |
5.330 |
High |
5.229 |
5.074 |
-0.155 |
-3.0% |
5.336 |
Low |
5.007 |
4.960 |
-0.047 |
-0.9% |
4.960 |
Close |
5.047 |
5.001 |
-0.046 |
-0.9% |
5.001 |
Range |
0.222 |
0.114 |
-0.108 |
-48.6% |
0.376 |
ATR |
0.133 |
0.131 |
-0.001 |
-1.0% |
0.000 |
Volume |
18,867 |
24,445 |
5,578 |
29.6% |
97,432 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.354 |
5.291 |
5.064 |
|
R3 |
5.240 |
5.177 |
5.032 |
|
R2 |
5.126 |
5.126 |
5.022 |
|
R1 |
5.063 |
5.063 |
5.011 |
5.038 |
PP |
5.012 |
5.012 |
5.012 |
4.999 |
S1 |
4.949 |
4.949 |
4.991 |
4.924 |
S2 |
4.898 |
4.898 |
4.980 |
|
S3 |
4.784 |
4.835 |
4.970 |
|
S4 |
4.670 |
4.721 |
4.938 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.227 |
5.990 |
5.208 |
|
R3 |
5.851 |
5.614 |
5.104 |
|
R2 |
5.475 |
5.475 |
5.070 |
|
R1 |
5.238 |
5.238 |
5.035 |
5.169 |
PP |
5.099 |
5.099 |
5.099 |
5.064 |
S1 |
4.862 |
4.862 |
4.967 |
4.793 |
S2 |
4.723 |
4.723 |
4.932 |
|
S3 |
4.347 |
4.486 |
4.898 |
|
S4 |
3.971 |
4.110 |
4.794 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.336 |
4.960 |
0.376 |
7.5% |
0.154 |
3.1% |
11% |
False |
True |
19,486 |
10 |
5.336 |
4.960 |
0.376 |
7.5% |
0.128 |
2.6% |
11% |
False |
True |
16,435 |
20 |
5.336 |
4.946 |
0.390 |
7.8% |
0.120 |
2.4% |
14% |
False |
False |
13,172 |
40 |
5.762 |
4.946 |
0.816 |
16.3% |
0.133 |
2.7% |
7% |
False |
False |
10,377 |
60 |
5.762 |
4.946 |
0.816 |
16.3% |
0.137 |
2.7% |
7% |
False |
False |
9,237 |
80 |
5.762 |
4.946 |
0.816 |
16.3% |
0.134 |
2.7% |
7% |
False |
False |
7,883 |
100 |
5.762 |
4.946 |
0.816 |
16.3% |
0.135 |
2.7% |
7% |
False |
False |
7,000 |
120 |
6.339 |
4.946 |
1.393 |
27.9% |
0.129 |
2.6% |
4% |
False |
False |
6,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.559 |
2.618 |
5.372 |
1.618 |
5.258 |
1.000 |
5.188 |
0.618 |
5.144 |
HIGH |
5.074 |
0.618 |
5.030 |
0.500 |
5.017 |
0.382 |
5.004 |
LOW |
4.960 |
0.618 |
4.890 |
1.000 |
4.846 |
1.618 |
4.776 |
2.618 |
4.662 |
4.250 |
4.476 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5.017 |
5.095 |
PP |
5.012 |
5.063 |
S1 |
5.006 |
5.032 |
|