NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 03-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5.412 |
5.310 |
-0.102 |
-1.9% |
5.288 |
High |
5.468 |
5.361 |
-0.107 |
-2.0% |
5.402 |
Low |
5.267 |
5.231 |
-0.036 |
-0.7% |
5.218 |
Close |
5.282 |
5.245 |
-0.037 |
-0.7% |
5.390 |
Range |
0.201 |
0.130 |
-0.071 |
-35.3% |
0.184 |
ATR |
0.127 |
0.127 |
0.000 |
0.2% |
0.000 |
Volume |
15,125 |
18,463 |
3,338 |
22.1% |
88,556 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.669 |
5.587 |
5.317 |
|
R3 |
5.539 |
5.457 |
5.281 |
|
R2 |
5.409 |
5.409 |
5.269 |
|
R1 |
5.327 |
5.327 |
5.257 |
5.303 |
PP |
5.279 |
5.279 |
5.279 |
5.267 |
S1 |
5.197 |
5.197 |
5.233 |
5.173 |
S2 |
5.149 |
5.149 |
5.221 |
|
S3 |
5.019 |
5.067 |
5.209 |
|
S4 |
4.889 |
4.937 |
5.174 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.889 |
5.823 |
5.491 |
|
R3 |
5.705 |
5.639 |
5.441 |
|
R2 |
5.521 |
5.521 |
5.424 |
|
R1 |
5.455 |
5.455 |
5.407 |
5.488 |
PP |
5.337 |
5.337 |
5.337 |
5.353 |
S1 |
5.271 |
5.271 |
5.373 |
5.304 |
S2 |
5.153 |
5.153 |
5.356 |
|
S3 |
4.969 |
5.087 |
5.339 |
|
S4 |
4.785 |
4.903 |
5.289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.468 |
5.231 |
0.237 |
4.5% |
0.141 |
2.7% |
6% |
False |
True |
20,923 |
10 |
5.468 |
5.218 |
0.250 |
4.8% |
0.118 |
2.3% |
11% |
False |
False |
15,857 |
20 |
5.519 |
5.136 |
0.383 |
7.3% |
0.118 |
2.3% |
28% |
False |
False |
15,466 |
40 |
5.949 |
5.136 |
0.813 |
15.5% |
0.129 |
2.5% |
13% |
False |
False |
13,886 |
60 |
5.949 |
5.136 |
0.813 |
15.5% |
0.130 |
2.5% |
13% |
False |
False |
13,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.914 |
2.618 |
5.701 |
1.618 |
5.571 |
1.000 |
5.491 |
0.618 |
5.441 |
HIGH |
5.361 |
0.618 |
5.311 |
0.500 |
5.296 |
0.382 |
5.281 |
LOW |
5.231 |
0.618 |
5.151 |
1.000 |
5.101 |
1.618 |
5.021 |
2.618 |
4.891 |
4.250 |
4.679 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5.296 |
5.350 |
PP |
5.279 |
5.315 |
S1 |
5.262 |
5.280 |
|