NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.642 |
4.477 |
-0.165 |
-3.6% |
4.999 |
| High |
4.663 |
4.538 |
-0.125 |
-2.7% |
5.010 |
| Low |
4.483 |
4.290 |
-0.193 |
-4.3% |
4.483 |
| Close |
4.494 |
4.332 |
-0.162 |
-3.6% |
4.494 |
| Range |
0.180 |
0.248 |
0.068 |
37.8% |
0.527 |
| ATR |
0.178 |
0.183 |
0.005 |
2.8% |
0.000 |
| Volume |
66,782 |
69,526 |
2,744 |
4.1% |
252,682 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.131 |
4.979 |
4.468 |
|
| R3 |
4.883 |
4.731 |
4.400 |
|
| R2 |
4.635 |
4.635 |
4.377 |
|
| R1 |
4.483 |
4.483 |
4.355 |
4.435 |
| PP |
4.387 |
4.387 |
4.387 |
4.363 |
| S1 |
4.235 |
4.235 |
4.309 |
4.187 |
| S2 |
4.139 |
4.139 |
4.287 |
|
| S3 |
3.891 |
3.987 |
4.264 |
|
| S4 |
3.643 |
3.739 |
4.196 |
|
|
| 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 |
4.850 |
4.290 |
0.560 |
12.9% |
0.201 |
4.6% |
8% |
False |
True |
56,434 |
| 10 |
5.010 |
4.290 |
0.720 |
16.6% |
0.192 |
4.4% |
6% |
False |
True |
50,067 |
| 20 |
5.010 |
4.290 |
0.720 |
16.6% |
0.173 |
4.0% |
6% |
False |
True |
40,993 |
| 40 |
5.345 |
4.290 |
1.055 |
24.4% |
0.180 |
4.2% |
4% |
False |
True |
34,255 |
| 60 |
5.345 |
4.115 |
1.230 |
28.4% |
0.181 |
4.2% |
18% |
False |
False |
31,434 |
| 80 |
5.345 |
4.115 |
1.230 |
28.4% |
0.173 |
4.0% |
18% |
False |
False |
27,162 |
| 100 |
5.345 |
4.115 |
1.230 |
28.4% |
0.170 |
3.9% |
18% |
False |
False |
24,591 |
| 120 |
5.701 |
4.115 |
1.586 |
36.6% |
0.161 |
3.7% |
14% |
False |
False |
22,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.592 |
|
2.618 |
5.187 |
|
1.618 |
4.939 |
|
1.000 |
4.786 |
|
0.618 |
4.691 |
|
HIGH |
4.538 |
|
0.618 |
4.443 |
|
0.500 |
4.414 |
|
0.382 |
4.385 |
|
LOW |
4.290 |
|
0.618 |
4.137 |
|
1.000 |
4.042 |
|
1.618 |
3.889 |
|
2.618 |
3.641 |
|
4.250 |
3.236 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.414 |
4.570 |
| PP |
4.387 |
4.491 |
| S1 |
4.359 |
4.411 |
|