NYMEX Natural Gas Future November 2010
| 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 |
5.150 |
4.933 |
-0.217 |
-4.2% |
4.831 |
| High |
5.150 |
5.003 |
-0.147 |
-2.9% |
5.081 |
| Low |
4.890 |
4.839 |
-0.051 |
-1.0% |
4.780 |
| Close |
4.908 |
4.851 |
-0.057 |
-1.2% |
5.072 |
| Range |
0.260 |
0.164 |
-0.096 |
-36.9% |
0.301 |
| ATR |
0.146 |
0.147 |
0.001 |
0.9% |
0.000 |
| Volume |
23,263 |
26,361 |
3,098 |
13.3% |
102,037 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.390 |
5.284 |
4.941 |
|
| R3 |
5.226 |
5.120 |
4.896 |
|
| R2 |
5.062 |
5.062 |
4.881 |
|
| R1 |
4.956 |
4.956 |
4.866 |
4.927 |
| PP |
4.898 |
4.898 |
4.898 |
4.883 |
| S1 |
4.792 |
4.792 |
4.836 |
4.763 |
| S2 |
4.734 |
4.734 |
4.821 |
|
| S3 |
4.570 |
4.628 |
4.806 |
|
| S4 |
4.406 |
4.464 |
4.761 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.881 |
5.777 |
5.238 |
|
| R3 |
5.580 |
5.476 |
5.155 |
|
| R2 |
5.279 |
5.279 |
5.127 |
|
| R1 |
5.175 |
5.175 |
5.100 |
5.227 |
| PP |
4.978 |
4.978 |
4.978 |
5.004 |
| S1 |
4.874 |
4.874 |
5.044 |
4.926 |
| S2 |
4.677 |
4.677 |
5.017 |
|
| S3 |
4.376 |
4.573 |
4.989 |
|
| S4 |
4.075 |
4.272 |
4.906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.150 |
4.839 |
0.311 |
6.4% |
0.172 |
3.5% |
4% |
False |
True |
25,825 |
| 10 |
5.150 |
4.780 |
0.370 |
7.6% |
0.135 |
2.8% |
19% |
False |
False |
19,716 |
| 20 |
5.150 |
4.641 |
0.509 |
10.5% |
0.137 |
2.8% |
41% |
False |
False |
18,658 |
| 40 |
5.534 |
4.641 |
0.893 |
18.4% |
0.146 |
3.0% |
24% |
False |
False |
14,130 |
| 60 |
5.534 |
4.641 |
0.893 |
18.4% |
0.146 |
3.0% |
24% |
False |
False |
11,527 |
| 80 |
5.534 |
4.641 |
0.893 |
18.4% |
0.142 |
2.9% |
24% |
False |
False |
9,337 |
| 100 |
5.534 |
4.641 |
0.893 |
18.4% |
0.138 |
2.8% |
24% |
False |
False |
7,969 |
| 120 |
6.170 |
4.641 |
1.529 |
31.5% |
0.134 |
2.8% |
14% |
False |
False |
6,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.700 |
|
2.618 |
5.432 |
|
1.618 |
5.268 |
|
1.000 |
5.167 |
|
0.618 |
5.104 |
|
HIGH |
5.003 |
|
0.618 |
4.940 |
|
0.500 |
4.921 |
|
0.382 |
4.902 |
|
LOW |
4.839 |
|
0.618 |
4.738 |
|
1.000 |
4.675 |
|
1.618 |
4.574 |
|
2.618 |
4.410 |
|
4.250 |
4.142 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.921 |
4.995 |
| PP |
4.898 |
4.947 |
| S1 |
4.874 |
4.899 |
|