NYMEX Natural Gas Future November 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 |
4.933 |
4.876 |
-0.057 |
-1.2% |
4.831 |
| High |
5.003 |
4.920 |
-0.083 |
-1.7% |
5.081 |
| Low |
4.839 |
4.830 |
-0.009 |
-0.2% |
4.780 |
| Close |
4.851 |
4.909 |
0.058 |
1.2% |
5.072 |
| Range |
0.164 |
0.090 |
-0.074 |
-45.1% |
0.301 |
| ATR |
0.147 |
0.143 |
-0.004 |
-2.8% |
0.000 |
| Volume |
26,361 |
33,644 |
7,283 |
27.6% |
102,037 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.156 |
5.123 |
4.959 |
|
| R3 |
5.066 |
5.033 |
4.934 |
|
| R2 |
4.976 |
4.976 |
4.926 |
|
| R1 |
4.943 |
4.943 |
4.917 |
4.960 |
| PP |
4.886 |
4.886 |
4.886 |
4.895 |
| S1 |
4.853 |
4.853 |
4.901 |
4.870 |
| S2 |
4.796 |
4.796 |
4.893 |
|
| S3 |
4.706 |
4.763 |
4.884 |
|
| S4 |
4.616 |
4.673 |
4.860 |
|
|
| 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 |
4.830 |
0.320 |
6.5% |
0.155 |
3.2% |
25% |
False |
True |
29,488 |
| 10 |
5.150 |
4.780 |
0.370 |
7.5% |
0.132 |
2.7% |
35% |
False |
False |
21,903 |
| 20 |
5.150 |
4.641 |
0.509 |
10.4% |
0.134 |
2.7% |
53% |
False |
False |
19,414 |
| 40 |
5.534 |
4.641 |
0.893 |
18.2% |
0.144 |
2.9% |
30% |
False |
False |
14,658 |
| 60 |
5.534 |
4.641 |
0.893 |
18.2% |
0.145 |
3.0% |
30% |
False |
False |
11,982 |
| 80 |
5.534 |
4.641 |
0.893 |
18.2% |
0.141 |
2.9% |
30% |
False |
False |
9,736 |
| 100 |
5.534 |
4.641 |
0.893 |
18.2% |
0.139 |
2.8% |
30% |
False |
False |
8,287 |
| 120 |
6.170 |
4.641 |
1.529 |
31.1% |
0.134 |
2.7% |
18% |
False |
False |
7,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.303 |
|
2.618 |
5.156 |
|
1.618 |
5.066 |
|
1.000 |
5.010 |
|
0.618 |
4.976 |
|
HIGH |
4.920 |
|
0.618 |
4.886 |
|
0.500 |
4.875 |
|
0.382 |
4.864 |
|
LOW |
4.830 |
|
0.618 |
4.774 |
|
1.000 |
4.740 |
|
1.618 |
4.684 |
|
2.618 |
4.594 |
|
4.250 |
4.448 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.898 |
4.990 |
| PP |
4.886 |
4.963 |
| S1 |
4.875 |
4.936 |
|