NYMEX Natural Gas Future November 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 |
4.814 |
4.745 |
-0.069 |
-1.4% |
5.150 |
| High |
4.831 |
4.779 |
-0.052 |
-1.1% |
5.150 |
| Low |
4.700 |
4.565 |
-0.135 |
-2.9% |
4.700 |
| Close |
4.727 |
4.596 |
-0.131 |
-2.8% |
4.727 |
| Range |
0.131 |
0.214 |
0.083 |
63.4% |
0.450 |
| ATR |
0.147 |
0.152 |
0.005 |
3.3% |
0.000 |
| Volume |
33,358 |
61,198 |
27,840 |
83.5% |
145,290 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.289 |
5.156 |
4.714 |
|
| R3 |
5.075 |
4.942 |
4.655 |
|
| R2 |
4.861 |
4.861 |
4.635 |
|
| R1 |
4.728 |
4.728 |
4.616 |
4.688 |
| PP |
4.647 |
4.647 |
4.647 |
4.626 |
| S1 |
4.514 |
4.514 |
4.576 |
4.474 |
| S2 |
4.433 |
4.433 |
4.557 |
|
| S3 |
4.219 |
4.300 |
4.537 |
|
| S4 |
4.005 |
4.086 |
4.478 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.209 |
5.918 |
4.975 |
|
| R3 |
5.759 |
5.468 |
4.851 |
|
| R2 |
5.309 |
5.309 |
4.810 |
|
| R1 |
5.018 |
5.018 |
4.768 |
4.939 |
| PP |
4.859 |
4.859 |
4.859 |
4.819 |
| S1 |
4.568 |
4.568 |
4.686 |
4.489 |
| S2 |
4.409 |
4.409 |
4.645 |
|
| S3 |
3.959 |
4.118 |
4.603 |
|
| S4 |
3.509 |
3.668 |
4.480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.003 |
4.565 |
0.438 |
9.5% |
0.162 |
3.5% |
7% |
False |
True |
36,645 |
| 10 |
5.150 |
4.565 |
0.585 |
12.7% |
0.158 |
3.4% |
5% |
False |
True |
29,880 |
| 20 |
5.150 |
4.565 |
0.585 |
12.7% |
0.143 |
3.1% |
5% |
False |
True |
22,524 |
| 40 |
5.534 |
4.565 |
0.969 |
21.1% |
0.149 |
3.2% |
3% |
False |
True |
16,939 |
| 60 |
5.534 |
4.565 |
0.969 |
21.1% |
0.149 |
3.2% |
3% |
False |
True |
13,690 |
| 80 |
5.534 |
4.565 |
0.969 |
21.1% |
0.142 |
3.1% |
3% |
False |
True |
11,184 |
| 100 |
5.534 |
4.565 |
0.969 |
21.1% |
0.142 |
3.1% |
3% |
False |
True |
9,486 |
| 120 |
5.989 |
4.565 |
1.424 |
31.0% |
0.135 |
2.9% |
2% |
False |
True |
8,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.689 |
|
2.618 |
5.339 |
|
1.618 |
5.125 |
|
1.000 |
4.993 |
|
0.618 |
4.911 |
|
HIGH |
4.779 |
|
0.618 |
4.697 |
|
0.500 |
4.672 |
|
0.382 |
4.647 |
|
LOW |
4.565 |
|
0.618 |
4.433 |
|
1.000 |
4.351 |
|
1.618 |
4.219 |
|
2.618 |
4.005 |
|
4.250 |
3.656 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.672 |
4.765 |
| PP |
4.647 |
4.709 |
| S1 |
4.621 |
4.652 |
|