NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
5.291 |
5.207 |
-0.084 |
-1.6% |
5.412 |
| High |
5.350 |
5.207 |
-0.143 |
-2.7% |
5.468 |
| Low |
5.145 |
5.100 |
-0.045 |
-0.9% |
5.100 |
| Close |
5.184 |
5.139 |
-0.045 |
-0.9% |
5.139 |
| Range |
0.205 |
0.107 |
-0.098 |
-47.8% |
0.368 |
| ATR |
0.129 |
0.128 |
-0.002 |
-1.2% |
0.000 |
| Volume |
13,611 |
20,151 |
6,540 |
48.0% |
84,140 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.470 |
5.411 |
5.198 |
|
| R3 |
5.363 |
5.304 |
5.168 |
|
| R2 |
5.256 |
5.256 |
5.159 |
|
| R1 |
5.197 |
5.197 |
5.149 |
5.173 |
| PP |
5.149 |
5.149 |
5.149 |
5.137 |
| S1 |
5.090 |
5.090 |
5.129 |
5.066 |
| S2 |
5.042 |
5.042 |
5.119 |
|
| S3 |
4.935 |
4.983 |
5.110 |
|
| S4 |
4.828 |
4.876 |
5.080 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.340 |
6.107 |
5.341 |
|
| R3 |
5.972 |
5.739 |
5.240 |
|
| R2 |
5.604 |
5.604 |
5.206 |
|
| R1 |
5.371 |
5.371 |
5.173 |
5.304 |
| PP |
5.236 |
5.236 |
5.236 |
5.202 |
| S1 |
5.003 |
5.003 |
5.105 |
4.936 |
| S2 |
4.868 |
4.868 |
5.072 |
|
| S3 |
4.500 |
4.635 |
5.038 |
|
| S4 |
4.132 |
4.267 |
4.937 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.468 |
5.100 |
0.368 |
7.2% |
0.144 |
2.8% |
11% |
False |
True |
16,828 |
| 10 |
5.468 |
5.100 |
0.368 |
7.2% |
0.126 |
2.4% |
11% |
False |
True |
17,269 |
| 20 |
5.468 |
5.100 |
0.368 |
7.2% |
0.118 |
2.3% |
11% |
False |
True |
15,616 |
| 40 |
5.949 |
5.100 |
0.849 |
16.5% |
0.128 |
2.5% |
5% |
False |
True |
14,263 |
| 60 |
5.949 |
5.100 |
0.849 |
16.5% |
0.132 |
2.6% |
5% |
False |
True |
13,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.662 |
|
2.618 |
5.487 |
|
1.618 |
5.380 |
|
1.000 |
5.314 |
|
0.618 |
5.273 |
|
HIGH |
5.207 |
|
0.618 |
5.166 |
|
0.500 |
5.154 |
|
0.382 |
5.141 |
|
LOW |
5.100 |
|
0.618 |
5.034 |
|
1.000 |
4.993 |
|
1.618 |
4.927 |
|
2.618 |
4.820 |
|
4.250 |
4.645 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.154 |
5.225 |
| PP |
5.149 |
5.196 |
| S1 |
5.144 |
5.168 |
|