NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
5.305 |
5.396 |
0.091 |
1.7% |
5.272 |
| High |
5.369 |
5.434 |
0.065 |
1.2% |
5.369 |
| Low |
5.267 |
5.242 |
-0.025 |
-0.5% |
5.203 |
| Close |
5.356 |
5.253 |
-0.103 |
-1.9% |
5.356 |
| Range |
0.102 |
0.192 |
0.090 |
88.2% |
0.166 |
| ATR |
0.110 |
0.116 |
0.006 |
5.4% |
0.000 |
| Volume |
3,278 |
3,279 |
1 |
0.0% |
10,129 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.886 |
5.761 |
5.359 |
|
| R3 |
5.694 |
5.569 |
5.306 |
|
| R2 |
5.502 |
5.502 |
5.288 |
|
| R1 |
5.377 |
5.377 |
5.271 |
5.344 |
| PP |
5.310 |
5.310 |
5.310 |
5.293 |
| S1 |
5.185 |
5.185 |
5.235 |
5.152 |
| S2 |
5.118 |
5.118 |
5.218 |
|
| S3 |
4.926 |
4.993 |
5.200 |
|
| S4 |
4.734 |
4.801 |
5.147 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.807 |
5.748 |
5.447 |
|
| R3 |
5.641 |
5.582 |
5.402 |
|
| R2 |
5.475 |
5.475 |
5.386 |
|
| R1 |
5.416 |
5.416 |
5.371 |
5.446 |
| PP |
5.309 |
5.309 |
5.309 |
5.324 |
| S1 |
5.250 |
5.250 |
5.341 |
5.280 |
| S2 |
5.143 |
5.143 |
5.326 |
|
| S3 |
4.977 |
5.084 |
5.310 |
|
| S4 |
4.811 |
4.918 |
5.265 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.250 |
|
2.618 |
5.937 |
|
1.618 |
5.745 |
|
1.000 |
5.626 |
|
0.618 |
5.553 |
|
HIGH |
5.434 |
|
0.618 |
5.361 |
|
0.500 |
5.338 |
|
0.382 |
5.315 |
|
LOW |
5.242 |
|
0.618 |
5.123 |
|
1.000 |
5.050 |
|
1.618 |
4.931 |
|
2.618 |
4.739 |
|
4.250 |
4.426 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.338 |
5.335 |
| PP |
5.310 |
5.308 |
| S1 |
5.281 |
5.280 |
|