NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
5.254 |
5.155 |
-0.099 |
-1.9% |
5.272 |
| High |
5.254 |
5.280 |
0.026 |
0.5% |
5.369 |
| Low |
5.191 |
5.120 |
-0.071 |
-1.4% |
5.203 |
| Close |
5.252 |
5.155 |
-0.097 |
-1.8% |
5.356 |
| Range |
0.063 |
0.160 |
0.097 |
154.0% |
0.166 |
| ATR |
0.112 |
0.116 |
0.003 |
3.0% |
0.000 |
| Volume |
2,557 |
1,770 |
-787 |
-30.8% |
10,129 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.665 |
5.570 |
5.243 |
|
| R3 |
5.505 |
5.410 |
5.199 |
|
| R2 |
5.345 |
5.345 |
5.184 |
|
| R1 |
5.250 |
5.250 |
5.170 |
5.235 |
| PP |
5.185 |
5.185 |
5.185 |
5.178 |
| S1 |
5.090 |
5.090 |
5.140 |
5.075 |
| S2 |
5.025 |
5.025 |
5.126 |
|
| S3 |
4.865 |
4.930 |
5.111 |
|
| S4 |
4.705 |
4.770 |
5.067 |
|
|
| 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 |
5.960 |
|
2.618 |
5.699 |
|
1.618 |
5.539 |
|
1.000 |
5.440 |
|
0.618 |
5.379 |
|
HIGH |
5.280 |
|
0.618 |
5.219 |
|
0.500 |
5.200 |
|
0.382 |
5.181 |
|
LOW |
5.120 |
|
0.618 |
5.021 |
|
1.000 |
4.960 |
|
1.618 |
4.861 |
|
2.618 |
4.701 |
|
4.250 |
4.440 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.200 |
5.224 |
| PP |
5.185 |
5.201 |
| S1 |
5.170 |
5.178 |
|