NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
5.152 |
5.119 |
-0.033 |
-0.6% |
5.155 |
| High |
5.327 |
5.229 |
-0.098 |
-1.8% |
5.261 |
| Low |
5.143 |
5.104 |
-0.039 |
-0.8% |
5.100 |
| Close |
5.152 |
5.119 |
-0.033 |
-0.6% |
5.253 |
| Range |
0.184 |
0.125 |
-0.059 |
-32.1% |
0.161 |
| ATR |
0.113 |
0.114 |
0.001 |
0.8% |
0.000 |
| Volume |
7,094 |
7,442 |
348 |
4.9% |
29,952 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.526 |
5.447 |
5.188 |
|
| R3 |
5.401 |
5.322 |
5.153 |
|
| R2 |
5.276 |
5.276 |
5.142 |
|
| R1 |
5.197 |
5.197 |
5.130 |
5.182 |
| PP |
5.151 |
5.151 |
5.151 |
5.143 |
| S1 |
5.072 |
5.072 |
5.108 |
5.057 |
| S2 |
5.026 |
5.026 |
5.096 |
|
| S3 |
4.901 |
4.947 |
5.085 |
|
| S4 |
4.776 |
4.822 |
5.050 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.688 |
5.631 |
5.342 |
|
| R3 |
5.527 |
5.470 |
5.297 |
|
| R2 |
5.366 |
5.366 |
5.283 |
|
| R1 |
5.309 |
5.309 |
5.268 |
5.338 |
| PP |
5.205 |
5.205 |
5.205 |
5.219 |
| S1 |
5.148 |
5.148 |
5.238 |
5.177 |
| S2 |
5.044 |
5.044 |
5.223 |
|
| S3 |
4.883 |
4.987 |
5.209 |
|
| S4 |
4.722 |
4.826 |
5.164 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.760 |
|
2.618 |
5.556 |
|
1.618 |
5.431 |
|
1.000 |
5.354 |
|
0.618 |
5.306 |
|
HIGH |
5.229 |
|
0.618 |
5.181 |
|
0.500 |
5.167 |
|
0.382 |
5.152 |
|
LOW |
5.104 |
|
0.618 |
5.027 |
|
1.000 |
4.979 |
|
1.618 |
4.902 |
|
2.618 |
4.777 |
|
4.250 |
4.573 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.167 |
5.216 |
| PP |
5.151 |
5.183 |
| S1 |
5.135 |
5.151 |
|