NYMEX Natural Gas Future March 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 |
5.119 |
5.136 |
0.017 |
0.3% |
5.155 |
| High |
5.156 |
5.183 |
0.027 |
0.5% |
5.261 |
| Low |
5.096 |
5.026 |
-0.070 |
-1.4% |
5.100 |
| Close |
5.152 |
5.058 |
-0.094 |
-1.8% |
5.253 |
| Range |
0.060 |
0.157 |
0.097 |
161.7% |
0.161 |
| ATR |
0.110 |
0.113 |
0.003 |
3.1% |
0.000 |
| Volume |
6,594 |
4,131 |
-2,463 |
-37.4% |
29,952 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.560 |
5.466 |
5.144 |
|
| R3 |
5.403 |
5.309 |
5.101 |
|
| R2 |
5.246 |
5.246 |
5.087 |
|
| R1 |
5.152 |
5.152 |
5.072 |
5.121 |
| PP |
5.089 |
5.089 |
5.089 |
5.073 |
| S1 |
4.995 |
4.995 |
5.044 |
4.964 |
| S2 |
4.932 |
4.932 |
5.029 |
|
| S3 |
4.775 |
4.838 |
5.015 |
|
| S4 |
4.618 |
4.681 |
4.972 |
|
|
| 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 |
5.850 |
|
2.618 |
5.594 |
|
1.618 |
5.437 |
|
1.000 |
5.340 |
|
0.618 |
5.280 |
|
HIGH |
5.183 |
|
0.618 |
5.123 |
|
0.500 |
5.105 |
|
0.382 |
5.086 |
|
LOW |
5.026 |
|
0.618 |
4.929 |
|
1.000 |
4.869 |
|
1.618 |
4.772 |
|
2.618 |
4.615 |
|
4.250 |
4.359 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.105 |
5.128 |
| PP |
5.089 |
5.104 |
| S1 |
5.074 |
5.081 |
|