NYMEX Natural Gas Future April 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 |
4.980 |
5.109 |
0.129 |
2.6% |
4.979 |
| High |
5.070 |
5.116 |
0.046 |
0.9% |
5.070 |
| Low |
4.970 |
4.955 |
-0.015 |
-0.3% |
4.931 |
| Close |
5.058 |
4.970 |
-0.088 |
-1.7% |
5.058 |
| Range |
0.100 |
0.161 |
0.061 |
61.0% |
0.139 |
| ATR |
|
|
|
|
|
| Volume |
6,384 |
5,749 |
-635 |
-9.9% |
25,113 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.497 |
5.394 |
5.059 |
|
| R3 |
5.336 |
5.233 |
5.014 |
|
| R2 |
5.175 |
5.175 |
5.000 |
|
| R1 |
5.072 |
5.072 |
4.985 |
5.043 |
| PP |
5.014 |
5.014 |
5.014 |
4.999 |
| S1 |
4.911 |
4.911 |
4.955 |
4.882 |
| S2 |
4.853 |
4.853 |
4.940 |
|
| S3 |
4.692 |
4.750 |
4.926 |
|
| S4 |
4.531 |
4.589 |
4.881 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.437 |
5.386 |
5.134 |
|
| R3 |
5.298 |
5.247 |
5.096 |
|
| R2 |
5.159 |
5.159 |
5.083 |
|
| R1 |
5.108 |
5.108 |
5.071 |
5.134 |
| PP |
5.020 |
5.020 |
5.020 |
5.032 |
| S1 |
4.969 |
4.969 |
5.045 |
4.995 |
| S2 |
4.881 |
4.881 |
5.033 |
|
| S3 |
4.742 |
4.830 |
5.020 |
|
| S4 |
4.603 |
4.691 |
4.982 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.800 |
|
2.618 |
5.537 |
|
1.618 |
5.376 |
|
1.000 |
5.277 |
|
0.618 |
5.215 |
|
HIGH |
5.116 |
|
0.618 |
5.054 |
|
0.500 |
5.036 |
|
0.382 |
5.017 |
|
LOW |
4.955 |
|
0.618 |
4.856 |
|
1.000 |
4.794 |
|
1.618 |
4.695 |
|
2.618 |
4.534 |
|
4.250 |
4.271 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.036 |
5.031 |
| PP |
5.014 |
5.010 |
| S1 |
4.992 |
4.990 |
|