NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 4.504 4.543 0.039 0.9% 4.595
High 4.547 4.600 0.053 1.2% 4.678
Low 4.474 4.496 0.022 0.5% 4.450
Close 4.495 4.543 0.048 1.1% 4.577
Range 0.073 0.104 0.031 42.5% 0.228
ATR 0.111 0.111 0.000 -0.4% 0.000
Volume 6,105 4,123 -1,982 -32.5% 25,051
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.858 4.805 4.600
R3 4.754 4.701 4.572
R2 4.650 4.650 4.562
R1 4.597 4.597 4.553 4.595
PP 4.546 4.546 4.546 4.546
S1 4.493 4.493 4.533 4.491
S2 4.442 4.442 4.524
S3 4.338 4.389 4.514
S4 4.234 4.285 4.486
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.252 5.143 4.702
R3 5.024 4.915 4.640
R2 4.796 4.796 4.619
R1 4.687 4.687 4.598 4.628
PP 4.568 4.568 4.568 4.539
S1 4.459 4.459 4.556 4.400
S2 4.340 4.340 4.535
S3 4.112 4.231 4.514
S4 3.884 4.003 4.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.629 4.414 0.215 4.7% 0.103 2.3% 60% False False 5,156
10 4.678 4.414 0.264 5.8% 0.110 2.4% 49% False False 5,531
20 4.678 4.414 0.264 5.8% 0.109 2.4% 49% False False 5,197
40 5.434 4.414 1.020 22.5% 0.106 2.3% 13% False False 4,085
60 5.570 4.414 1.156 25.4% 0.107 2.4% 11% False False 3,314
80 5.861 4.414 1.447 31.9% 0.111 2.4% 9% False False 3,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.042
2.618 4.872
1.618 4.768
1.000 4.704
0.618 4.664
HIGH 4.600
0.618 4.560
0.500 4.548
0.382 4.536
LOW 4.496
0.618 4.432
1.000 4.392
1.618 4.328
2.618 4.224
4.250 4.054
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 4.548 4.534
PP 4.546 4.525
S1 4.545 4.517

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.