NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 4.492 4.627 0.135 3.0% 4.089
High 4.689 4.707 0.018 0.4% 4.454
Low 4.491 4.557 0.066 1.5% 4.040
Close 4.652 4.669 0.017 0.4% 4.405
Range 0.198 0.150 -0.048 -24.2% 0.414
ATR 0.167 0.166 -0.001 -0.7% 0.000
Volume 150,754 146,064 -4,690 -3.1% 318,409
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.094 5.032 4.752
R3 4.944 4.882 4.710
R2 4.794 4.794 4.697
R1 4.732 4.732 4.683 4.763
PP 4.644 4.644 4.644 4.660
S1 4.582 4.582 4.655 4.613
S2 4.494 4.494 4.642
S3 4.344 4.432 4.628
S4 4.194 4.282 4.587
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.542 5.387 4.633
R3 5.128 4.973 4.519
R2 4.714 4.714 4.481
R1 4.559 4.559 4.443 4.637
PP 4.300 4.300 4.300 4.338
S1 4.145 4.145 4.367 4.223
S2 3.886 3.886 4.329
S3 3.472 3.731 4.291
S4 3.058 3.317 4.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.707 4.216 0.491 10.5% 0.144 3.1% 92% True False 99,914
10 4.707 4.019 0.688 14.7% 0.153 3.3% 94% True False 78,303
20 4.707 3.985 0.722 15.5% 0.168 3.6% 95% True False 74,490
40 4.707 3.913 0.794 17.0% 0.164 3.5% 95% True False 49,410
60 4.707 3.894 0.813 17.4% 0.150 3.2% 95% True False 38,118
80 4.707 3.894 0.813 17.4% 0.139 3.0% 95% True False 30,607
100 5.003 3.894 1.109 23.8% 0.131 2.8% 70% False False 25,279
120 5.434 3.894 1.540 33.0% 0.126 2.7% 50% False False 21,504
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.345
2.618 5.100
1.618 4.950
1.000 4.857
0.618 4.800
HIGH 4.707
0.618 4.650
0.500 4.632
0.382 4.614
LOW 4.557
0.618 4.464
1.000 4.407
1.618 4.314
2.618 4.164
4.250 3.920
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 4.657 4.615
PP 4.644 4.561
S1 4.632 4.507

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.