NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 4.381 4.494 0.113 2.6% 4.509
High 4.497 4.540 0.043 1.0% 4.668
Low 4.330 4.440 0.110 2.5% 4.302
Close 4.476 4.526 0.050 1.1% 4.402
Range 0.167 0.100 -0.067 -40.1% 0.366
ATR 0.159 0.154 -0.004 -2.6% 0.000
Volume 61,924 75,185 13,261 21.4% 264,061
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.802 4.764 4.581
R3 4.702 4.664 4.554
R2 4.602 4.602 4.544
R1 4.564 4.564 4.535 4.583
PP 4.502 4.502 4.502 4.512
S1 4.464 4.464 4.517 4.483
S2 4.402 4.402 4.508
S3 4.302 4.364 4.499
S4 4.202 4.264 4.471
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.555 5.345 4.603
R3 5.189 4.979 4.503
R2 4.823 4.823 4.469
R1 4.613 4.613 4.436 4.535
PP 4.457 4.457 4.457 4.419
S1 4.247 4.247 4.368 4.169
S2 4.091 4.091 4.335
S3 3.725 3.881 4.301
S4 3.359 3.515 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.582 4.302 0.280 6.2% 0.148 3.3% 80% False False 65,366
10 4.668 4.248 0.420 9.3% 0.147 3.2% 66% False False 53,553
20 4.668 3.980 0.688 15.2% 0.150 3.3% 79% False False 40,067
40 4.668 3.957 0.711 15.7% 0.154 3.4% 80% False False 38,067
60 4.668 3.854 0.814 18.0% 0.149 3.3% 83% False False 31,334
80 4.668 3.854 0.814 18.0% 0.134 3.0% 83% False False 26,331
100 4.668 3.854 0.814 18.0% 0.129 2.8% 83% False False 22,747
120 5.327 3.854 1.473 32.5% 0.124 2.7% 46% False False 19,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.047
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.965
2.618 4.802
1.618 4.702
1.000 4.640
0.618 4.602
HIGH 4.540
0.618 4.502
0.500 4.490
0.382 4.478
LOW 4.440
0.618 4.378
1.000 4.340
1.618 4.278
2.618 4.178
4.250 4.015
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 4.514 4.493
PP 4.502 4.459
S1 4.490 4.426

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.