NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 4.410 4.511 0.101 2.3% 4.371
High 4.504 4.550 0.046 1.0% 4.540
Low 4.380 4.404 0.024 0.5% 4.311
Close 4.490 4.446 -0.044 -1.0% 4.490
Range 0.124 0.146 0.022 17.7% 0.229
ATR 0.152 0.151 0.000 -0.3% 0.000
Volume 108,266 84,850 -23,416 -21.6% 391,943
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.905 4.821 4.526
R3 4.759 4.675 4.486
R2 4.613 4.613 4.473
R1 4.529 4.529 4.459 4.498
PP 4.467 4.467 4.467 4.451
S1 4.383 4.383 4.433 4.352
S2 4.321 4.321 4.419
S3 4.175 4.237 4.406
S4 4.029 4.091 4.366
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.134 5.041 4.616
R3 4.905 4.812 4.553
R2 4.676 4.676 4.532
R1 4.583 4.583 4.511 4.630
PP 4.447 4.447 4.447 4.470
S1 4.354 4.354 4.469 4.401
S2 4.218 4.218 4.448
S3 3.989 4.125 4.427
S4 3.760 3.896 4.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.550 4.330 0.220 4.9% 0.132 3.0% 53% True False 79,982
10 4.668 4.302 0.366 8.2% 0.146 3.3% 39% False False 71,171
20 4.668 4.028 0.640 14.4% 0.147 3.3% 65% False False 47,871
40 4.668 3.980 0.688 15.5% 0.152 3.4% 68% False False 43,257
60 4.668 3.854 0.814 18.3% 0.151 3.4% 73% False False 35,275
80 4.668 3.854 0.814 18.3% 0.136 3.1% 73% False False 29,322
100 4.668 3.854 0.814 18.3% 0.130 2.9% 73% False False 25,227
120 5.327 3.854 1.473 33.1% 0.125 2.8% 40% False False 22,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.171
2.618 4.932
1.618 4.786
1.000 4.696
0.618 4.640
HIGH 4.550
0.618 4.494
0.500 4.477
0.382 4.460
LOW 4.404
0.618 4.314
1.000 4.258
1.618 4.168
2.618 4.022
4.250 3.784
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 4.477 4.464
PP 4.467 4.458
S1 4.456 4.452

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.