NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 4.322 4.323 0.001 0.0% 4.796
High 4.369 4.460 0.091 2.1% 4.823
Low 4.252 4.290 0.038 0.9% 4.252
Close 4.323 4.420 0.097 2.2% 4.323
Range 0.117 0.170 0.053 45.3% 0.571
ATR 0.158 0.159 0.001 0.5% 0.000
Volume 85,211 130,028 44,817 52.6% 486,863
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.900 4.830 4.514
R3 4.730 4.660 4.467
R2 4.560 4.560 4.451
R1 4.490 4.490 4.436 4.525
PP 4.390 4.390 4.390 4.408
S1 4.320 4.320 4.404 4.355
S2 4.220 4.220 4.389
S3 4.050 4.150 4.373
S4 3.880 3.980 4.327
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.179 5.822 4.637
R3 5.608 5.251 4.480
R2 5.037 5.037 4.428
R1 4.680 4.680 4.375 4.573
PP 4.466 4.466 4.466 4.413
S1 4.109 4.109 4.271 4.002
S2 3.895 3.895 4.218
S3 3.324 3.538 4.166
S4 2.753 2.967 4.009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.636 4.252 0.384 8.7% 0.164 3.7% 44% False False 107,778
10 4.823 4.252 0.571 12.9% 0.165 3.7% 29% False False 98,447
20 4.823 4.252 0.571 12.9% 0.155 3.5% 29% False False 82,024
40 4.823 3.980 0.843 19.1% 0.155 3.5% 52% False False 60,915
60 4.823 3.890 0.933 21.1% 0.153 3.5% 57% False False 47,935
80 4.823 3.854 0.969 21.9% 0.145 3.3% 58% False False 39,533
100 4.823 3.854 0.969 21.9% 0.136 3.1% 58% False False 33,594
120 4.914 3.854 1.060 24.0% 0.129 2.9% 53% False False 28,945
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.183
2.618 4.905
1.618 4.735
1.000 4.630
0.618 4.565
HIGH 4.460
0.618 4.395
0.500 4.375
0.382 4.355
LOW 4.290
0.618 4.185
1.000 4.120
1.618 4.015
2.618 3.845
4.250 3.568
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 4.405 4.405
PP 4.390 4.390
S1 4.375 4.376

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.