NYMEX Natural Gas Future April 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 4.476 4.574 0.098 2.2% 4.100
High 4.598 4.630 0.032 0.7% 4.433
Low 4.476 4.490 0.014 0.3% 4.070
Close 4.574 4.588 0.014 0.3% 4.401
Range 0.122 0.140 0.018 14.8% 0.363
ATR 0.147 0.146 0.000 -0.3% 0.000
Volume 17,947 43,305 25,358 141.3% 65,320
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.989 4.929 4.665
R3 4.849 4.789 4.627
R2 4.709 4.709 4.614
R1 4.649 4.649 4.601 4.679
PP 4.569 4.569 4.569 4.585
S1 4.509 4.509 4.575 4.539
S2 4.429 4.429 4.562
S3 4.289 4.369 4.550
S4 4.149 4.229 4.511
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.390 5.259 4.601
R3 5.027 4.896 4.501
R2 4.664 4.664 4.468
R1 4.533 4.533 4.434 4.599
PP 4.301 4.301 4.301 4.334
S1 4.170 4.170 4.368 4.236
S2 3.938 3.938 4.334
S3 3.575 3.807 4.301
S4 3.212 3.444 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.630 4.207 0.423 9.2% 0.124 2.7% 90% True False 21,301
10 4.630 4.029 0.601 13.1% 0.133 2.9% 93% True False 17,961
20 4.630 3.980 0.650 14.2% 0.149 3.2% 94% True False 23,736
40 4.630 3.879 0.751 16.4% 0.146 3.2% 94% True False 21,222
60 4.630 3.848 0.782 17.0% 0.134 2.9% 95% True False 18,275
80 4.630 3.848 0.782 17.0% 0.124 2.7% 95% True False 15,740
100 4.791 3.848 0.943 20.6% 0.116 2.5% 78% False False 13,722
120 5.116 3.848 1.268 27.6% 0.111 2.4% 58% False False 12,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.225
2.618 4.997
1.618 4.857
1.000 4.770
0.618 4.717
HIGH 4.630
0.618 4.577
0.500 4.560
0.382 4.543
LOW 4.490
0.618 4.403
1.000 4.350
1.618 4.263
2.618 4.123
4.250 3.895
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 4.579 4.547
PP 4.569 4.506
S1 4.560 4.465

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.