NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 4.048 4.055 0.007 0.2% 4.120
High 4.089 4.153 0.064 1.6% 4.173
Low 4.005 3.944 -0.061 -1.5% 3.928
Close 4.043 4.125 0.082 2.0% 3.957
Range 0.084 0.209 0.125 148.8% 0.245
ATR 0.086 0.095 0.009 10.3% 0.000
Volume 3,195 2,279 -916 -28.7% 11,893
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.701 4.622 4.240
R3 4.492 4.413 4.182
R2 4.283 4.283 4.163
R1 4.204 4.204 4.144 4.244
PP 4.074 4.074 4.074 4.094
S1 3.995 3.995 4.106 4.035
S2 3.865 3.865 4.087
S3 3.656 3.786 4.068
S4 3.447 3.577 4.010
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.754 4.601 4.092
R3 4.509 4.356 4.024
R2 4.264 4.264 4.002
R1 4.111 4.111 3.979 4.065
PP 4.019 4.019 4.019 3.997
S1 3.866 3.866 3.935 3.820
S2 3.774 3.774 3.912
S3 3.529 3.621 3.890
S4 3.284 3.376 3.822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.153 3.882 0.271 6.6% 0.124 3.0% 90% True False 2,671
10 4.217 3.882 0.335 8.1% 0.096 2.3% 73% False False 2,558
20 4.341 3.882 0.459 11.1% 0.082 2.0% 53% False False 2,826
40 4.541 3.882 0.659 16.0% 0.083 2.0% 37% False False 2,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 5.041
2.618 4.700
1.618 4.491
1.000 4.362
0.618 4.282
HIGH 4.153
0.618 4.073
0.500 4.049
0.382 4.024
LOW 3.944
0.618 3.815
1.000 3.735
1.618 3.606
2.618 3.397
4.250 3.056
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 4.100 4.100
PP 4.074 4.074
S1 4.049 4.049

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.