NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 3.984 3.911 -0.073 -1.8% 4.065
High 4.021 4.002 -0.019 -0.5% 4.171
Low 3.892 3.897 0.005 0.1% 3.809
Close 3.924 3.986 0.062 1.6% 3.887
Range 0.129 0.105 -0.024 -18.6% 0.362
ATR 0.129 0.127 -0.002 -1.3% 0.000
Volume 85,785 64,050 -21,735 -25.3% 219,867
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.277 4.236 4.044
R3 4.172 4.131 4.015
R2 4.067 4.067 4.005
R1 4.026 4.026 3.996 4.047
PP 3.962 3.962 3.962 3.972
S1 3.921 3.921 3.976 3.942
S2 3.857 3.857 3.967
S3 3.752 3.816 3.957
S4 3.647 3.711 3.928
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.042 4.826 4.086
R3 4.680 4.464 3.987
R2 4.318 4.318 3.953
R1 4.102 4.102 3.920 4.029
PP 3.956 3.956 3.956 3.919
S1 3.740 3.740 3.854 3.667
S2 3.594 3.594 3.821
S3 3.232 3.378 3.787
S4 2.870 3.016 3.688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.021 3.805 0.216 5.4% 0.125 3.1% 84% False False 51,960
10 4.171 3.805 0.366 9.2% 0.138 3.5% 49% False False 45,815
20 4.249 3.805 0.444 11.1% 0.121 3.0% 41% False False 48,931
40 4.822 3.805 1.017 25.5% 0.125 3.1% 18% False False 38,133
60 4.822 3.805 1.017 25.5% 0.129 3.2% 18% False False 28,959
80 4.822 3.805 1.017 25.5% 0.130 3.3% 18% False False 23,576
100 4.822 3.805 1.017 25.5% 0.127 3.2% 18% False False 19,651
120 4.822 3.805 1.017 25.5% 0.118 3.0% 18% False False 16,814
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.448
2.618 4.277
1.618 4.172
1.000 4.107
0.618 4.067
HIGH 4.002
0.618 3.962
0.500 3.950
0.382 3.937
LOW 3.897
0.618 3.832
1.000 3.792
1.618 3.727
2.618 3.622
4.250 3.451
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 3.974 3.962
PP 3.962 3.937
S1 3.950 3.913

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.