NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 4.282 4.226 -0.056 -1.3% 4.523
High 4.322 4.245 -0.077 -1.8% 4.559
Low 4.221 4.129 -0.092 -2.2% 4.205
Close 4.231 4.146 -0.085 -2.0% 4.334
Range 0.101 0.116 0.015 14.9% 0.354
ATR 0.146 0.144 -0.002 -1.5% 0.000
Volume 80,168 115,104 34,936 43.6% 619,638
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.521 4.450 4.210
R3 4.405 4.334 4.178
R2 4.289 4.289 4.167
R1 4.218 4.218 4.157 4.196
PP 4.173 4.173 4.173 4.162
S1 4.102 4.102 4.135 4.080
S2 4.057 4.057 4.125
S3 3.941 3.986 4.114
S4 3.825 3.870 4.082
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.428 5.235 4.529
R3 5.074 4.881 4.431
R2 4.720 4.720 4.399
R1 4.527 4.527 4.366 4.447
PP 4.366 4.366 4.366 4.326
S1 4.173 4.173 4.302 4.093
S2 4.012 4.012 4.269
S3 3.658 3.819 4.237
S4 3.304 3.465 4.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.442 4.129 0.313 7.5% 0.145 3.5% 5% False True 119,075
10 4.559 4.129 0.430 10.4% 0.160 3.9% 4% False True 112,045
20 4.559 3.855 0.704 17.0% 0.150 3.6% 41% False False 96,259
40 4.559 3.805 0.754 18.2% 0.136 3.3% 45% False False 72,595
60 4.822 3.805 1.017 24.5% 0.134 3.2% 34% False False 57,508
80 4.822 3.805 1.017 24.5% 0.134 3.2% 34% False False 45,784
100 4.822 3.805 1.017 24.5% 0.134 3.2% 34% False False 38,112
120 4.822 3.805 1.017 24.5% 0.131 3.1% 34% False False 32,419
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.738
2.618 4.549
1.618 4.433
1.000 4.361
0.618 4.317
HIGH 4.245
0.618 4.201
0.500 4.187
0.382 4.173
LOW 4.129
0.618 4.057
1.000 4.013
1.618 3.941
2.618 3.825
4.250 3.636
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 4.187 4.247
PP 4.173 4.213
S1 4.160 4.180

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.