NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 4.281 4.316 0.035 0.8% 4.016
High 4.344 4.428 0.084 1.9% 4.261
Low 4.271 4.271 0.000 0.0% 3.990
Close 4.310 4.412 0.102 2.4% 4.204
Range 0.073 0.157 0.084 115.1% 0.271
ATR 0.134 0.136 0.002 1.2% 0.000
Volume 96,968 130,150 33,182 34.2% 668,608
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.841 4.784 4.498
R3 4.684 4.627 4.455
R2 4.527 4.527 4.441
R1 4.470 4.470 4.426 4.499
PP 4.370 4.370 4.370 4.385
S1 4.313 4.313 4.398 4.342
S2 4.213 4.213 4.383
S3 4.056 4.156 4.369
S4 3.899 3.999 4.326
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.965 4.855 4.353
R3 4.694 4.584 4.279
R2 4.423 4.423 4.254
R1 4.313 4.313 4.229 4.368
PP 4.152 4.152 4.152 4.179
S1 4.042 4.042 4.179 4.097
S2 3.881 3.881 4.154
S3 3.610 3.771 4.129
S4 3.339 3.500 4.055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.428 4.087 0.341 7.7% 0.129 2.9% 95% True False 111,546
10 4.428 3.990 0.438 9.9% 0.126 2.9% 96% True False 126,728
20 4.559 3.990 0.569 12.9% 0.140 3.2% 74% False False 124,317
40 4.559 3.805 0.754 17.1% 0.141 3.2% 81% False False 95,258
60 4.559 3.805 0.754 17.1% 0.132 3.0% 81% False False 77,617
80 4.822 3.805 1.017 23.1% 0.132 3.0% 60% False False 62,879
100 4.822 3.805 1.017 23.1% 0.132 3.0% 60% False False 52,016
120 4.822 3.805 1.017 23.1% 0.133 3.0% 60% False False 44,256
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 5.095
2.618 4.839
1.618 4.682
1.000 4.585
0.618 4.525
HIGH 4.428
0.618 4.368
0.500 4.350
0.382 4.331
LOW 4.271
0.618 4.174
1.000 4.114
1.618 4.017
2.618 3.860
4.250 3.604
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 4.391 4.368
PP 4.370 4.323
S1 4.350 4.279

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.