NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 4.366 4.304 -0.062 -1.4% 4.289
High 4.392 4.337 -0.055 -1.3% 4.361
Low 4.244 4.178 -0.066 -1.6% 4.055
Close 4.273 4.180 -0.093 -2.2% 4.185
Range 0.148 0.159 0.011 7.4% 0.306
ATR 0.109 0.113 0.004 3.2% 0.000
Volume 1,526 2,181 655 42.9% 10,336
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.709 4.603 4.267
R3 4.550 4.444 4.224
R2 4.391 4.391 4.209
R1 4.285 4.285 4.195 4.259
PP 4.232 4.232 4.232 4.218
S1 4.126 4.126 4.165 4.100
S2 4.073 4.073 4.151
S3 3.914 3.967 4.136
S4 3.755 3.808 4.093
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.118 4.958 4.353
R3 4.812 4.652 4.269
R2 4.506 4.506 4.241
R1 4.346 4.346 4.213 4.273
PP 4.200 4.200 4.200 4.164
S1 4.040 4.040 4.157 3.967
S2 3.894 3.894 4.129
S3 3.588 3.734 4.101
S4 3.282 3.428 4.017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.392 4.120 0.272 6.5% 0.122 2.9% 22% False False 2,212
10 4.392 4.055 0.337 8.1% 0.130 3.1% 37% False False 2,009
20 4.392 3.942 0.450 10.8% 0.112 2.7% 53% False False 1,701
40 4.541 3.942 0.599 14.3% 0.094 2.3% 40% False False 1,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.013
2.618 4.753
1.618 4.594
1.000 4.496
0.618 4.435
HIGH 4.337
0.618 4.276
0.500 4.258
0.382 4.239
LOW 4.178
0.618 4.080
1.000 4.019
1.618 3.921
2.618 3.762
4.250 3.502
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 4.258 4.285
PP 4.232 4.250
S1 4.206 4.215

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.