NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 4.222 4.202 -0.020 -0.5% 4.142
High 4.264 4.253 -0.011 -0.3% 4.352
Low 4.195 4.172 -0.023 -0.5% 4.126
Close 4.246 4.253 0.007 0.2% 4.246
Range 0.069 0.081 0.012 17.4% 0.226
ATR 0.133 0.129 -0.004 -2.8% 0.000
Volume 4,478 2,795 -1,683 -37.6% 19,954
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.469 4.442 4.298
R3 4.388 4.361 4.275
R2 4.307 4.307 4.268
R1 4.280 4.280 4.260 4.294
PP 4.226 4.226 4.226 4.233
S1 4.199 4.199 4.246 4.213
S2 4.145 4.145 4.238
S3 4.064 4.118 4.231
S4 3.983 4.037 4.208
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.919 4.809 4.370
R3 4.693 4.583 4.308
R2 4.467 4.467 4.287
R1 4.357 4.357 4.267 4.412
PP 4.241 4.241 4.241 4.269
S1 4.131 4.131 4.225 4.186
S2 4.015 4.015 4.205
S3 3.789 3.905 4.184
S4 3.563 3.679 4.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.352 4.126 0.226 5.3% 0.127 3.0% 56% False False 4,549
10 4.546 4.078 0.468 11.0% 0.132 3.1% 37% False False 4,845
20 4.598 4.078 0.520 12.2% 0.131 3.1% 34% False False 4,558
40 4.598 3.980 0.618 14.5% 0.130 3.0% 44% False False 3,391
60 4.598 3.942 0.656 15.4% 0.114 2.7% 47% False False 2,757
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.597
2.618 4.465
1.618 4.384
1.000 4.334
0.618 4.303
HIGH 4.253
0.618 4.222
0.500 4.213
0.382 4.203
LOW 4.172
0.618 4.122
1.000 4.091
1.618 4.041
2.618 3.960
4.250 3.828
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 4.240 4.236
PP 4.226 4.219
S1 4.213 4.202

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.