NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 4.084 4.079 -0.005 -0.1% 3.917
High 4.152 4.305 0.153 3.7% 4.081
Low 4.046 4.069 0.023 0.6% 3.877
Close 4.079 4.299 0.220 5.4% 4.007
Range 0.106 0.236 0.130 122.6% 0.204
ATR 0.129 0.137 0.008 5.9% 0.000
Volume 21,195 18,590 -2,605 -12.3% 145,583
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.932 4.852 4.429
R3 4.696 4.616 4.364
R2 4.460 4.460 4.342
R1 4.380 4.380 4.321 4.420
PP 4.224 4.224 4.224 4.245
S1 4.144 4.144 4.277 4.184
S2 3.988 3.988 4.256
S3 3.752 3.908 4.234
S4 3.516 3.672 4.169
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.600 4.508 4.119
R3 4.396 4.304 4.063
R2 4.192 4.192 4.044
R1 4.100 4.100 4.026 4.146
PP 3.988 3.988 3.988 4.012
S1 3.896 3.896 3.988 3.942
S2 3.784 3.784 3.970
S3 3.580 3.692 3.951
S4 3.376 3.488 3.895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.305 3.936 0.369 8.6% 0.166 3.9% 98% True False 21,261
10 4.305 3.877 0.428 10.0% 0.145 3.4% 99% True False 25,676
20 4.305 3.877 0.428 10.0% 0.135 3.1% 99% True False 21,279
40 4.850 3.877 0.973 22.6% 0.128 3.0% 43% False False 18,191
60 4.850 3.877 0.973 22.6% 0.125 2.9% 43% False False 14,164
80 4.850 3.877 0.973 22.6% 0.127 3.0% 43% False False 11,660
100 4.850 3.877 0.973 22.6% 0.127 3.0% 43% False False 9,741
120 4.850 3.877 0.973 22.6% 0.118 2.7% 43% False False 8,352
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 0.038
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 5.308
2.618 4.923
1.618 4.687
1.000 4.541
0.618 4.451
HIGH 4.305
0.618 4.215
0.500 4.187
0.382 4.159
LOW 4.069
0.618 3.923
1.000 3.833
1.618 3.687
2.618 3.451
4.250 3.066
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 4.262 4.240
PP 4.224 4.180
S1 4.187 4.121

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.