NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 4.438 4.491 0.053 1.2% 4.582
High 4.509 4.495 -0.014 -0.3% 4.627
Low 4.279 4.361 0.082 1.9% 4.279
Close 4.458 4.437 -0.021 -0.5% 4.437
Range 0.230 0.134 -0.096 -41.7% 0.348
ATR 0.146 0.145 -0.001 -0.6% 0.000
Volume 35,280 42,547 7,267 20.6% 169,709
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.833 4.769 4.511
R3 4.699 4.635 4.474
R2 4.565 4.565 4.462
R1 4.501 4.501 4.449 4.466
PP 4.431 4.431 4.431 4.414
S1 4.367 4.367 4.425 4.332
S2 4.297 4.297 4.412
S3 4.163 4.233 4.400
S4 4.029 4.099 4.363
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.492 5.312 4.628
R3 5.144 4.964 4.533
R2 4.796 4.796 4.501
R1 4.616 4.616 4.469 4.532
PP 4.448 4.448 4.448 4.406
S1 4.268 4.268 4.405 4.184
S2 4.100 4.100 4.373
S3 3.752 3.920 4.341
S4 3.404 3.572 4.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.627 4.279 0.348 7.8% 0.165 3.7% 45% False False 33,941
10 4.627 4.276 0.351 7.9% 0.151 3.4% 46% False False 31,082
20 4.627 3.877 0.750 16.9% 0.148 3.3% 75% False False 28,601
40 4.627 3.877 0.750 16.9% 0.130 2.9% 75% False False 23,902
60 4.850 3.877 0.973 21.9% 0.130 2.9% 58% False False 19,051
80 4.850 3.877 0.973 21.9% 0.130 2.9% 58% False False 15,531
100 4.850 3.877 0.973 21.9% 0.130 2.9% 58% False False 12,982
120 4.850 3.877 0.973 21.9% 0.125 2.8% 58% False False 11,091
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.065
2.618 4.846
1.618 4.712
1.000 4.629
0.618 4.578
HIGH 4.495
0.618 4.444
0.500 4.428
0.382 4.412
LOW 4.361
0.618 4.278
1.000 4.227
1.618 4.144
2.618 4.010
4.250 3.792
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 4.434 4.423
PP 4.431 4.408
S1 4.428 4.394

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.