NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 4.415 4.301 -0.114 -2.6% 4.790
High 4.444 4.335 -0.109 -2.5% 4.811
Low 4.315 4.154 -0.161 -3.7% 4.317
Close 4.317 4.193 -0.124 -2.9% 4.325
Range 0.129 0.181 0.052 40.3% 0.494
ATR 0.147 0.149 0.002 1.7% 0.000
Volume 101,679 133,925 32,246 31.7% 521,300
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.770 4.663 4.293
R3 4.589 4.482 4.243
R2 4.408 4.408 4.226
R1 4.301 4.301 4.210 4.264
PP 4.227 4.227 4.227 4.209
S1 4.120 4.120 4.176 4.083
S2 4.046 4.046 4.160
S3 3.865 3.939 4.143
S4 3.684 3.758 4.093
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.966 5.640 4.597
R3 5.472 5.146 4.461
R2 4.978 4.978 4.416
R1 4.652 4.652 4.370 4.568
PP 4.484 4.484 4.484 4.443
S1 4.158 4.158 4.280 4.074
S2 3.990 3.990 4.234
S3 3.496 3.664 4.189
S4 3.002 3.170 4.053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.449 4.154 0.295 7.0% 0.129 3.1% 13% False True 102,373
10 4.811 4.154 0.657 15.7% 0.135 3.2% 6% False True 104,684
20 4.983 4.154 0.829 19.8% 0.160 3.8% 5% False True 118,891
40 4.983 4.140 0.843 20.1% 0.148 3.5% 6% False False 90,057
60 4.983 4.140 0.843 20.1% 0.139 3.3% 6% False False 74,912
80 4.983 3.955 1.028 24.5% 0.137 3.3% 23% False False 61,637
100 4.983 3.955 1.028 24.5% 0.131 3.1% 23% False False 51,466
120 4.983 3.955 1.028 24.5% 0.130 3.1% 23% False False 44,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.104
2.618 4.809
1.618 4.628
1.000 4.516
0.618 4.447
HIGH 4.335
0.618 4.266
0.500 4.245
0.382 4.223
LOW 4.154
0.618 4.042
1.000 3.973
1.618 3.861
2.618 3.680
4.250 3.385
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 4.245 4.299
PP 4.227 4.264
S1 4.210 4.228

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.