NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 4.600 4.538 -0.062 -1.3% 4.675
High 4.600 4.667 0.067 1.5% 4.775
Low 4.493 4.520 0.027 0.6% 4.460
Close 4.571 4.659 0.088 1.9% 4.573
Range 0.107 0.147 0.040 37.4% 0.315
ATR 0.128 0.129 0.001 1.1% 0.000
Volume 5,431 3,966 -1,465 -27.0% 13,721
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.056 5.005 4.740
R3 4.909 4.858 4.699
R2 4.762 4.762 4.686
R1 4.711 4.711 4.672 4.737
PP 4.615 4.615 4.615 4.628
S1 4.564 4.564 4.646 4.590
S2 4.468 4.468 4.632
S3 4.321 4.417 4.619
S4 4.174 4.270 4.578
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.548 5.375 4.746
R3 5.233 5.060 4.660
R2 4.918 4.918 4.631
R1 4.745 4.745 4.602 4.674
PP 4.603 4.603 4.603 4.567
S1 4.430 4.430 4.544 4.359
S2 4.288 4.288 4.515
S3 3.973 4.115 4.486
S4 3.658 3.800 4.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.681 4.460 0.221 4.7% 0.137 2.9% 90% False False 3,910
10 4.775 4.400 0.375 8.0% 0.119 2.6% 69% False False 2,693
20 4.775 4.194 0.581 12.5% 0.118 2.5% 80% False False 2,359
40 4.775 4.095 0.680 14.6% 0.116 2.5% 83% False False 2,103
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.292
2.618 5.052
1.618 4.905
1.000 4.814
0.618 4.758
HIGH 4.667
0.618 4.611
0.500 4.594
0.382 4.576
LOW 4.520
0.618 4.429
1.000 4.373
1.618 4.282
2.618 4.135
4.250 3.895
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 4.637 4.627
PP 4.615 4.595
S1 4.594 4.564

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.