NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 4.225 4.411 0.186 4.4% 4.171
High 4.410 4.438 0.028 0.6% 4.438
Low 4.190 4.349 0.159 3.8% 4.061
Close 4.405 4.422 0.017 0.4% 4.422
Range 0.220 0.089 -0.131 -59.5% 0.377
ATR 0.126 0.124 -0.003 -2.1% 0.000
Volume 11,204 11,689 485 4.3% 49,680
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.670 4.635 4.471
R3 4.581 4.546 4.446
R2 4.492 4.492 4.438
R1 4.457 4.457 4.430 4.475
PP 4.403 4.403 4.403 4.412
S1 4.368 4.368 4.414 4.386
S2 4.314 4.314 4.406
S3 4.225 4.279 4.398
S4 4.136 4.190 4.373
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.438 5.307 4.629
R3 5.061 4.930 4.526
R2 4.684 4.684 4.491
R1 4.553 4.553 4.457 4.619
PP 4.307 4.307 4.307 4.340
S1 4.176 4.176 4.387 4.242
S2 3.930 3.930 4.353
S3 3.553 3.799 4.318
S4 3.176 3.422 4.215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.438 4.061 0.377 8.5% 0.144 3.3% 96% True False 9,936
10 4.438 3.999 0.439 9.9% 0.132 3.0% 96% True False 9,894
20 4.438 3.994 0.444 10.0% 0.124 2.8% 96% True False 7,857
40 4.896 3.994 0.902 20.4% 0.113 2.6% 47% False False 6,631
60 4.896 3.994 0.902 20.4% 0.112 2.5% 47% False False 5,377
80 4.896 3.994 0.902 20.4% 0.113 2.6% 47% False False 4,560
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.033
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.816
2.618 4.671
1.618 4.582
1.000 4.527
0.618 4.493
HIGH 4.438
0.618 4.404
0.500 4.394
0.382 4.383
LOW 4.349
0.618 4.294
1.000 4.260
1.618 4.205
2.618 4.116
4.250 3.971
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 4.413 4.383
PP 4.403 4.344
S1 4.394 4.305

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.