NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 4.554 4.564 0.010 0.2% 4.370
High 4.597 4.610 0.013 0.3% 4.589
Low 4.513 4.514 0.001 0.0% 4.269
Close 4.558 4.522 -0.036 -0.8% 4.581
Range 0.084 0.096 0.012 14.3% 0.320
ATR 0.119 0.117 -0.002 -1.4% 0.000
Volume 10,882 13,248 2,366 21.7% 53,917
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.837 4.775 4.575
R3 4.741 4.679 4.548
R2 4.645 4.645 4.540
R1 4.583 4.583 4.531 4.566
PP 4.549 4.549 4.549 4.540
S1 4.487 4.487 4.513 4.470
S2 4.453 4.453 4.504
S3 4.357 4.391 4.496
S4 4.261 4.295 4.469
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.440 5.330 4.757
R3 5.120 5.010 4.669
R2 4.800 4.800 4.640
R1 4.690 4.690 4.610 4.745
PP 4.480 4.480 4.480 4.507
S1 4.370 4.370 4.552 4.425
S2 4.160 4.160 4.522
S3 3.840 4.050 4.493
S4 3.520 3.730 4.405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.618 4.430 0.188 4.2% 0.098 2.2% 49% False False 14,295
10 4.618 4.252 0.366 8.1% 0.115 2.5% 74% False False 15,012
20 4.618 4.193 0.425 9.4% 0.116 2.6% 77% False False 17,195
40 4.719 3.994 0.725 16.0% 0.121 2.7% 73% False False 13,423
60 4.719 3.994 0.725 16.0% 0.116 2.6% 73% False False 10,760
80 4.896 3.994 0.902 19.9% 0.116 2.6% 59% False False 9,097
100 4.896 3.994 0.902 19.9% 0.116 2.6% 59% False False 7,685
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.018
2.618 4.861
1.618 4.765
1.000 4.706
0.618 4.669
HIGH 4.610
0.618 4.573
0.500 4.562
0.382 4.551
LOW 4.514
0.618 4.455
1.000 4.418
1.618 4.359
2.618 4.263
4.250 4.106
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 4.562 4.566
PP 4.549 4.551
S1 4.535 4.537

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.