NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 4.642 4.611 -0.031 -0.7% 4.792
High 4.691 4.638 -0.053 -1.1% 5.000
Low 4.594 4.555 -0.039 -0.8% 4.601
Close 4.613 4.611 -0.002 0.0% 4.789
Range 0.097 0.083 -0.014 -14.4% 0.399
ATR 0.150 0.145 -0.005 -3.2% 0.000
Volume 58,543 44,371 -14,172 -24.2% 295,288
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.850 4.814 4.657
R3 4.767 4.731 4.634
R2 4.684 4.684 4.626
R1 4.648 4.648 4.619 4.653
PP 4.601 4.601 4.601 4.604
S1 4.565 4.565 4.603 4.570
S2 4.518 4.518 4.596
S3 4.435 4.482 4.588
S4 4.352 4.399 4.565
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.994 5.790 5.008
R3 5.595 5.391 4.899
R2 5.196 5.196 4.862
R1 4.992 4.992 4.826 4.895
PP 4.797 4.797 4.797 4.748
S1 4.593 4.593 4.752 4.496
S2 4.398 4.398 4.716
S3 3.999 4.194 4.679
S4 3.600 3.795 4.570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.000 4.555 0.445 9.7% 0.179 3.9% 13% False True 61,144
10 5.000 4.555 0.445 9.7% 0.154 3.3% 13% False True 55,611
20 5.000 4.192 0.808 17.5% 0.143 3.1% 52% False False 40,227
40 5.000 4.192 0.808 17.5% 0.137 3.0% 52% False False 31,379
60 5.000 4.192 0.808 17.5% 0.134 2.9% 52% False False 26,365
80 5.000 3.994 1.006 21.8% 0.132 2.9% 61% False False 21,761
100 5.000 3.994 1.006 21.8% 0.126 2.7% 61% False False 18,490
120 5.000 3.994 1.006 21.8% 0.123 2.7% 61% False False 15,911
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 0.034
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.991
2.618 4.855
1.618 4.772
1.000 4.721
0.618 4.689
HIGH 4.638
0.618 4.606
0.500 4.597
0.382 4.587
LOW 4.555
0.618 4.504
1.000 4.472
1.618 4.421
2.618 4.338
4.250 4.202
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 4.606 4.698
PP 4.601 4.669
S1 4.597 4.640

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.