NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 4.281 4.372 0.091 2.1% 4.343
High 4.380 4.378 -0.002 0.0% 4.476
Low 4.250 4.276 0.026 0.6% 4.186
Close 4.354 4.315 -0.039 -0.9% 4.263
Range 0.130 0.102 -0.028 -21.5% 0.290
ATR 0.136 0.133 -0.002 -1.8% 0.000
Volume 85,747 89,429 3,682 4.3% 283,061
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.629 4.574 4.371
R3 4.527 4.472 4.343
R2 4.425 4.425 4.334
R1 4.370 4.370 4.324 4.347
PP 4.323 4.323 4.323 4.311
S1 4.268 4.268 4.306 4.245
S2 4.221 4.221 4.296
S3 4.119 4.166 4.287
S4 4.017 4.064 4.259
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.178 5.011 4.423
R3 4.888 4.721 4.343
R2 4.598 4.598 4.316
R1 4.431 4.431 4.290 4.370
PP 4.308 4.308 4.308 4.278
S1 4.141 4.141 4.236 4.080
S2 4.018 4.018 4.210
S3 3.728 3.851 4.183
S4 3.438 3.561 4.104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.380 4.186 0.194 4.5% 0.117 2.7% 66% False False 75,217
10 4.628 4.186 0.442 10.2% 0.125 2.9% 29% False False 61,998
20 5.000 4.186 0.814 18.9% 0.140 3.2% 16% False False 58,804
40 5.000 4.186 0.814 18.9% 0.141 3.3% 16% False False 43,086
60 5.000 4.186 0.814 18.9% 0.131 3.0% 16% False False 34,781
80 5.000 4.050 0.950 22.0% 0.132 3.1% 28% False False 28,777
100 5.000 3.994 1.006 23.3% 0.127 2.9% 32% False False 24,236
120 5.000 3.994 1.006 23.3% 0.124 2.9% 32% False False 20,936
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.812
2.618 4.645
1.618 4.543
1.000 4.480
0.618 4.441
HIGH 4.378
0.618 4.339
0.500 4.327
0.382 4.315
LOW 4.276
0.618 4.213
1.000 4.174
1.618 4.111
2.618 4.009
4.250 3.843
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 4.327 4.306
PP 4.323 4.296
S1 4.319 4.287

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.