NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 4.508 4.222 -0.286 -6.3% 4.844
High 4.508 4.433 -0.075 -1.7% 4.861
Low 4.381 4.260 -0.121 -2.8% 4.381
Close 4.386 4.380 -0.006 -0.1% 4.386
Range 0.127 0.173 0.046 36.2% 0.480
ATR 0.146 0.148 0.002 1.3% 0.000
Volume 27,104 26,626 -478 -1.8% 195,042
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.877 4.801 4.475
R3 4.704 4.628 4.428
R2 4.531 4.531 4.412
R1 4.455 4.455 4.396 4.493
PP 4.358 4.358 4.358 4.377
S1 4.282 4.282 4.364 4.320
S2 4.185 4.185 4.348
S3 4.012 4.109 4.332
S4 3.839 3.936 4.285
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.983 5.664 4.650
R3 5.503 5.184 4.518
R2 5.023 5.023 4.474
R1 4.704 4.704 4.430 4.624
PP 4.543 4.543 4.543 4.502
S1 4.224 4.224 4.342 4.144
S2 4.063 4.063 4.298
S3 3.583 3.744 4.254
S4 3.103 3.264 4.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.713 4.260 0.453 10.3% 0.132 3.0% 26% False True 32,966
10 5.011 4.260 0.751 17.1% 0.160 3.7% 16% False True 50,109
20 5.011 4.260 0.751 17.1% 0.150 3.4% 16% False True 38,590
40 5.011 4.219 0.792 18.1% 0.139 3.2% 20% False False 27,501
60 5.011 4.208 0.803 18.3% 0.134 3.1% 21% False False 22,301
80 5.011 4.011 1.000 22.8% 0.131 3.0% 37% False False 19,163
100 5.011 4.011 1.000 22.8% 0.124 2.8% 37% False False 16,231
120 5.011 4.011 1.000 22.8% 0.122 2.8% 37% False False 13,985
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.168
2.618 4.886
1.618 4.713
1.000 4.606
0.618 4.540
HIGH 4.433
0.618 4.367
0.500 4.347
0.382 4.326
LOW 4.260
0.618 4.153
1.000 4.087
1.618 3.980
2.618 3.807
4.250 3.525
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 4.369 4.456
PP 4.358 4.431
S1 4.347 4.405

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.