NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 4.364 4.262 -0.102 -2.3% 4.222
High 4.395 4.294 -0.101 -2.3% 4.499
Low 4.212 4.219 0.007 0.2% 4.212
Close 4.243 4.275 0.032 0.8% 4.275
Range 0.183 0.075 -0.108 -59.0% 0.287
ATR 0.146 0.141 -0.005 -3.5% 0.000
Volume 24,186 35,652 11,466 47.4% 139,867
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.488 4.456 4.316
R3 4.413 4.381 4.296
R2 4.338 4.338 4.289
R1 4.306 4.306 4.282 4.322
PP 4.263 4.263 4.263 4.271
S1 4.231 4.231 4.268 4.247
S2 4.188 4.188 4.261
S3 4.113 4.156 4.254
S4 4.038 4.081 4.234
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.190 5.019 4.433
R3 4.903 4.732 4.354
R2 4.616 4.616 4.328
R1 4.445 4.445 4.301 4.531
PP 4.329 4.329 4.329 4.371
S1 4.158 4.158 4.249 4.244
S2 4.042 4.042 4.222
S3 3.755 3.871 4.196
S4 3.468 3.584 4.117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.499 4.212 0.287 6.7% 0.132 3.1% 22% False False 27,973
10 4.861 4.212 0.649 15.2% 0.134 3.1% 10% False False 33,490
20 5.011 4.212 0.799 18.7% 0.146 3.4% 8% False False 41,450
40 5.011 4.212 0.799 18.7% 0.140 3.3% 8% False False 29,529
60 5.011 4.208 0.803 18.8% 0.132 3.1% 8% False False 23,596
80 5.011 4.011 1.000 23.4% 0.130 3.1% 26% False False 20,213
100 5.011 4.011 1.000 23.4% 0.125 2.9% 26% False False 17,239
120 5.011 4.011 1.000 23.4% 0.123 2.9% 26% False False 14,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.613
2.618 4.490
1.618 4.415
1.000 4.369
0.618 4.340
HIGH 4.294
0.618 4.265
0.500 4.257
0.382 4.248
LOW 4.219
0.618 4.173
1.000 4.144
1.618 4.098
2.618 4.023
4.250 3.900
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 4.269 4.356
PP 4.263 4.329
S1 4.257 4.302

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.