NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 4.340 4.318 -0.022 -0.5% 4.525
High 4.379 4.339 -0.040 -0.9% 4.586
Low 4.300 4.200 -0.100 -2.3% 4.334
Close 4.318 4.244 -0.074 -1.7% 4.370
Range 0.079 0.139 0.060 75.9% 0.252
ATR 0.130 0.131 0.001 0.5% 0.000
Volume 81,736 107,849 26,113 31.9% 284,908
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.678 4.600 4.320
R3 4.539 4.461 4.282
R2 4.400 4.400 4.269
R1 4.322 4.322 4.257 4.292
PP 4.261 4.261 4.261 4.246
S1 4.183 4.183 4.231 4.153
S2 4.122 4.122 4.219
S3 3.983 4.044 4.206
S4 3.844 3.905 4.168
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.186 5.030 4.509
R3 4.934 4.778 4.439
R2 4.682 4.682 4.416
R1 4.526 4.526 4.393 4.478
PP 4.430 4.430 4.430 4.406
S1 4.274 4.274 4.347 4.226
S2 4.178 4.178 4.324
S3 3.926 4.022 4.301
S4 3.674 3.770 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.445 4.200 0.245 5.8% 0.106 2.5% 18% False True 73,509
10 4.586 4.200 0.386 9.1% 0.128 3.0% 11% False True 67,283
20 4.586 4.067 0.519 12.2% 0.134 3.2% 34% False False 55,978
40 5.011 4.067 0.944 22.2% 0.138 3.2% 19% False False 48,159
60 5.011 4.067 0.944 22.2% 0.138 3.3% 19% False False 38,508
80 5.011 4.067 0.944 22.2% 0.131 3.1% 19% False False 31,988
100 5.011 4.067 0.944 22.2% 0.131 3.1% 19% False False 27,728
120 5.011 4.011 1.000 23.6% 0.127 3.0% 23% False False 24,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.930
2.618 4.703
1.618 4.564
1.000 4.478
0.618 4.425
HIGH 4.339
0.618 4.286
0.500 4.270
0.382 4.253
LOW 4.200
0.618 4.114
1.000 4.061
1.618 3.975
2.618 3.836
4.250 3.609
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 4.270 4.290
PP 4.261 4.274
S1 4.253 4.259

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.