NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 3.932 3.933 0.001 0.0% 3.911
High 3.982 3.996 0.014 0.4% 4.143
Low 3.892 3.843 -0.049 -1.3% 3.855
Close 3.933 3.892 -0.041 -1.0% 4.060
Range 0.090 0.153 0.063 70.0% 0.288
ATR 0.128 0.129 0.002 1.4% 0.000
Volume 86,732 124,275 37,543 43.3% 582,764
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.369 4.284 3.976
R3 4.216 4.131 3.934
R2 4.063 4.063 3.920
R1 3.978 3.978 3.906 3.944
PP 3.910 3.910 3.910 3.894
S1 3.825 3.825 3.878 3.791
S2 3.757 3.757 3.864
S3 3.604 3.672 3.850
S4 3.451 3.519 3.808
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.883 4.760 4.218
R3 4.595 4.472 4.139
R2 4.307 4.307 4.113
R1 4.184 4.184 4.086 4.246
PP 4.019 4.019 4.019 4.050
S1 3.896 3.896 4.034 3.958
S2 3.731 3.731 4.007
S3 3.443 3.608 3.981
S4 3.155 3.320 3.902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.140 3.843 0.297 7.6% 0.116 3.0% 16% False True 102,290
10 4.143 3.843 0.300 7.7% 0.123 3.2% 16% False True 110,559
20 4.445 3.843 0.602 15.5% 0.117 3.0% 8% False True 97,489
40 4.586 3.843 0.743 19.1% 0.127 3.3% 7% False True 70,511
60 5.011 3.843 1.168 30.0% 0.134 3.4% 4% False True 60,339
80 5.011 3.843 1.168 30.0% 0.133 3.4% 4% False True 49,406
100 5.011 3.843 1.168 30.0% 0.130 3.3% 4% False True 41,940
120 5.011 3.843 1.168 30.0% 0.129 3.3% 4% False True 36,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
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 4.646
2.618 4.397
1.618 4.244
1.000 4.149
0.618 4.091
HIGH 3.996
0.618 3.938
0.500 3.920
0.382 3.901
LOW 3.843
0.618 3.748
1.000 3.690
1.618 3.595
2.618 3.442
4.250 3.193
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 3.920 3.943
PP 3.910 3.926
S1 3.901 3.909

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.