NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 4.245 4.237 -0.008 -0.2% 4.095
High 4.339 4.317 -0.022 -0.5% 4.249
Low 4.214 4.140 -0.074 -1.8% 4.053
Close 4.235 4.280 0.045 1.1% 4.202
Range 0.125 0.177 0.052 41.6% 0.196
ATR 0.115 0.119 0.004 3.9% 0.000
Volume 13,188 13,524 336 2.5% 78,102
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.777 4.705 4.377
R3 4.600 4.528 4.329
R2 4.423 4.423 4.312
R1 4.351 4.351 4.296 4.387
PP 4.246 4.246 4.246 4.264
S1 4.174 4.174 4.264 4.210
S2 4.069 4.069 4.248
S3 3.892 3.997 4.231
S4 3.715 3.820 4.183
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.756 4.675 4.310
R3 4.560 4.479 4.256
R2 4.364 4.364 4.238
R1 4.283 4.283 4.220 4.324
PP 4.168 4.168 4.168 4.188
S1 4.087 4.087 4.184 4.128
S2 3.972 3.972 4.166
S3 3.776 3.891 4.148
S4 3.580 3.695 4.094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.339 4.116 0.223 5.2% 0.128 3.0% 74% False False 15,467
10 4.339 4.051 0.288 6.7% 0.116 2.7% 80% False False 15,859
20 4.380 4.051 0.329 7.7% 0.115 2.7% 70% False False 14,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.069
2.618 4.780
1.618 4.603
1.000 4.494
0.618 4.426
HIGH 4.317
0.618 4.249
0.500 4.229
0.382 4.208
LOW 4.140
0.618 4.031
1.000 3.963
1.618 3.854
2.618 3.677
4.250 3.388
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 4.263 4.265
PP 4.246 4.250
S1 4.229 4.235

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.