NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 4.643 4.562 -0.081 -1.7% 4.510
High 4.689 4.730 0.041 0.9% 4.730
Low 4.522 4.540 0.018 0.4% 4.450
Close 4.551 4.722 0.171 3.8% 4.722
Range 0.167 0.190 0.023 13.8% 0.280
ATR 0.119 0.124 0.005 4.3% 0.000
Volume 25,731 25,398 -333 -1.3% 101,064
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.234 5.168 4.827
R3 5.044 4.978 4.774
R2 4.854 4.854 4.757
R1 4.788 4.788 4.739 4.821
PP 4.664 4.664 4.664 4.681
S1 4.598 4.598 4.705 4.631
S2 4.474 4.474 4.687
S3 4.284 4.408 4.670
S4 4.094 4.218 4.618
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.474 5.378 4.876
R3 5.194 5.098 4.799
R2 4.914 4.914 4.773
R1 4.818 4.818 4.748 4.866
PP 4.634 4.634 4.634 4.658
S1 4.538 4.538 4.696 4.586
S2 4.354 4.354 4.671
S3 4.074 4.258 4.645
S4 3.794 3.978 4.568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.730 4.450 0.280 5.9% 0.122 2.6% 97% True False 20,212
10 4.730 4.140 0.590 12.5% 0.132 2.8% 99% True False 18,295
20 4.730 4.051 0.679 14.4% 0.124 2.6% 99% True False 17,397
40 4.730 4.051 0.679 14.4% 0.112 2.4% 99% True False 15,922
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 0.032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.538
2.618 5.227
1.618 5.037
1.000 4.920
0.618 4.847
HIGH 4.730
0.618 4.657
0.500 4.635
0.382 4.613
LOW 4.540
0.618 4.423
1.000 4.350
1.618 4.233
2.618 4.043
4.250 3.733
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 4.693 4.690
PP 4.664 4.658
S1 4.635 4.626

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.