NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 4.504 4.605 0.101 2.2% 4.510
High 4.607 4.659 0.052 1.1% 4.730
Low 4.499 4.448 -0.051 -1.1% 4.450
Close 4.590 4.617 0.027 0.6% 4.722
Range 0.108 0.211 0.103 95.4% 0.280
ATR 0.127 0.133 0.006 4.7% 0.000
Volume 22,925 20,482 -2,443 -10.7% 101,064
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.208 5.123 4.733
R3 4.997 4.912 4.675
R2 4.786 4.786 4.656
R1 4.701 4.701 4.636 4.744
PP 4.575 4.575 4.575 4.596
S1 4.490 4.490 4.598 4.533
S2 4.364 4.364 4.578
S3 4.153 4.279 4.559
S4 3.942 4.068 4.501
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 4.770 4.448 0.322 7.0% 0.165 3.6% 52% False True 23,120
10 4.770 4.422 0.348 7.5% 0.133 2.9% 56% False False 21,434
20 4.770 4.051 0.719 15.6% 0.133 2.9% 79% False False 18,334
40 4.770 4.051 0.719 15.6% 0.119 2.6% 79% False False 16,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.556
2.618 5.211
1.618 5.000
1.000 4.870
0.618 4.789
HIGH 4.659
0.618 4.578
0.500 4.554
0.382 4.529
LOW 4.448
0.618 4.318
1.000 4.237
1.618 4.107
2.618 3.896
4.250 3.551
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 4.596 4.601
PP 4.575 4.585
S1 4.554 4.569

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.