NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 4.677 4.542 -0.135 -2.9% 4.863
High 4.687 4.542 -0.145 -3.1% 4.880
Low 4.510 4.418 -0.092 -2.0% 4.418
Close 4.513 4.424 -0.089 -2.0% 4.424
Range 0.177 0.124 -0.053 -29.9% 0.462
ATR 0.147 0.145 -0.002 -1.1% 0.000
Volume 23,866 32,586 8,720 36.5% 138,143
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.833 4.753 4.492
R3 4.709 4.629 4.458
R2 4.585 4.585 4.447
R1 4.505 4.505 4.435 4.483
PP 4.461 4.461 4.461 4.451
S1 4.381 4.381 4.413 4.359
S2 4.337 4.337 4.401
S3 4.213 4.257 4.390
S4 4.089 4.133 4.356
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.960 5.654 4.678
R3 5.498 5.192 4.551
R2 5.036 5.036 4.509
R1 4.730 4.730 4.466 4.652
PP 4.574 4.574 4.574 4.535
S1 4.268 4.268 4.382 4.190
S2 4.112 4.112 4.339
S3 3.650 3.806 4.297
S4 3.188 3.344 4.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.880 4.418 0.462 10.4% 0.133 3.0% 1% False True 27,628
10 5.010 4.418 0.592 13.4% 0.155 3.5% 1% False True 35,264
20 5.010 4.270 0.740 16.7% 0.149 3.4% 21% False False 31,829
40 5.010 4.270 0.740 16.7% 0.136 3.1% 21% False False 26,923
60 5.010 4.256 0.754 17.0% 0.133 3.0% 22% False False 25,082
80 5.010 4.051 0.959 21.7% 0.130 2.9% 39% False False 22,982
100 5.010 4.051 0.959 21.7% 0.123 2.8% 39% False False 21,241
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.069
2.618 4.867
1.618 4.743
1.000 4.666
0.618 4.619
HIGH 4.542
0.618 4.495
0.500 4.480
0.382 4.465
LOW 4.418
0.618 4.341
1.000 4.294
1.618 4.217
2.618 4.093
4.250 3.891
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 4.480 4.555
PP 4.461 4.511
S1 4.443 4.468

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.