NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 4.373 4.386 0.013 0.3% 4.540
High 4.454 4.440 -0.014 -0.3% 4.600
Low 4.355 4.327 -0.028 -0.6% 4.355
Close 4.385 4.368 -0.017 -0.4% 4.385
Range 0.099 0.113 0.014 14.1% 0.245
ATR 0.135 0.133 -0.002 -1.2% 0.000
Volume 40,174 26,379 -13,795 -34.3% 208,518
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.717 4.656 4.430
R3 4.604 4.543 4.399
R2 4.491 4.491 4.389
R1 4.430 4.430 4.378 4.404
PP 4.378 4.378 4.378 4.366
S1 4.317 4.317 4.358 4.291
S2 4.265 4.265 4.347
S3 4.152 4.204 4.337
S4 4.039 4.091 4.306
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.182 5.028 4.520
R3 4.937 4.783 4.452
R2 4.692 4.692 4.430
R1 4.538 4.538 4.407 4.493
PP 4.447 4.447 4.447 4.424
S1 4.293 4.293 4.363 4.248
S2 4.202 4.202 4.340
S3 3.957 4.048 4.318
S4 3.712 3.803 4.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.584 4.327 0.257 5.9% 0.130 3.0% 16% False True 36,278
10 4.600 4.230 0.370 8.5% 0.130 3.0% 37% False False 38,328
20 4.600 4.110 0.490 11.2% 0.130 3.0% 53% False False 36,111
40 5.010 4.110 0.900 20.6% 0.137 3.1% 29% False False 34,698
60 5.010 4.110 0.900 20.6% 0.135 3.1% 29% False False 30,539
80 5.010 4.110 0.900 20.6% 0.130 3.0% 29% False False 27,764
100 5.010 4.051 0.959 22.0% 0.129 3.0% 33% False False 25,859
120 5.010 4.051 0.959 22.0% 0.125 2.9% 33% False False 24,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.920
2.618 4.736
1.618 4.623
1.000 4.553
0.618 4.510
HIGH 4.440
0.618 4.397
0.500 4.384
0.382 4.370
LOW 4.327
0.618 4.257
1.000 4.214
1.618 4.144
2.618 4.031
4.250 3.847
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 4.384 4.450
PP 4.378 4.422
S1 4.373 4.395

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.