NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 4.662 4.673 0.011 0.2% 4.454
High 4.679 4.708 0.029 0.6% 4.679
Low 4.594 4.628 0.034 0.7% 4.345
Close 4.667 4.646 -0.021 -0.4% 4.667
Range 0.085 0.080 -0.005 -5.9% 0.334
ATR 0.107 0.105 -0.002 -1.8% 0.000
Volume 5,791 6,040 249 4.3% 20,015
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.901 4.853 4.690
R3 4.821 4.773 4.668
R2 4.741 4.741 4.661
R1 4.693 4.693 4.653 4.677
PP 4.661 4.661 4.661 4.653
S1 4.613 4.613 4.639 4.597
S2 4.581 4.581 4.631
S3 4.501 4.533 4.624
S4 4.421 4.453 4.602
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.566 5.450 4.851
R3 5.232 5.116 4.759
R2 4.898 4.898 4.728
R1 4.782 4.782 4.698 4.840
PP 4.564 4.564 4.564 4.593
S1 4.448 4.448 4.636 4.506
S2 4.230 4.230 4.606
S3 3.896 4.114 4.575
S4 3.562 3.780 4.483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.708 4.345 0.363 7.8% 0.118 2.5% 83% True False 4,613
10 4.708 4.307 0.401 8.6% 0.108 2.3% 85% True False 4,485
20 4.708 4.243 0.465 10.0% 0.106 2.3% 87% True False 4,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.031
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.048
2.618 4.917
1.618 4.837
1.000 4.788
0.618 4.757
HIGH 4.708
0.618 4.677
0.500 4.668
0.382 4.659
LOW 4.628
0.618 4.579
1.000 4.548
1.618 4.499
2.618 4.419
4.250 4.288
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 4.668 4.630
PP 4.661 4.613
S1 4.653 4.597

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.