NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 4.539 4.465 -0.074 -1.6% 4.589
High 4.552 4.606 0.054 1.2% 4.671
Low 4.462 4.443 -0.019 -0.4% 4.443
Close 4.467 4.576 0.109 2.4% 4.576
Range 0.090 0.163 0.073 81.1% 0.228
ATR 0.111 0.115 0.004 3.4% 0.000
Volume 3,799 8,360 4,561 120.1% 34,362
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.031 4.966 4.666
R3 4.868 4.803 4.621
R2 4.705 4.705 4.606
R1 4.640 4.640 4.591 4.673
PP 4.542 4.542 4.542 4.558
S1 4.477 4.477 4.561 4.510
S2 4.379 4.379 4.546
S3 4.216 4.314 4.531
S4 4.053 4.151 4.486
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.247 5.140 4.701
R3 5.019 4.912 4.639
R2 4.791 4.791 4.618
R1 4.684 4.684 4.597 4.624
PP 4.563 4.563 4.563 4.533
S1 4.456 4.456 4.555 4.396
S2 4.335 4.335 4.534
S3 4.107 4.228 4.513
S4 3.879 4.000 4.451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.671 4.443 0.228 5.0% 0.116 2.5% 58% False True 6,872
10 4.671 4.443 0.228 5.0% 0.110 2.4% 58% False True 9,718
20 5.015 4.443 0.572 12.5% 0.114 2.5% 23% False True 11,007
40 5.015 4.443 0.572 12.5% 0.110 2.4% 23% False True 9,152
60 5.015 4.243 0.772 16.9% 0.110 2.4% 43% False False 7,826
80 5.015 4.243 0.772 16.9% 0.101 2.2% 43% False False 6,646
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 11 trading days
Fibonacci Retracements and Extensions
4.250 5.299
2.618 5.033
1.618 4.870
1.000 4.769
0.618 4.707
HIGH 4.606
0.618 4.544
0.500 4.525
0.382 4.505
LOW 4.443
0.618 4.342
1.000 4.280
1.618 4.179
2.618 4.016
4.250 3.750
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 4.559 4.559
PP 4.542 4.542
S1 4.525 4.525

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.