NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 4.402 4.455 0.053 1.2% 4.478
High 4.492 4.487 -0.005 -0.1% 4.572
Low 4.348 4.375 0.027 0.6% 4.260
Close 4.447 4.473 0.026 0.6% 4.385
Range 0.144 0.112 -0.032 -22.2% 0.312
ATR 0.121 0.120 -0.001 -0.5% 0.000
Volume 25,649 25,979 330 1.3% 116,049
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.781 4.739 4.535
R3 4.669 4.627 4.504
R2 4.557 4.557 4.494
R1 4.515 4.515 4.483 4.536
PP 4.445 4.445 4.445 4.456
S1 4.403 4.403 4.463 4.424
S2 4.333 4.333 4.452
S3 4.221 4.291 4.442
S4 4.109 4.179 4.411
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.342 5.175 4.557
R3 5.030 4.863 4.471
R2 4.718 4.718 4.442
R1 4.551 4.551 4.414 4.479
PP 4.406 4.406 4.406 4.369
S1 4.239 4.239 4.356 4.167
S2 4.094 4.094 4.328
S3 3.782 3.927 4.299
S4 3.470 3.615 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.535 4.260 0.275 6.1% 0.129 2.9% 77% False False 30,976
10 4.590 4.260 0.330 7.4% 0.124 2.8% 65% False False 21,795
20 4.863 4.260 0.603 13.5% 0.113 2.5% 35% False False 17,086
40 5.106 4.260 0.846 18.9% 0.118 2.6% 25% False False 15,511
60 5.106 4.260 0.846 18.9% 0.115 2.6% 25% False False 14,023
80 5.106 4.260 0.846 18.9% 0.112 2.5% 25% False False 12,282
100 5.106 4.243 0.863 19.3% 0.111 2.5% 27% False False 10,679
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.963
2.618 4.780
1.618 4.668
1.000 4.599
0.618 4.556
HIGH 4.487
0.618 4.444
0.500 4.431
0.382 4.418
LOW 4.375
0.618 4.306
1.000 4.263
1.618 4.194
2.618 4.082
4.250 3.899
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 4.459 4.449
PP 4.445 4.425
S1 4.431 4.401

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.