NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 4.266 4.232 -0.034 -0.8% 4.494
High 4.291 4.244 -0.047 -1.1% 4.540
Low 4.195 4.062 -0.133 -3.2% 4.266
Close 4.222 4.090 -0.132 -3.1% 4.272
Range 0.096 0.182 0.086 89.6% 0.274
ATR 0.108 0.114 0.005 4.8% 0.000
Volume 33,567 40,963 7,396 22.0% 103,409
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.678 4.566 4.190
R3 4.496 4.384 4.140
R2 4.314 4.314 4.123
R1 4.202 4.202 4.107 4.167
PP 4.132 4.132 4.132 4.115
S1 4.020 4.020 4.073 3.985
S2 3.950 3.950 4.057
S3 3.768 3.838 4.040
S4 3.586 3.656 3.990
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.181 5.001 4.423
R3 4.907 4.727 4.347
R2 4.633 4.633 4.322
R1 4.453 4.453 4.297 4.406
PP 4.359 4.359 4.359 4.336
S1 4.179 4.179 4.247 4.132
S2 4.085 4.085 4.222
S3 3.811 3.905 4.197
S4 3.537 3.631 4.121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.354 4.062 0.292 7.1% 0.103 2.5% 10% False True 31,016
10 4.556 4.062 0.494 12.1% 0.099 2.4% 6% False True 25,168
20 4.697 4.062 0.635 15.5% 0.112 2.7% 4% False True 25,172
40 5.106 4.062 1.044 25.5% 0.118 2.9% 3% False True 20,341
60 5.106 4.062 1.044 25.5% 0.115 2.8% 3% False True 17,788
80 5.106 4.062 1.044 25.5% 0.113 2.8% 3% False True 15,845
100 5.106 4.062 1.044 25.5% 0.113 2.8% 3% False True 14,027
120 5.106 4.062 1.044 25.5% 0.110 2.7% 3% False True 12,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.018
2.618 4.720
1.618 4.538
1.000 4.426
0.618 4.356
HIGH 4.244
0.618 4.174
0.500 4.153
0.382 4.132
LOW 4.062
0.618 3.950
1.000 3.880
1.618 3.768
2.618 3.586
4.250 3.289
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 4.153 4.201
PP 4.132 4.164
S1 4.111 4.127

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.