NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 4.162 3.989 -0.173 -4.2% 4.043
High 4.166 4.055 -0.111 -2.7% 4.243
Low 3.966 3.959 -0.007 -0.2% 3.903
Close 3.990 4.043 0.053 1.3% 3.990
Range 0.200 0.096 -0.104 -52.0% 0.340
ATR 0.127 0.125 -0.002 -1.7% 0.000
Volume 33,240 40,069 6,829 20.5% 177,809
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.307 4.271 4.096
R3 4.211 4.175 4.069
R2 4.115 4.115 4.061
R1 4.079 4.079 4.052 4.097
PP 4.019 4.019 4.019 4.028
S1 3.983 3.983 4.034 4.001
S2 3.923 3.923 4.025
S3 3.827 3.887 4.017
S4 3.731 3.791 3.990
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.065 4.868 4.177
R3 4.725 4.528 4.084
R2 4.385 4.385 4.052
R1 4.188 4.188 4.021 4.117
PP 4.045 4.045 4.045 4.010
S1 3.848 3.848 3.959 3.777
S2 3.705 3.705 3.928
S3 3.365 3.508 3.897
S4 3.025 3.168 3.803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.243 3.903 0.340 8.4% 0.157 3.9% 41% False False 37,248
10 4.243 3.903 0.340 8.4% 0.135 3.3% 41% False False 36,678
20 4.306 3.903 0.403 10.0% 0.122 3.0% 35% False False 43,994
40 4.697 3.903 0.794 19.6% 0.117 2.9% 18% False False 36,815
60 4.993 3.903 1.090 27.0% 0.117 2.9% 13% False False 30,076
80 5.106 3.903 1.203 29.8% 0.117 2.9% 12% False False 25,993
100 5.106 3.903 1.203 29.8% 0.116 2.9% 12% False False 22,951
120 5.106 3.903 1.203 29.8% 0.114 2.8% 12% False False 20,270
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.033
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.463
2.618 4.306
1.618 4.210
1.000 4.151
0.618 4.114
HIGH 4.055
0.618 4.018
0.500 4.007
0.382 3.996
LOW 3.959
0.618 3.900
1.000 3.863
1.618 3.804
2.618 3.708
4.250 3.551
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 4.031 4.101
PP 4.019 4.082
S1 4.007 4.062

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.