NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 4.995 4.952 -0.043 -0.9% 5.150
High 5.037 4.992 -0.045 -0.9% 5.283
Low 4.947 4.921 -0.026 -0.5% 4.900
Close 4.967 4.975 0.008 0.2% 5.119
Range 0.090 0.071 -0.019 -21.1% 0.383
ATR 0.126 0.122 -0.004 -3.1% 0.000
Volume 12,606 6,004 -6,602 -52.4% 64,497
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.176 5.146 5.014
R3 5.105 5.075 4.995
R2 5.034 5.034 4.988
R1 5.004 5.004 4.982 5.019
PP 4.963 4.963 4.963 4.970
S1 4.933 4.933 4.968 4.948
S2 4.892 4.892 4.962
S3 4.821 4.862 4.955
S4 4.750 4.791 4.936
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.250 6.067 5.330
R3 5.867 5.684 5.224
R2 5.484 5.484 5.189
R1 5.301 5.301 5.154 5.201
PP 5.101 5.101 5.101 5.051
S1 4.918 4.918 5.084 4.818
S2 4.718 4.718 5.049
S3 4.335 4.535 5.014
S4 3.952 4.152 4.908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.283 4.900 0.383 7.7% 0.160 3.2% 20% False False 10,676
10 5.283 4.900 0.383 7.7% 0.128 2.6% 20% False False 11,801
20 5.283 4.670 0.613 12.3% 0.119 2.4% 50% False False 9,048
40 5.283 4.670 0.613 12.3% 0.113 2.3% 50% False False 7,803
60 5.283 4.670 0.613 12.3% 0.111 2.2% 50% False False 6,924
80 5.283 4.511 0.772 15.5% 0.109 2.2% 60% False False 5,979
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 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.294
2.618 5.178
1.618 5.107
1.000 5.063
0.618 5.036
HIGH 4.992
0.618 4.965
0.500 4.957
0.382 4.948
LOW 4.921
0.618 4.877
1.000 4.850
1.618 4.806
2.618 4.735
4.250 4.619
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 4.969 5.039
PP 4.963 5.017
S1 4.957 4.996

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.