NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 4.037 3.926 -0.111 -2.7% 3.990
High 4.047 3.986 -0.061 -1.5% 4.125
Low 3.921 3.924 0.003 0.1% 3.908
Close 3.927 3.950 0.023 0.6% 4.100
Range 0.126 0.062 -0.064 -50.8% 0.217
ATR 0.105 0.102 -0.003 -2.9% 0.000
Volume 47,167 41,657 -5,510 -11.7% 469,109
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.139 4.107 3.984
R3 4.077 4.045 3.967
R2 4.015 4.015 3.961
R1 3.983 3.983 3.956 3.999
PP 3.953 3.953 3.953 3.962
S1 3.921 3.921 3.944 3.937
S2 3.891 3.891 3.939
S3 3.829 3.859 3.933
S4 3.767 3.797 3.916
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.695 4.615 4.219
R3 4.478 4.398 4.160
R2 4.261 4.261 4.140
R1 4.181 4.181 4.120 4.221
PP 4.044 4.044 4.044 4.065
S1 3.964 3.964 4.080 4.004
S2 3.827 3.827 4.060
S3 3.610 3.747 4.040
S4 3.393 3.530 3.981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.143 3.908 0.235 5.9% 0.121 3.1% 18% False False 67,386
10 4.143 3.908 0.235 5.9% 0.105 2.7% 18% False False 74,135
20 4.300 3.908 0.392 9.9% 0.097 2.5% 11% False False 55,853
40 4.564 3.908 0.656 16.6% 0.103 2.6% 6% False False 41,451
60 4.757 3.908 0.849 21.5% 0.102 2.6% 5% False False 34,476
80 4.962 3.908 1.054 26.7% 0.104 2.6% 4% False False 29,823
100 5.356 3.908 1.448 36.7% 0.105 2.6% 3% False False 26,645
120 5.356 3.908 1.448 36.7% 0.107 2.7% 3% False False 23,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.250
2.618 4.148
1.618 4.086
1.000 4.048
0.618 4.024
HIGH 3.986
0.618 3.962
0.500 3.955
0.382 3.948
LOW 3.924
0.618 3.886
1.000 3.862
1.618 3.824
2.618 3.762
4.250 3.661
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 3.955 4.032
PP 3.953 4.005
S1 3.952 3.977

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.