NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 4.055 4.056 0.001 0.0% 3.959
High 4.095 4.075 -0.020 -0.5% 4.065
Low 3.980 3.900 -0.080 -2.0% 3.870
Close 4.056 3.920 -0.136 -3.4% 4.042
Range 0.115 0.175 0.060 52.2% 0.195
ATR 0.106 0.111 0.005 4.6% 0.000
Volume 65,704 41,887 -23,817 -36.2% 202,447
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.490 4.380 4.016
R3 4.315 4.205 3.968
R2 4.140 4.140 3.952
R1 4.030 4.030 3.936 3.998
PP 3.965 3.965 3.965 3.949
S1 3.855 3.855 3.904 3.823
S2 3.790 3.790 3.888
S3 3.615 3.680 3.872
S4 3.440 3.505 3.824
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.577 4.505 4.149
R3 4.382 4.310 4.096
R2 4.187 4.187 4.078
R1 4.115 4.115 4.060 4.151
PP 3.992 3.992 3.992 4.011
S1 3.920 3.920 4.024 3.956
S2 3.797 3.797 4.006
S3 3.602 3.725 3.988
S4 3.407 3.530 3.935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.095 3.870 0.225 5.7% 0.131 3.3% 22% False False 49,618
10 4.095 3.870 0.225 5.7% 0.110 2.8% 22% False False 45,174
20 4.146 3.870 0.276 7.0% 0.110 2.8% 18% False False 59,612
40 4.477 3.870 0.607 15.5% 0.101 2.6% 8% False False 46,282
60 4.606 3.870 0.736 18.8% 0.105 2.7% 7% False False 38,509
80 4.962 3.870 1.092 27.9% 0.104 2.7% 5% False False 33,182
100 5.242 3.870 1.372 35.0% 0.105 2.7% 4% False False 29,202
120 5.356 3.870 1.486 37.9% 0.107 2.7% 3% False False 26,401
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 0.022
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.819
2.618 4.533
1.618 4.358
1.000 4.250
0.618 4.183
HIGH 4.075
0.618 4.008
0.500 3.988
0.382 3.967
LOW 3.900
0.618 3.792
1.000 3.725
1.618 3.617
2.618 3.442
4.250 3.156
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 3.988 3.998
PP 3.965 3.972
S1 3.943 3.946

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.