NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 4.933 4.875 -0.058 -1.2% 4.665
High 4.944 4.920 -0.024 -0.5% 4.913
Low 4.813 4.750 -0.063 -1.3% 4.665
Close 4.854 4.765 -0.089 -1.8% 4.912
Range 0.131 0.170 0.039 29.8% 0.248
ATR 0.104 0.109 0.005 4.5% 0.000
Volume 1,375 3,142 1,767 128.5% 9,919
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.322 5.213 4.859
R3 5.152 5.043 4.812
R2 4.982 4.982 4.796
R1 4.873 4.873 4.781 4.843
PP 4.812 4.812 4.812 4.796
S1 4.703 4.703 4.749 4.673
S2 4.642 4.642 4.734
S3 4.472 4.533 4.718
S4 4.302 4.363 4.672
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.574 5.491 5.048
R3 5.326 5.243 4.980
R2 5.078 5.078 4.957
R1 4.995 4.995 4.935 5.037
PP 4.830 4.830 4.830 4.851
S1 4.747 4.747 4.889 4.789
S2 4.582 4.582 4.867
S3 4.334 4.499 4.844
S4 4.086 4.251 4.776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.958 4.750 0.208 4.4% 0.112 2.3% 7% False True 2,523
10 4.958 4.640 0.318 6.7% 0.104 2.2% 39% False False 2,369
20 4.958 4.590 0.368 7.7% 0.105 2.2% 48% False False 2,318
40 5.330 4.590 0.740 15.5% 0.104 2.2% 24% False False 2,094
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 0.017
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.643
2.618 5.365
1.618 5.195
1.000 5.090
0.618 5.025
HIGH 4.920
0.618 4.855
0.500 4.835
0.382 4.815
LOW 4.750
0.618 4.645
1.000 4.580
1.618 4.475
2.618 4.305
4.250 4.028
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 4.835 4.847
PP 4.812 4.820
S1 4.788 4.792

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.