NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 3.923 4.069 0.146 3.7% 3.962
High 4.077 4.107 0.030 0.7% 4.077
Low 3.922 3.994 0.072 1.8% 3.887
Close 4.053 4.065 0.012 0.3% 4.053
Range 0.155 0.113 -0.042 -27.1% 0.190
ATR 0.101 0.102 0.001 0.8% 0.000
Volume 20,905 26,265 5,360 25.6% 66,130
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.394 4.343 4.127
R3 4.281 4.230 4.096
R2 4.168 4.168 4.086
R1 4.117 4.117 4.075 4.086
PP 4.055 4.055 4.055 4.040
S1 4.004 4.004 4.055 3.973
S2 3.942 3.942 4.044
S3 3.829 3.891 4.034
S4 3.716 3.778 4.003
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.576 4.504 4.158
R3 4.386 4.314 4.105
R2 4.196 4.196 4.088
R1 4.124 4.124 4.070 4.160
PP 4.006 4.006 4.006 4.024
S1 3.934 3.934 4.036 3.970
S2 3.816 3.816 4.018
S3 3.626 3.744 4.001
S4 3.436 3.554 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.107 3.887 0.220 5.4% 0.114 2.8% 81% True False 16,015
10 4.107 3.887 0.220 5.4% 0.101 2.5% 81% True False 15,807
20 4.166 3.887 0.279 6.9% 0.099 2.4% 64% False False 19,261
40 4.500 3.887 0.613 15.1% 0.094 2.3% 29% False False 13,892
60 4.599 3.887 0.712 17.5% 0.098 2.4% 25% False False 11,372
80 4.958 3.887 1.071 26.3% 0.097 2.4% 17% False False 9,369
100 5.227 3.887 1.340 33.0% 0.098 2.4% 13% False False 7,948
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.587
2.618 4.403
1.618 4.290
1.000 4.220
0.618 4.177
HIGH 4.107
0.618 4.064
0.500 4.051
0.382 4.037
LOW 3.994
0.618 3.924
1.000 3.881
1.618 3.811
2.618 3.698
4.250 3.514
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 4.060 4.042
PP 4.055 4.020
S1 4.051 3.997

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.