NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 4.148 4.248 0.100 2.4% 4.250
High 4.231 4.281 0.050 1.2% 4.333
Low 4.128 4.200 0.072 1.7% 4.144
Close 4.226 4.228 0.002 0.0% 4.147
Range 0.103 0.081 -0.022 -21.4% 0.189
ATR 0.092 0.091 -0.001 -0.9% 0.000
Volume 9,111 9,487 376 4.1% 51,988
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.479 4.435 4.273
R3 4.398 4.354 4.250
R2 4.317 4.317 4.243
R1 4.273 4.273 4.235 4.255
PP 4.236 4.236 4.236 4.227
S1 4.192 4.192 4.221 4.174
S2 4.155 4.155 4.213
S3 4.074 4.111 4.206
S4 3.993 4.030 4.183
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.775 4.650 4.251
R3 4.586 4.461 4.199
R2 4.397 4.397 4.182
R1 4.272 4.272 4.164 4.240
PP 4.208 4.208 4.208 4.192
S1 4.083 4.083 4.130 4.051
S2 4.019 4.019 4.112
S3 3.830 3.894 4.095
S4 3.641 3.705 4.043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.281 4.128 0.153 3.6% 0.075 1.8% 65% True False 10,998
10 4.450 4.128 0.322 7.6% 0.082 1.9% 31% False False 10,934
20 4.516 4.128 0.388 9.2% 0.098 2.3% 26% False False 10,998
40 4.602 4.128 0.474 11.2% 0.095 2.2% 21% False False 9,029
60 4.912 4.128 0.784 18.5% 0.093 2.2% 13% False False 7,544
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 4.625
2.618 4.493
1.618 4.412
1.000 4.362
0.618 4.331
HIGH 4.281
0.618 4.250
0.500 4.241
0.382 4.231
LOW 4.200
0.618 4.150
1.000 4.119
1.618 4.069
2.618 3.988
4.250 3.856
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 4.241 4.220
PP 4.236 4.212
S1 4.232 4.205

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.