NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 3.920 3.930 0.010 0.3% 4.077
High 3.990 3.930 -0.060 -1.5% 4.092
Low 3.892 3.858 -0.034 -0.9% 3.858
Close 3.929 3.910 -0.019 -0.5% 3.910
Range 0.098 0.072 -0.026 -26.5% 0.234
ATR 0.091 0.090 -0.001 -1.5% 0.000
Volume 14,312 32,525 18,213 127.3% 115,117
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.115 4.085 3.950
R3 4.043 4.013 3.930
R2 3.971 3.971 3.923
R1 3.941 3.941 3.917 3.920
PP 3.899 3.899 3.899 3.889
S1 3.869 3.869 3.903 3.848
S2 3.827 3.827 3.897
S3 3.755 3.797 3.890
S4 3.683 3.725 3.870
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.655 4.517 4.039
R3 4.421 4.283 3.974
R2 4.187 4.187 3.953
R1 4.049 4.049 3.931 4.001
PP 3.953 3.953 3.953 3.930
S1 3.815 3.815 3.889 3.767
S2 3.719 3.719 3.867
S3 3.485 3.581 3.846
S4 3.251 3.347 3.781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.092 3.858 0.234 6.0% 0.094 2.4% 22% False True 23,023
10 4.092 3.858 0.234 6.0% 0.093 2.4% 22% False True 20,071
20 4.270 3.858 0.412 10.5% 0.089 2.3% 13% False True 17,656
40 4.500 3.858 0.642 16.4% 0.091 2.3% 8% False True 15,142
60 4.538 3.858 0.680 17.4% 0.089 2.3% 8% False True 13,168
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.236
2.618 4.118
1.618 4.046
1.000 4.002
0.618 3.974
HIGH 3.930
0.618 3.902
0.500 3.894
0.382 3.886
LOW 3.858
0.618 3.814
1.000 3.786
1.618 3.742
2.618 3.670
4.250 3.552
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 3.905 3.924
PP 3.899 3.919
S1 3.894 3.915

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.