NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 4.210 4.168 -0.042 -1.0% 4.280
High 4.244 4.239 -0.005 -0.1% 4.342
Low 4.181 4.100 -0.081 -1.9% 4.174
Close 4.192 4.167 -0.025 -0.6% 4.173
Range 0.063 0.139 0.076 120.6% 0.168
ATR 0.081 0.085 0.004 5.1% 0.000
Volume 3,318 1,399 -1,919 -57.8% 12,409
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.586 4.515 4.243
R3 4.447 4.376 4.205
R2 4.308 4.308 4.192
R1 4.237 4.237 4.180 4.203
PP 4.169 4.169 4.169 4.152
S1 4.098 4.098 4.154 4.064
S2 4.030 4.030 4.142
S3 3.891 3.959 4.129
S4 3.752 3.820 4.091
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.734 4.621 4.265
R3 4.566 4.453 4.219
R2 4.398 4.398 4.204
R1 4.285 4.285 4.188 4.258
PP 4.230 4.230 4.230 4.216
S1 4.117 4.117 4.158 4.090
S2 4.062 4.062 4.142
S3 3.894 3.949 4.127
S4 3.726 3.781 4.081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.303 4.100 0.203 4.9% 0.081 1.9% 33% False True 2,736
10 4.342 4.100 0.242 5.8% 0.070 1.7% 28% False True 2,381
20 4.525 4.100 0.425 10.2% 0.086 2.1% 16% False True 2,066
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 0.023
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.830
2.618 4.603
1.618 4.464
1.000 4.378
0.618 4.325
HIGH 4.239
0.618 4.186
0.500 4.170
0.382 4.153
LOW 4.100
0.618 4.014
1.000 3.961
1.618 3.875
2.618 3.736
4.250 3.509
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 4.170 4.202
PP 4.169 4.190
S1 4.168 4.179

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.