NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 4.154 4.144 -0.010 -0.2% 4.210
High 4.198 4.160 -0.038 -0.9% 4.303
Low 4.127 4.080 -0.047 -1.1% 4.100
Close 4.129 4.093 -0.036 -0.9% 4.129
Range 0.071 0.080 0.009 12.7% 0.203
ATR 0.084 0.084 0.000 -0.3% 0.000
Volume 6,330 2,562 -3,768 -59.5% 14,777
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.351 4.302 4.137
R3 4.271 4.222 4.115
R2 4.191 4.191 4.108
R1 4.142 4.142 4.100 4.127
PP 4.111 4.111 4.111 4.103
S1 4.062 4.062 4.086 4.047
S2 4.031 4.031 4.078
S3 3.951 3.982 4.071
S4 3.871 3.902 4.049
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.786 4.661 4.241
R3 4.583 4.458 4.185
R2 4.380 4.380 4.166
R1 4.255 4.255 4.148 4.216
PP 4.177 4.177 4.177 4.158
S1 4.052 4.052 4.110 4.013
S2 3.974 3.974 4.092
S3 3.771 3.849 4.073
S4 3.568 3.646 4.017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.303 4.080 0.223 5.4% 0.085 2.1% 6% False True 3,072
10 4.342 4.080 0.262 6.4% 0.074 1.8% 5% False True 2,829
20 4.440 4.080 0.360 8.8% 0.079 1.9% 4% False True 2,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.500
2.618 4.369
1.618 4.289
1.000 4.240
0.618 4.209
HIGH 4.160
0.618 4.129
0.500 4.120
0.382 4.111
LOW 4.080
0.618 4.031
1.000 4.000
1.618 3.951
2.618 3.871
4.250 3.740
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 4.120 4.160
PP 4.111 4.137
S1 4.102 4.115

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.