NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 3.939 3.947 0.008 0.2% 4.090
High 3.976 4.004 0.028 0.7% 4.121
Low 3.905 3.917 0.012 0.3% 3.889
Close 3.923 3.981 0.058 1.5% 3.943
Range 0.071 0.087 0.016 22.5% 0.232
ATR 0.084 0.085 0.000 0.2% 0.000
Volume 2,873 1,653 -1,220 -42.5% 25,915
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.228 4.192 4.029
R3 4.141 4.105 4.005
R2 4.054 4.054 3.997
R1 4.018 4.018 3.989 4.036
PP 3.967 3.967 3.967 3.977
S1 3.931 3.931 3.973 3.949
S2 3.880 3.880 3.965
S3 3.793 3.844 3.957
S4 3.706 3.757 3.933
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.680 4.544 4.071
R3 4.448 4.312 4.007
R2 4.216 4.216 3.986
R1 4.080 4.080 3.964 4.032
PP 3.984 3.984 3.984 3.961
S1 3.848 3.848 3.922 3.800
S2 3.752 3.752 3.900
S3 3.520 3.616 3.879
S4 3.288 3.384 3.815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.017 3.889 0.128 3.2% 0.071 1.8% 72% False False 3,810
10 4.121 3.889 0.232 5.8% 0.088 2.2% 40% False False 4,253
20 4.244 3.889 0.355 8.9% 0.083 2.1% 26% False False 3,822
40 4.525 3.889 0.636 16.0% 0.087 2.2% 14% False False 2,919
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.374
2.618 4.232
1.618 4.145
1.000 4.091
0.618 4.058
HIGH 4.004
0.618 3.971
0.500 3.961
0.382 3.950
LOW 3.917
0.618 3.863
1.000 3.830
1.618 3.776
2.618 3.689
4.250 3.547
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 3.974 3.970
PP 3.967 3.958
S1 3.961 3.947

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.