NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 3.828 3.877 0.049 1.3% 4.059
High 3.888 3.880 -0.008 -0.2% 4.080
Low 3.794 3.774 -0.020 -0.5% 3.886
Close 3.869 3.778 -0.091 -2.4% 3.905
Range 0.094 0.106 0.012 12.8% 0.194
ATR 0.091 0.092 0.001 1.1% 0.000
Volume 9,304 10,011 707 7.6% 31,938
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.129 4.059 3.836
R3 4.023 3.953 3.807
R2 3.917 3.917 3.797
R1 3.847 3.847 3.788 3.829
PP 3.811 3.811 3.811 3.802
S1 3.741 3.741 3.768 3.723
S2 3.705 3.705 3.759
S3 3.599 3.635 3.749
S4 3.493 3.529 3.720
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.539 4.416 4.012
R3 4.345 4.222 3.958
R2 4.151 4.151 3.941
R1 4.028 4.028 3.923 3.993
PP 3.957 3.957 3.957 3.939
S1 3.834 3.834 3.887 3.799
S2 3.763 3.763 3.869
S3 3.569 3.640 3.852
S4 3.375 3.446 3.798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.978 3.774 0.204 5.4% 0.087 2.3% 2% False True 6,588
10 4.080 3.774 0.306 8.1% 0.101 2.7% 1% False True 6,356
20 4.121 3.774 0.347 9.2% 0.096 2.5% 1% False True 5,143
40 4.430 3.774 0.656 17.4% 0.085 2.2% 1% False True 4,110
60 4.525 3.774 0.751 19.9% 0.088 2.3% 1% False True 3,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 4.331
2.618 4.158
1.618 4.052
1.000 3.986
0.618 3.946
HIGH 3.880
0.618 3.840
0.500 3.827
0.382 3.814
LOW 3.774
0.618 3.708
1.000 3.668
1.618 3.602
2.618 3.496
4.250 3.324
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 3.827 3.840
PP 3.811 3.819
S1 3.794 3.799

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.