NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 3.676 3.718 0.042 1.1% 3.774
High 3.777 3.735 -0.042 -1.1% 3.804
Low 3.658 3.688 0.030 0.8% 3.635
Close 3.746 3.699 -0.047 -1.3% 3.699
Range 0.119 0.047 -0.072 -60.5% 0.169
ATR 0.097 0.094 -0.003 -2.9% 0.000
Volume 8,670 14,755 6,085 70.2% 39,544
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.848 3.821 3.725
R3 3.801 3.774 3.712
R2 3.754 3.754 3.708
R1 3.727 3.727 3.703 3.717
PP 3.707 3.707 3.707 3.703
S1 3.680 3.680 3.695 3.670
S2 3.660 3.660 3.690
S3 3.613 3.633 3.686
S4 3.566 3.586 3.673
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.220 4.128 3.792
R3 4.051 3.959 3.745
R2 3.882 3.882 3.730
R1 3.790 3.790 3.714 3.752
PP 3.713 3.713 3.713 3.693
S1 3.621 3.621 3.684 3.583
S2 3.544 3.544 3.668
S3 3.375 3.452 3.653
S4 3.206 3.283 3.606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.804 3.635 0.169 4.6% 0.100 2.7% 38% False False 7,908
10 3.804 3.525 0.279 7.5% 0.098 2.7% 62% False False 7,448
20 3.951 3.525 0.426 11.5% 0.089 2.4% 41% False False 7,443
40 4.121 3.525 0.596 16.1% 0.091 2.5% 29% False False 5,980
60 4.440 3.525 0.915 24.7% 0.087 2.3% 19% False False 4,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 3.935
2.618 3.858
1.618 3.811
1.000 3.782
0.618 3.764
HIGH 3.735
0.618 3.717
0.500 3.712
0.382 3.706
LOW 3.688
0.618 3.659
1.000 3.641
1.618 3.612
2.618 3.565
4.250 3.488
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 3.712 3.712
PP 3.707 3.707
S1 3.703 3.703

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.