NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 4.032 3.970 -0.062 -1.5% 4.150
High 4.042 4.005 -0.037 -0.9% 4.157
Low 3.948 3.932 -0.016 -0.4% 3.937
Close 3.968 3.953 -0.015 -0.4% 3.983
Range 0.094 0.073 -0.021 -22.3% 0.220
ATR 0.082 0.082 -0.001 -0.8% 0.000
Volume 1,090 927 -163 -15.0% 10,661
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.182 4.141 3.993
R3 4.109 4.068 3.973
R2 4.036 4.036 3.966
R1 3.995 3.995 3.960 3.979
PP 3.963 3.963 3.963 3.956
S1 3.922 3.922 3.946 3.906
S2 3.890 3.890 3.940
S3 3.817 3.849 3.933
S4 3.744 3.776 3.913
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.686 4.554 4.104
R3 4.466 4.334 4.044
R2 4.246 4.246 4.023
R1 4.114 4.114 4.003 4.070
PP 4.026 4.026 4.026 4.004
S1 3.894 3.894 3.963 3.850
S2 3.806 3.806 3.943
S3 3.586 3.674 3.923
S4 3.366 3.454 3.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.043 3.932 0.111 2.8% 0.078 2.0% 19% False True 1,315
10 4.157 3.932 0.225 5.7% 0.091 2.3% 9% False True 1,578
20 4.236 3.932 0.304 7.7% 0.082 2.1% 7% False True 1,603
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.315
2.618 4.196
1.618 4.123
1.000 4.078
0.618 4.050
HIGH 4.005
0.618 3.977
0.500 3.969
0.382 3.960
LOW 3.932
0.618 3.887
1.000 3.859
1.618 3.814
2.618 3.741
4.250 3.622
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 3.969 3.988
PP 3.963 3.976
S1 3.958 3.965

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.