NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 4.098 4.118 0.020 0.5% 3.972
High 4.118 4.118 0.000 0.0% 4.088
Low 4.024 3.965 -0.059 -1.5% 3.932
Close 4.101 3.979 -0.122 -3.0% 4.080
Range 0.094 0.153 0.059 62.8% 0.156
ATR 0.086 0.091 0.005 5.6% 0.000
Volume 3,951 2,495 -1,456 -36.9% 6,216
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.480 4.382 4.063
R3 4.327 4.229 4.021
R2 4.174 4.174 4.007
R1 4.076 4.076 3.993 4.049
PP 4.021 4.021 4.021 4.007
S1 3.923 3.923 3.965 3.896
S2 3.868 3.868 3.951
S3 3.715 3.770 3.937
S4 3.562 3.617 3.895
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.501 4.447 4.166
R3 4.345 4.291 4.123
R2 4.189 4.189 4.109
R1 4.135 4.135 4.094 4.162
PP 4.033 4.033 4.033 4.047
S1 3.979 3.979 4.066 4.006
S2 3.877 3.877 4.051
S3 3.721 3.823 4.037
S4 3.565 3.667 3.994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.118 3.932 0.186 4.7% 0.105 2.6% 25% True False 2,197
10 4.118 3.932 0.186 4.7% 0.088 2.2% 25% True False 1,815
20 4.182 3.932 0.250 6.3% 0.090 2.3% 19% False False 1,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.768
2.618 4.519
1.618 4.366
1.000 4.271
0.618 4.213
HIGH 4.118
0.618 4.060
0.500 4.042
0.382 4.023
LOW 3.965
0.618 3.870
1.000 3.812
1.618 3.717
2.618 3.564
4.250 3.315
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 4.042 4.042
PP 4.021 4.021
S1 4.000 4.000

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.