NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 3.694 3.690 -0.004 -0.1% 3.750
High 3.721 3.770 0.049 1.3% 3.753
Low 3.664 3.638 -0.026 -0.7% 3.585
Close 3.700 3.748 0.048 1.3% 3.618
Range 0.057 0.132 0.075 131.6% 0.168
ATR 0.085 0.088 0.003 4.0% 0.000
Volume 6,657 3,054 -3,603 -54.1% 19,743
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.115 4.063 3.821
R3 3.983 3.931 3.784
R2 3.851 3.851 3.772
R1 3.799 3.799 3.760 3.825
PP 3.719 3.719 3.719 3.732
S1 3.667 3.667 3.736 3.693
S2 3.587 3.587 3.724
S3 3.455 3.535 3.712
S4 3.323 3.403 3.675
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.156 4.055 3.710
R3 3.988 3.887 3.664
R2 3.820 3.820 3.649
R1 3.719 3.719 3.633 3.686
PP 3.652 3.652 3.652 3.635
S1 3.551 3.551 3.603 3.518
S2 3.484 3.484 3.587
S3 3.316 3.383 3.572
S4 3.148 3.215 3.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.770 3.585 0.185 4.9% 0.098 2.6% 88% True False 4,901
10 3.859 3.585 0.274 7.3% 0.082 2.2% 59% False False 4,397
20 4.118 3.585 0.533 14.2% 0.087 2.3% 31% False False 3,514
40 4.274 3.585 0.689 18.4% 0.085 2.3% 24% False False 2,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.331
2.618 4.116
1.618 3.984
1.000 3.902
0.618 3.852
HIGH 3.770
0.618 3.720
0.500 3.704
0.382 3.688
LOW 3.638
0.618 3.556
1.000 3.506
1.618 3.424
2.618 3.292
4.250 3.077
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 3.733 3.728
PP 3.719 3.707
S1 3.704 3.687

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.