NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 4.141 4.140 -0.001 0.0% 4.290
High 4.184 4.148 -0.036 -0.9% 4.321
Low 4.115 3.986 -0.129 -3.1% 4.151
Close 4.144 4.018 -0.126 -3.0% 4.169
Range 0.069 0.162 0.093 134.8% 0.170
ATR 0.100 0.105 0.004 4.4% 0.000
Volume 34,689 27,211 -7,478 -21.6% 341,307
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.537 4.439 4.107
R3 4.375 4.277 4.063
R2 4.213 4.213 4.048
R1 4.115 4.115 4.033 4.083
PP 4.051 4.051 4.051 4.035
S1 3.953 3.953 4.003 3.921
S2 3.889 3.889 3.988
S3 3.727 3.791 3.973
S4 3.565 3.629 3.929
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.724 4.616 4.263
R3 4.554 4.446 4.216
R2 4.384 4.384 4.200
R1 4.276 4.276 4.185 4.245
PP 4.214 4.214 4.214 4.198
S1 4.106 4.106 4.153 4.075
S2 4.044 4.044 4.138
S3 3.874 3.936 4.122
S4 3.704 3.766 4.076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.257 3.986 0.271 6.7% 0.091 2.3% 12% False True 34,595
10 4.321 3.986 0.335 8.3% 0.094 2.3% 10% False True 55,387
20 4.550 3.986 0.564 14.0% 0.101 2.5% 6% False True 39,740
40 4.681 3.986 0.695 17.3% 0.111 2.8% 5% False True 30,928
60 5.468 3.986 1.482 36.9% 0.111 2.8% 2% False True 26,396
80 5.611 3.986 1.625 40.4% 0.114 2.8% 2% False True 23,200
100 5.949 3.986 1.963 48.9% 0.120 3.0% 2% False True 21,040
120 5.949 3.986 1.963 48.9% 0.119 3.0% 2% False True 19,207
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 0.025
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.837
2.618 4.572
1.618 4.410
1.000 4.310
0.618 4.248
HIGH 4.148
0.618 4.086
0.500 4.067
0.382 4.048
LOW 3.986
0.618 3.886
1.000 3.824
1.618 3.724
2.618 3.562
4.250 3.298
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 4.067 4.085
PP 4.051 4.063
S1 4.034 4.040

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.