NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 4.470 4.354 -0.116 -2.6% 4.364
High 4.470 4.354 -0.116 -2.6% 4.515
Low 4.367 4.252 -0.115 -2.6% 4.345
Close 4.373 4.260 -0.113 -2.6% 4.373
Range 0.103 0.102 -0.001 -1.0% 0.170
ATR 0.109 0.110 0.001 0.8% 0.000
Volume 7,412 4,811 -2,601 -35.1% 38,489
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.595 4.529 4.316
R3 4.493 4.427 4.288
R2 4.391 4.391 4.279
R1 4.325 4.325 4.269 4.307
PP 4.289 4.289 4.289 4.280
S1 4.223 4.223 4.251 4.205
S2 4.187 4.187 4.241
S3 4.085 4.121 4.232
S4 3.983 4.019 4.204
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.921 4.817 4.467
R3 4.751 4.647 4.420
R2 4.581 4.581 4.404
R1 4.477 4.477 4.389 4.529
PP 4.411 4.411 4.411 4.437
S1 4.307 4.307 4.357 4.359
S2 4.241 4.241 4.342
S3 4.071 4.137 4.326
S4 3.901 3.967 4.280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.515 4.252 0.263 6.2% 0.101 2.4% 3% False True 7,149
10 4.613 4.252 0.361 8.5% 0.114 2.7% 2% False True 9,082
20 4.613 4.252 0.361 8.5% 0.110 2.6% 2% False True 8,755
40 5.327 4.252 1.075 25.2% 0.104 2.4% 1% False True 7,126
60 5.458 4.252 1.206 28.3% 0.103 2.4% 1% False True 6,270
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 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.788
2.618 4.621
1.618 4.519
1.000 4.456
0.618 4.417
HIGH 4.354
0.618 4.315
0.500 4.303
0.382 4.291
LOW 4.252
0.618 4.189
1.000 4.150
1.618 4.087
2.618 3.985
4.250 3.819
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 4.303 4.384
PP 4.289 4.342
S1 4.274 4.301

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.