NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 4.661 4.790 0.129 2.8% 4.772
High 4.782 4.811 0.029 0.6% 4.983
Low 4.661 4.595 -0.066 -1.4% 4.510
Close 4.757 4.646 -0.111 -2.3% 4.757
Range 0.121 0.216 0.095 78.5% 0.473
ATR 0.161 0.165 0.004 2.4% 0.000
Volume 111,876 120,793 8,917 8.0% 706,512
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.332 5.205 4.765
R3 5.116 4.989 4.705
R2 4.900 4.900 4.686
R1 4.773 4.773 4.666 4.729
PP 4.684 4.684 4.684 4.662
S1 4.557 4.557 4.626 4.513
S2 4.468 4.468 4.606
S3 4.252 4.341 4.587
S4 4.036 4.125 4.527
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.169 5.936 5.017
R3 5.696 5.463 4.887
R2 5.223 5.223 4.844
R1 4.990 4.990 4.800 4.870
PP 4.750 4.750 4.750 4.690
S1 4.517 4.517 4.714 4.397
S2 4.277 4.277 4.670
S3 3.804 4.044 4.627
S4 3.331 3.571 4.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.983 4.510 0.473 10.2% 0.201 4.3% 29% False False 138,293
10 4.983 4.510 0.473 10.2% 0.175 3.8% 29% False False 135,553
20 4.983 4.140 0.843 18.1% 0.159 3.4% 60% False False 107,039
40 4.983 4.140 0.843 18.1% 0.145 3.1% 60% False False 75,938
60 4.983 4.140 0.843 18.1% 0.139 3.0% 60% False False 64,510
80 4.983 3.955 1.028 22.1% 0.137 2.9% 67% False False 52,428
100 4.983 3.955 1.028 22.1% 0.132 2.8% 67% False False 43,981
120 4.983 3.955 1.028 22.1% 0.129 2.8% 67% False False 37,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.729
2.618 5.376
1.618 5.160
1.000 5.027
0.618 4.944
HIGH 4.811
0.618 4.728
0.500 4.703
0.382 4.678
LOW 4.595
0.618 4.462
1.000 4.379
1.618 4.246
2.618 4.030
4.250 3.677
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 4.703 4.747
PP 4.684 4.713
S1 4.665 4.680

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.