NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 4.496 4.610 0.114 2.5% 4.555
High 4.554 4.631 0.077 1.7% 4.679
Low 4.473 4.470 -0.003 -0.1% 4.473
Close 4.533 4.544 0.011 0.2% 4.533
Range 0.081 0.161 0.080 98.8% 0.206
ATR 0.116 0.119 0.003 2.8% 0.000
Volume 4,095 1,250 -2,845 -69.5% 13,653
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.031 4.949 4.633
R3 4.870 4.788 4.588
R2 4.709 4.709 4.574
R1 4.627 4.627 4.559 4.588
PP 4.548 4.548 4.548 4.529
S1 4.466 4.466 4.529 4.427
S2 4.387 4.387 4.514
S3 4.226 4.305 4.500
S4 4.065 4.144 4.455
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.180 5.062 4.646
R3 4.974 4.856 4.590
R2 4.768 4.768 4.571
R1 4.650 4.650 4.552 4.606
PP 4.562 4.562 4.562 4.540
S1 4.444 4.444 4.514 4.400
S2 4.356 4.356 4.495
S3 4.150 4.238 4.476
S4 3.944 4.032 4.420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.679 4.470 0.209 4.6% 0.135 3.0% 35% False True 2,788
10 4.679 4.287 0.392 8.6% 0.109 2.4% 66% False False 2,126
20 4.679 4.095 0.584 12.9% 0.115 2.5% 77% False False 1,846
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 0.030
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.315
2.618 5.052
1.618 4.891
1.000 4.792
0.618 4.730
HIGH 4.631
0.618 4.569
0.500 4.551
0.382 4.532
LOW 4.470
0.618 4.371
1.000 4.309
1.618 4.210
2.618 4.049
4.250 3.786
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 4.551 4.575
PP 4.548 4.564
S1 4.546 4.554

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.