NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 3.933 3.969 0.036 0.9% 4.161
High 3.988 4.060 0.072 1.8% 4.228
Low 3.876 3.907 0.031 0.8% 3.911
Close 3.957 4.015 0.058 1.5% 3.962
Range 0.112 0.153 0.041 36.6% 0.317
ATR 0.120 0.123 0.002 1.9% 0.000
Volume 84,061 86,962 2,901 3.5% 223,660
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.453 4.387 4.099
R3 4.300 4.234 4.057
R2 4.147 4.147 4.043
R1 4.081 4.081 4.029 4.114
PP 3.994 3.994 3.994 4.011
S1 3.928 3.928 4.001 3.961
S2 3.841 3.841 3.987
S3 3.688 3.775 3.973
S4 3.535 3.622 3.931
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.985 4.790 4.136
R3 4.668 4.473 4.049
R2 4.351 4.351 4.020
R1 4.156 4.156 3.991 4.095
PP 4.034 4.034 4.034 4.003
S1 3.839 3.839 3.933 3.778
S2 3.717 3.717 3.904
S3 3.400 3.522 3.875
S4 3.083 3.205 3.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.182 3.876 0.306 7.6% 0.131 3.3% 45% False False 66,228
10 4.391 3.876 0.515 12.8% 0.112 2.8% 27% False False 48,209
20 4.600 3.876 0.724 18.0% 0.119 3.0% 19% False False 42,442
40 4.740 3.876 0.864 21.5% 0.122 3.0% 16% False False 36,367
60 5.010 3.876 1.134 28.2% 0.131 3.3% 12% False False 33,989
80 5.010 3.876 1.134 28.2% 0.129 3.2% 12% False False 31,222
100 5.010 3.876 1.134 28.2% 0.127 3.2% 12% False False 29,213
120 5.010 3.876 1.134 28.2% 0.126 3.1% 12% False False 26,855
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.710
2.618 4.461
1.618 4.308
1.000 4.213
0.618 4.155
HIGH 4.060
0.618 4.002
0.500 3.984
0.382 3.965
LOW 3.907
0.618 3.812
1.000 3.754
1.618 3.659
2.618 3.506
4.250 3.257
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 4.005 3.999
PP 3.994 3.984
S1 3.984 3.968

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.