NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 5.150 5.186 0.036 0.7% 5.000
High 5.198 5.198 0.000 0.0% 5.200
Low 5.100 5.128 0.028 0.5% 5.000
Close 5.176 5.192 0.016 0.3% 5.076
Range 0.098 0.070 -0.028 -28.6% 0.200
ATR 0.115 0.112 -0.003 -2.8% 0.000
Volume 11,348 14,312 2,964 26.1% 48,631
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.383 5.357 5.231
R3 5.313 5.287 5.211
R2 5.243 5.243 5.205
R1 5.217 5.217 5.198 5.230
PP 5.173 5.173 5.173 5.179
S1 5.147 5.147 5.186 5.160
S2 5.103 5.103 5.179
S3 5.033 5.077 5.173
S4 4.963 5.007 5.154
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.692 5.584 5.186
R3 5.492 5.384 5.131
R2 5.292 5.292 5.113
R1 5.184 5.184 5.094 5.238
PP 5.092 5.092 5.092 5.119
S1 4.984 4.984 5.058 5.038
S2 4.892 4.892 5.039
S3 4.692 4.784 5.021
S4 4.492 4.584 4.966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.200 5.020 0.180 3.5% 0.094 1.8% 96% False False 13,108
10 5.200 4.750 0.450 8.7% 0.110 2.1% 98% False False 9,308
20 5.200 4.670 0.530 10.2% 0.108 2.1% 98% False False 7,502
40 5.215 4.670 0.545 10.5% 0.107 2.1% 96% False False 6,811
60 5.215 4.613 0.602 11.6% 0.107 2.1% 96% False False 6,216
80 5.215 4.511 0.704 13.6% 0.102 2.0% 97% False False 5,338
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.496
2.618 5.381
1.618 5.311
1.000 5.268
0.618 5.241
HIGH 5.198
0.618 5.171
0.500 5.163
0.382 5.155
LOW 5.128
0.618 5.085
1.000 5.058
1.618 5.015
2.618 4.945
4.250 4.831
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 5.182 5.171
PP 5.173 5.149
S1 5.163 5.128

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.