NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 4.708 4.630 -0.078 -1.7% 4.647
High 4.722 4.632 -0.090 -1.9% 4.773
Low 4.613 4.476 -0.137 -3.0% 4.586
Close 4.617 4.535 -0.082 -1.8% 4.694
Range 0.109 0.156 0.047 43.1% 0.187
ATR 0.117 0.120 0.003 2.4% 0.000
Volume 9,238 11,045 1,807 19.6% 35,927
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.016 4.931 4.621
R3 4.860 4.775 4.578
R2 4.704 4.704 4.564
R1 4.619 4.619 4.549 4.584
PP 4.548 4.548 4.548 4.530
S1 4.463 4.463 4.521 4.428
S2 4.392 4.392 4.506
S3 4.236 4.307 4.492
S4 4.080 4.151 4.449
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.245 5.157 4.797
R3 5.058 4.970 4.745
R2 4.871 4.871 4.728
R1 4.783 4.783 4.711 4.827
PP 4.684 4.684 4.684 4.707
S1 4.596 4.596 4.677 4.640
S2 4.497 4.497 4.660
S3 4.310 4.409 4.643
S4 4.123 4.222 4.591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.773 4.476 0.297 6.5% 0.129 2.8% 20% False True 9,167
10 4.773 4.476 0.297 6.5% 0.115 2.5% 20% False True 7,704
20 5.283 4.476 0.807 17.8% 0.128 2.8% 7% False True 8,457
40 5.283 4.476 0.807 17.8% 0.117 2.6% 7% False True 8,153
60 5.283 4.476 0.807 17.8% 0.113 2.5% 7% False True 7,499
80 5.283 4.476 0.807 17.8% 0.112 2.5% 7% False True 6,900
100 5.283 4.476 0.807 17.8% 0.108 2.4% 7% False True 6,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.295
2.618 5.040
1.618 4.884
1.000 4.788
0.618 4.728
HIGH 4.632
0.618 4.572
0.500 4.554
0.382 4.536
LOW 4.476
0.618 4.380
1.000 4.320
1.618 4.224
2.618 4.068
4.250 3.813
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 4.554 4.618
PP 4.548 4.590
S1 4.541 4.563

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.