NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 4.656 4.668 0.012 0.3% 4.821
High 4.726 4.710 -0.016 -0.3% 4.871
Low 4.644 4.610 -0.034 -0.7% 4.644
Close 4.668 4.642 -0.026 -0.6% 4.668
Range 0.082 0.100 0.018 22.0% 0.227
ATR 0.117 0.116 -0.001 -1.1% 0.000
Volume 10,076 6,545 -3,531 -35.0% 63,455
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.954 4.898 4.697
R3 4.854 4.798 4.670
R2 4.754 4.754 4.660
R1 4.698 4.698 4.651 4.676
PP 4.654 4.654 4.654 4.643
S1 4.598 4.598 4.633 4.576
S2 4.554 4.554 4.624
S3 4.454 4.498 4.615
S4 4.354 4.398 4.587
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.409 5.265 4.793
R3 5.182 5.038 4.730
R2 4.955 4.955 4.710
R1 4.811 4.811 4.689 4.770
PP 4.728 4.728 4.728 4.707
S1 4.584 4.584 4.647 4.543
S2 4.501 4.501 4.626
S3 4.274 4.357 4.606
S4 4.047 4.130 4.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.851 4.610 0.241 5.2% 0.113 2.4% 13% False True 9,969
10 4.871 4.587 0.284 6.1% 0.112 2.4% 19% False False 12,616
20 4.871 4.476 0.395 8.5% 0.113 2.4% 42% False False 10,901
40 5.283 4.476 0.807 17.4% 0.117 2.5% 21% False False 10,439
60 5.283 4.476 0.807 17.4% 0.116 2.5% 21% False False 9,230
80 5.283 4.476 0.807 17.4% 0.111 2.4% 21% False False 8,097
100 5.283 4.476 0.807 17.4% 0.110 2.4% 21% False False 7,312
120 5.283 4.476 0.807 17.4% 0.106 2.3% 21% False False 6,501
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.135
2.618 4.972
1.618 4.872
1.000 4.810
0.618 4.772
HIGH 4.710
0.618 4.672
0.500 4.660
0.382 4.648
LOW 4.610
0.618 4.548
1.000 4.510
1.618 4.448
2.618 4.348
4.250 4.185
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 4.660 4.724
PP 4.654 4.696
S1 4.648 4.669

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.