NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 4.347 4.308 -0.039 -0.9% 4.300
High 4.357 4.309 -0.048 -1.1% 4.500
Low 4.289 4.255 -0.034 -0.8% 4.250
Close 4.303 4.268 -0.035 -0.8% 4.307
Range 0.068 0.054 -0.014 -20.6% 0.250
ATR 0.101 0.098 -0.003 -3.3% 0.000
Volume 6,754 5,695 -1,059 -15.7% 45,080
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.439 4.408 4.298
R3 4.385 4.354 4.283
R2 4.331 4.331 4.278
R1 4.300 4.300 4.273 4.289
PP 4.277 4.277 4.277 4.272
S1 4.246 4.246 4.263 4.235
S2 4.223 4.223 4.258
S3 4.169 4.192 4.253
S4 4.115 4.138 4.238
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.102 4.955 4.445
R3 4.852 4.705 4.376
R2 4.602 4.602 4.353
R1 4.455 4.455 4.330 4.529
PP 4.352 4.352 4.352 4.389
S1 4.205 4.205 4.284 4.279
S2 4.102 4.102 4.261
S3 3.852 3.955 4.238
S4 3.602 3.705 4.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.472 4.255 0.217 5.1% 0.077 1.8% 6% False True 7,856
10 4.500 4.250 0.250 5.9% 0.085 2.0% 7% False False 8,093
20 4.580 4.250 0.330 7.7% 0.103 2.4% 5% False False 7,059
40 4.753 4.250 0.503 11.8% 0.097 2.3% 4% False False 6,447
60 4.958 4.250 0.708 16.6% 0.099 2.3% 3% False False 5,148
80 5.330 4.250 1.080 25.3% 0.099 2.3% 2% False False 4,328
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 4.539
2.618 4.450
1.618 4.396
1.000 4.363
0.618 4.342
HIGH 4.309
0.618 4.288
0.500 4.282
0.382 4.276
LOW 4.255
0.618 4.222
1.000 4.201
1.618 4.168
2.618 4.114
4.250 4.026
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 4.282 4.306
PP 4.277 4.293
S1 4.273 4.281

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.