NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 4.759 4.740 -0.019 -0.4% 4.772
High 4.770 4.820 0.050 1.0% 4.873
Low 4.694 4.630 -0.064 -1.4% 4.639
Close 4.719 4.790 0.071 1.5% 4.689
Range 0.076 0.190 0.114 150.0% 0.234
ATR 0.000 0.104 0.104 0.000
Volume 6,656 4,298 -2,358 -35.4% 19,223
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.317 5.243 4.895
R3 5.127 5.053 4.842
R2 4.937 4.937 4.825
R1 4.863 4.863 4.807 4.900
PP 4.747 4.747 4.747 4.765
S1 4.673 4.673 4.773 4.710
S2 4.557 4.557 4.755
S3 4.367 4.483 4.738
S4 4.177 4.293 4.686
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.436 5.296 4.818
R3 5.202 5.062 4.753
R2 4.968 4.968 4.732
R1 4.828 4.828 4.710 4.781
PP 4.734 4.734 4.734 4.710
S1 4.594 4.594 4.668 4.547
S2 4.500 4.500 4.646
S3 4.266 4.360 4.625
S4 4.032 4.126 4.560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.820 4.630 0.190 4.0% 0.100 2.1% 84% True True 4,125
10 4.894 4.630 0.264 5.5% 0.102 2.1% 61% False True 3,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.628
2.618 5.317
1.618 5.127
1.000 5.010
0.618 4.937
HIGH 4.820
0.618 4.747
0.500 4.725
0.382 4.703
LOW 4.630
0.618 4.513
1.000 4.440
1.618 4.323
2.618 4.133
4.250 3.823
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 4.768 4.768
PP 4.747 4.747
S1 4.725 4.725

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.