NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 4.754 4.750 -0.004 -0.1% 4.700
High 4.779 4.865 0.086 1.8% 4.865
Low 4.679 4.750 0.071 1.5% 4.661
Close 4.756 4.864 0.108 2.3% 4.864
Range 0.100 0.115 0.015 15.0% 0.204
ATR 0.101 0.102 0.001 1.0% 0.000
Volume 5,783 5,911 128 2.2% 22,553
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.171 5.133 4.927
R3 5.056 5.018 4.896
R2 4.941 4.941 4.885
R1 4.903 4.903 4.875 4.922
PP 4.826 4.826 4.826 4.836
S1 4.788 4.788 4.853 4.807
S2 4.711 4.711 4.843
S3 4.596 4.673 4.832
S4 4.481 4.558 4.801
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.409 5.340 4.976
R3 5.205 5.136 4.920
R2 5.001 5.001 4.901
R1 4.932 4.932 4.883 4.967
PP 4.797 4.797 4.797 4.814
S1 4.728 4.728 4.845 4.763
S2 4.593 4.593 4.827
S3 4.389 4.524 4.808
S4 4.185 4.320 4.752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.865 4.661 0.204 4.2% 0.094 1.9% 100% True False 4,510
10 4.865 4.558 0.307 6.3% 0.094 1.9% 100% True False 5,015
20 4.894 4.558 0.336 6.9% 0.098 2.0% 91% False False 4,499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.354
2.618 5.166
1.618 5.051
1.000 4.980
0.618 4.936
HIGH 4.865
0.618 4.821
0.500 4.808
0.382 4.794
LOW 4.750
0.618 4.679
1.000 4.635
1.618 4.564
2.618 4.449
4.250 4.261
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 4.845 4.833
PP 4.826 4.803
S1 4.808 4.772

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.