NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 4.203 4.113 -0.090 -2.1% 3.609
High 4.284 4.150 -0.134 -3.1% 4.104
Low 4.069 3.708 -0.361 -8.9% 3.500
Close 4.120 3.766 -0.354 -8.6% 3.835
Range 0.215 0.442 0.227 105.6% 0.604
ATR 0.253 0.266 0.014 5.4% 0.000
Volume 102,856 89,186 -13,670 -13.3% 326,814
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.201 4.925 4.009
R3 4.759 4.483 3.888
R2 4.317 4.317 3.847
R1 4.041 4.041 3.807 3.958
PP 3.875 3.875 3.875 3.833
S1 3.599 3.599 3.725 3.516
S2 3.433 3.433 3.685
S3 2.991 3.157 3.644
S4 2.549 2.715 3.523
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.625 5.334 4.167
R3 5.021 4.730 4.001
R2 4.417 4.417 3.946
R1 4.126 4.126 3.890 4.272
PP 3.813 3.813 3.813 3.886
S1 3.522 3.522 3.780 3.668
S2 3.209 3.209 3.724
S3 2.605 2.918 3.669
S4 2.001 2.314 3.503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.284 3.572 0.712 18.9% 0.357 9.5% 27% False False 100,376
10 4.284 3.500 0.784 20.8% 0.291 7.7% 34% False False 77,358
20 4.690 3.500 1.190 31.6% 0.280 7.4% 22% False False 54,165
40 4.690 3.395 1.295 34.4% 0.222 5.9% 29% False False 33,033
60 4.721 3.395 1.326 35.2% 0.213 5.7% 28% False False 24,193
80 5.280 3.395 1.885 50.1% 0.208 5.5% 20% False False 19,449
100 5.977 3.395 2.582 68.6% 0.207 5.5% 14% False False 16,053
120 6.521 3.395 3.126 83.0% 0.208 5.5% 12% False False 13,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 6.029
2.618 5.307
1.618 4.865
1.000 4.592
0.618 4.423
HIGH 4.150
0.618 3.981
0.500 3.929
0.382 3.877
LOW 3.708
0.618 3.435
1.000 3.266
1.618 2.993
2.618 2.551
4.250 1.830
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 3.929 3.996
PP 3.875 3.919
S1 3.820 3.843

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.