NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 4.300 4.165 -0.135 -3.1% 4.245
High 4.355 4.238 -0.117 -2.7% 4.716
Low 4.114 4.075 -0.039 -0.9% 4.202
Close 4.187 4.129 -0.058 -1.4% 4.317
Range 0.241 0.163 -0.078 -32.4% 0.514
ATR 0.246 0.241 -0.006 -2.4% 0.000
Volume 10,736 16,468 5,732 53.4% 98,529
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.636 4.546 4.219
R3 4.473 4.383 4.174
R2 4.310 4.310 4.159
R1 4.220 4.220 4.144 4.184
PP 4.147 4.147 4.147 4.129
S1 4.057 4.057 4.114 4.021
S2 3.984 3.984 4.099
S3 3.821 3.894 4.084
S4 3.658 3.731 4.039
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.954 5.649 4.600
R3 5.440 5.135 4.458
R2 4.926 4.926 4.411
R1 4.621 4.621 4.364 4.774
PP 4.412 4.412 4.412 4.488
S1 4.107 4.107 4.270 4.260
S2 3.898 3.898 4.223
S3 3.384 3.593 4.176
S4 2.870 3.079 4.034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.624 4.075 0.549 13.3% 0.208 5.0% 10% False True 17,453
10 4.716 4.025 0.691 16.7% 0.250 6.0% 15% False False 21,463
20 4.716 3.776 0.940 22.8% 0.260 6.3% 38% False False 17,672
40 4.830 3.596 1.234 29.9% 0.237 5.7% 43% False False 12,002
60 4.830 3.596 1.234 29.9% 0.199 4.8% 43% False False 8,812
80 4.860 3.596 1.264 30.6% 0.199 4.8% 42% False False 7,087
100 5.392 3.596 1.796 43.5% 0.196 4.7% 30% False False 5,922
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.066
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.931
2.618 4.665
1.618 4.502
1.000 4.401
0.618 4.339
HIGH 4.238
0.618 4.176
0.500 4.157
0.382 4.137
LOW 4.075
0.618 3.974
1.000 3.912
1.618 3.811
2.618 3.648
4.250 3.382
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 4.157 4.275
PP 4.147 4.226
S1 4.138 4.178

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.