NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 4.722 4.800 0.078 1.7% 4.349
High 4.885 4.887 0.002 0.0% 4.774
Low 4.646 4.590 -0.056 -1.2% 4.264
Close 4.797 4.605 -0.192 -4.0% 4.673
Range 0.239 0.297 0.058 24.3% 0.510
ATR 0.182 0.191 0.008 4.5% 0.000
Volume 5,534 6,633 1,099 19.9% 27,564
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.585 5.392 4.768
R3 5.288 5.095 4.687
R2 4.991 4.991 4.659
R1 4.798 4.798 4.632 4.746
PP 4.694 4.694 4.694 4.668
S1 4.501 4.501 4.578 4.449
S2 4.397 4.397 4.551
S3 4.100 4.204 4.523
S4 3.803 3.907 4.442
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.100 5.897 4.954
R3 5.590 5.387 4.813
R2 5.080 5.080 4.767
R1 4.877 4.877 4.720 4.979
PP 4.570 4.570 4.570 4.621
S1 4.367 4.367 4.626 4.469
S2 4.060 4.060 4.580
S3 3.550 3.857 4.533
S4 3.040 3.347 4.393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.887 4.551 0.336 7.3% 0.224 4.9% 16% True False 6,037
10 4.887 4.264 0.623 13.5% 0.190 4.1% 55% True False 5,654
20 5.089 4.264 0.825 17.9% 0.159 3.5% 41% False False 4,791
40 5.515 4.264 1.251 27.2% 0.184 4.0% 27% False False 4,439
60 5.523 4.264 1.259 27.3% 0.186 4.0% 27% False False 4,067
80 5.523 4.264 1.259 27.3% 0.166 3.6% 27% False False 3,329
100 5.523 4.264 1.259 27.3% 0.164 3.6% 27% False False 2,911
120 5.975 4.264 1.711 37.2% 0.163 3.5% 20% False False 2,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.149
2.618 5.665
1.618 5.368
1.000 5.184
0.618 5.071
HIGH 4.887
0.618 4.774
0.500 4.739
0.382 4.703
LOW 4.590
0.618 4.406
1.000 4.293
1.618 4.109
2.618 3.812
4.250 3.328
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 4.739 4.739
PP 4.694 4.694
S1 4.650 4.650

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.