NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 4.623 4.950 0.327 7.1% 4.700
High 5.133 5.048 -0.085 -1.7% 4.744
Low 4.623 4.877 0.254 5.5% 4.404
Close 5.011 5.005 -0.006 -0.1% 4.656
Range 0.510 0.171 -0.339 -66.5% 0.340
ATR 0.211 0.208 -0.003 -1.3% 0.000
Volume 8,125 15,577 7,452 91.7% 29,381
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.490 5.418 5.099
R3 5.319 5.247 5.052
R2 5.148 5.148 5.036
R1 5.076 5.076 5.021 5.112
PP 4.977 4.977 4.977 4.995
S1 4.905 4.905 4.989 4.941
S2 4.806 4.806 4.974
S3 4.635 4.734 4.958
S4 4.464 4.563 4.911
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.621 5.479 4.843
R3 5.281 5.139 4.750
R2 4.941 4.941 4.718
R1 4.799 4.799 4.687 4.700
PP 4.601 4.601 4.601 4.552
S1 4.459 4.459 4.625 4.360
S2 4.261 4.261 4.594
S3 3.921 4.119 4.563
S4 3.581 3.779 4.469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.133 4.404 0.729 14.6% 0.252 5.0% 82% False False 8,592
10 5.133 4.404 0.729 14.6% 0.224 4.5% 82% False False 7,194
20 5.133 4.264 0.869 17.4% 0.189 3.8% 85% False False 6,380
40 5.515 4.264 1.251 25.0% 0.180 3.6% 59% False False 5,233
60 5.523 4.264 1.259 25.2% 0.190 3.8% 59% False False 4,678
80 5.523 4.264 1.259 25.2% 0.176 3.5% 59% False False 3,971
100 5.523 4.264 1.259 25.2% 0.170 3.4% 59% False False 3,428
120 5.690 4.264 1.426 28.5% 0.165 3.3% 52% False False 3,010
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.775
2.618 5.496
1.618 5.325
1.000 5.219
0.618 5.154
HIGH 5.048
0.618 4.983
0.500 4.963
0.382 4.942
LOW 4.877
0.618 4.771
1.000 4.706
1.618 4.600
2.618 4.429
4.250 4.150
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 4.991 4.952
PP 4.977 4.899
S1 4.963 4.846

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.