NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 4.337 4.241 -0.096 -2.2% 4.451
High 4.348 4.278 -0.070 -1.6% 4.516
Low 4.219 4.175 -0.044 -1.0% 4.182
Close 4.261 4.269 0.008 0.2% 4.197
Range 0.129 0.103 -0.026 -20.2% 0.334
ATR 0.170 0.165 -0.005 -2.8% 0.000
Volume 15,764 17,324 1,560 9.9% 95,061
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.550 4.512 4.326
R3 4.447 4.409 4.297
R2 4.344 4.344 4.288
R1 4.306 4.306 4.278 4.325
PP 4.241 4.241 4.241 4.250
S1 4.203 4.203 4.260 4.222
S2 4.138 4.138 4.250
S3 4.035 4.100 4.241
S4 3.932 3.997 4.212
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.300 5.083 4.381
R3 4.966 4.749 4.289
R2 4.632 4.632 4.258
R1 4.415 4.415 4.228 4.357
PP 4.298 4.298 4.298 4.269
S1 4.081 4.081 4.166 4.023
S2 3.964 3.964 4.136
S3 3.630 3.747 4.105
S4 3.296 3.413 4.013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.401 4.150 0.251 5.9% 0.143 3.3% 47% False False 17,623
10 4.710 4.150 0.560 13.1% 0.138 3.2% 21% False False 21,781
20 5.133 4.150 0.983 23.0% 0.176 4.1% 12% False False 18,340
40 5.133 4.150 0.983 23.0% 0.169 4.0% 12% False False 11,827
60 5.515 4.150 1.365 32.0% 0.174 4.1% 9% False False 9,193
80 5.523 4.150 1.373 32.2% 0.184 4.3% 9% False False 7,783
100 5.523 4.150 1.373 32.2% 0.170 4.0% 9% False False 6,498
120 5.523 4.150 1.373 32.2% 0.166 3.9% 9% False False 5,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.716
2.618 4.548
1.618 4.445
1.000 4.381
0.618 4.342
HIGH 4.278
0.618 4.239
0.500 4.227
0.382 4.214
LOW 4.175
0.618 4.111
1.000 4.072
1.618 4.008
2.618 3.905
4.250 3.737
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 4.255 4.262
PP 4.241 4.256
S1 4.227 4.249

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.