NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 4.870 5.172 0.302 6.2% 4.781
High 5.195 5.318 0.123 2.4% 4.972
Low 4.856 5.070 0.214 4.4% 4.355
Close 5.161 5.100 -0.061 -1.2% 4.781
Range 0.339 0.248 -0.091 -26.8% 0.617
ATR 0.296 0.292 -0.003 -1.1% 0.000
Volume 138,314 151,129 12,815 9.3% 720,591
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.907 5.751 5.236
R3 5.659 5.503 5.168
R2 5.411 5.411 5.145
R1 5.255 5.255 5.123 5.209
PP 5.163 5.163 5.163 5.140
S1 5.007 5.007 5.077 4.961
S2 4.915 4.915 5.055
S3 4.667 4.759 5.032
S4 4.419 4.511 4.964
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.554 6.284 5.120
R3 5.937 5.667 4.951
R2 5.320 5.320 4.894
R1 5.050 5.050 4.838 5.090
PP 4.703 4.703 4.703 4.722
S1 4.433 4.433 4.724 4.473
S2 4.086 4.086 4.668
S3 3.469 3.816 4.611
S4 2.852 3.199 4.442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.318 4.355 0.963 18.9% 0.305 6.0% 77% True False 156,290
10 5.318 4.355 0.963 18.9% 0.290 5.7% 77% True False 147,883
20 5.318 4.351 0.967 19.0% 0.295 5.8% 77% True False 134,928
40 5.318 3.491 1.827 35.8% 0.284 5.6% 88% True False 95,724
60 5.318 3.491 1.827 35.8% 0.250 4.9% 88% True False 69,730
80 5.318 3.491 1.827 35.8% 0.227 4.5% 88% True False 53,603
100 5.515 3.491 2.024 39.7% 0.220 4.3% 79% False False 43,669
120 5.523 3.491 2.032 39.8% 0.217 4.3% 79% False False 36,970
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.372
2.618 5.967
1.618 5.719
1.000 5.566
0.618 5.471
HIGH 5.318
0.618 5.223
0.500 5.194
0.382 5.165
LOW 5.070
0.618 4.917
1.000 4.822
1.618 4.669
2.618 4.421
4.250 4.016
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 5.194 5.065
PP 5.163 5.030
S1 5.131 4.995

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.