NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 5.635 5.690 0.055 1.0% 5.815
High 5.764 5.730 -0.034 -0.6% 5.815
Low 5.575 5.629 0.054 1.0% 5.493
Close 5.748 5.648 -0.100 -1.7% 5.748
Range 0.189 0.101 -0.088 -46.6% 0.322
ATR 0.197 0.191 -0.006 -2.8% 0.000
Volume 2,987 2,277 -710 -23.8% 21,582
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.972 5.911 5.704
R3 5.871 5.810 5.676
R2 5.770 5.770 5.667
R1 5.709 5.709 5.657 5.689
PP 5.669 5.669 5.669 5.659
S1 5.608 5.608 5.639 5.588
S2 5.568 5.568 5.629
S3 5.467 5.507 5.620
S4 5.366 5.406 5.592
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.522 5.925
R3 6.329 6.200 5.837
R2 6.007 6.007 5.807
R1 5.878 5.878 5.778 5.782
PP 5.685 5.685 5.685 5.637
S1 5.556 5.556 5.718 5.460
S2 5.363 5.363 5.689
S3 5.041 5.234 5.659
S4 4.719 4.912 5.571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.764 5.493 0.271 4.8% 0.147 2.6% 57% False False 4,254
10 6.170 5.493 0.677 12.0% 0.182 3.2% 23% False False 4,051
20 6.170 5.468 0.702 12.4% 0.198 3.5% 26% False False 4,017
40 6.170 5.276 0.894 15.8% 0.202 3.6% 42% False False 3,609
60 6.170 5.170 1.000 17.7% 0.171 3.0% 48% False False 3,139
80 6.170 5.170 1.000 17.7% 0.172 3.0% 48% False False 2,919
100 6.550 5.170 1.380 24.4% 0.169 3.0% 35% False False 2,687
120 7.500 5.170 2.330 41.3% 0.170 3.0% 21% False False 2,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6.159
2.618 5.994
1.618 5.893
1.000 5.831
0.618 5.792
HIGH 5.730
0.618 5.691
0.500 5.680
0.382 5.668
LOW 5.629
0.618 5.567
1.000 5.528
1.618 5.466
2.618 5.365
4.250 5.200
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 5.680 5.655
PP 5.669 5.653
S1 5.659 5.650

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.