NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 5.520 5.371 -0.149 -2.7% 5.690
High 5.540 5.440 -0.100 -1.8% 5.730
Low 5.384 5.371 -0.013 -0.2% 5.371
Close 5.392 5.400 0.008 0.1% 5.400
Range 0.156 0.069 -0.087 -55.8% 0.359
ATR 0.182 0.173 -0.008 -4.4% 0.000
Volume 3,866 3,866 0 0.0% 15,050
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.611 5.574 5.438
R3 5.542 5.505 5.419
R2 5.473 5.473 5.413
R1 5.436 5.436 5.406 5.455
PP 5.404 5.404 5.404 5.413
S1 5.367 5.367 5.394 5.386
S2 5.335 5.335 5.387
S3 5.266 5.298 5.381
S4 5.197 5.229 5.362
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.577 6.348 5.597
R3 6.218 5.989 5.499
R2 5.859 5.859 5.466
R1 5.630 5.630 5.433 5.565
PP 5.500 5.500 5.500 5.468
S1 5.271 5.271 5.367 5.206
S2 5.141 5.141 5.334
S3 4.782 4.912 5.301
S4 4.423 4.553 5.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.730 5.371 0.359 6.6% 0.120 2.2% 8% False True 3,010
10 5.815 5.371 0.444 8.2% 0.143 2.7% 7% False True 3,663
20 6.170 5.371 0.799 14.8% 0.174 3.2% 4% False True 3,741
40 6.170 5.365 0.805 14.9% 0.194 3.6% 4% False False 3,621
60 6.170 5.170 1.000 18.5% 0.174 3.2% 23% False False 3,226
80 6.170 5.170 1.000 18.5% 0.173 3.2% 23% False False 3,006
100 6.440 5.170 1.270 23.5% 0.168 3.1% 18% False False 2,746
120 7.063 5.170 1.893 35.1% 0.167 3.1% 12% False False 2,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.025
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 5.733
2.618 5.621
1.618 5.552
1.000 5.509
0.618 5.483
HIGH 5.440
0.618 5.414
0.500 5.406
0.382 5.397
LOW 5.371
0.618 5.328
1.000 5.302
1.618 5.259
2.618 5.190
4.250 5.078
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 5.406 5.481
PP 5.404 5.454
S1 5.402 5.427

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.