NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 5.160 5.015 -0.145 -2.8% 5.365
High 5.192 5.321 0.129 2.5% 5.365
Low 4.995 5.015 0.020 0.4% 5.050
Close 5.021 5.314 0.293 5.8% 5.073
Range 0.197 0.306 0.109 55.3% 0.315
ATR 0.165 0.175 0.010 6.1% 0.000
Volume 4,644 4,562 -82 -1.8% 21,702
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.135 6.030 5.482
R3 5.829 5.724 5.398
R2 5.523 5.523 5.370
R1 5.418 5.418 5.342 5.471
PP 5.217 5.217 5.217 5.243
S1 5.112 5.112 5.286 5.165
S2 4.911 4.911 5.258
S3 4.605 4.806 5.230
S4 4.299 4.500 5.146
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.108 5.905 5.246
R3 5.793 5.590 5.160
R2 5.478 5.478 5.131
R1 5.275 5.275 5.102 5.219
PP 5.163 5.163 5.163 5.135
S1 4.960 4.960 5.044 4.904
S2 4.848 4.848 5.015
S3 4.533 4.645 4.986
S4 4.218 4.330 4.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.321 4.942 0.379 7.1% 0.176 3.3% 98% True False 4,322
10 5.440 4.942 0.498 9.4% 0.147 2.8% 75% False False 4,314
20 6.000 4.942 1.058 19.9% 0.152 2.9% 35% False False 3,990
40 6.170 4.942 1.228 23.1% 0.186 3.5% 30% False False 3,908
60 6.170 4.942 1.228 23.1% 0.179 3.4% 30% False False 3,600
80 6.170 4.942 1.228 23.1% 0.167 3.1% 30% False False 3,243
100 6.170 4.942 1.228 23.1% 0.169 3.2% 30% False False 2,980
120 6.550 4.942 1.608 30.3% 0.165 3.1% 23% False False 2,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 6.622
2.618 6.122
1.618 5.816
1.000 5.627
0.618 5.510
HIGH 5.321
0.618 5.204
0.500 5.168
0.382 5.132
LOW 5.015
0.618 4.826
1.000 4.709
1.618 4.520
2.618 4.214
4.250 3.715
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 5.265 5.262
PP 5.217 5.210
S1 5.168 5.158

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.