NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 5.263 5.159 -0.104 -2.0% 5.290
High 5.270 5.402 0.132 2.5% 5.510
Low 5.093 5.152 0.059 1.2% 5.223
Close 5.176 5.393 0.217 4.2% 5.415
Range 0.177 0.250 0.073 41.2% 0.287
ATR 0.179 0.184 0.005 2.8% 0.000
Volume 3,098 5,865 2,767 89.3% 22,327
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.066 5.979 5.531
R3 5.816 5.729 5.462
R2 5.566 5.566 5.439
R1 5.479 5.479 5.416 5.523
PP 5.316 5.316 5.316 5.337
S1 5.229 5.229 5.370 5.273
S2 5.066 5.066 5.347
S3 4.816 4.979 5.324
S4 4.566 4.729 5.256
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.244 6.116 5.573
R3 5.957 5.829 5.494
R2 5.670 5.670 5.468
R1 5.542 5.542 5.441 5.606
PP 5.383 5.383 5.383 5.415
S1 5.255 5.255 5.389 5.319
S2 5.096 5.096 5.362
S3 4.809 4.968 5.336
S4 4.522 4.681 5.257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.425 5.093 0.332 6.2% 0.169 3.1% 90% False False 4,070
10 5.510 5.093 0.417 7.7% 0.185 3.4% 72% False False 4,261
20 5.510 4.942 0.568 10.5% 0.166 3.1% 79% False False 4,287
40 6.170 4.942 1.228 22.8% 0.173 3.2% 37% False False 4,032
60 6.170 4.942 1.228 22.8% 0.188 3.5% 37% False False 3,868
80 6.170 4.942 1.228 22.8% 0.172 3.2% 37% False False 3,471
100 6.170 4.942 1.228 22.8% 0.171 3.2% 37% False False 3,237
120 6.550 4.942 1.608 29.8% 0.169 3.1% 28% False False 2,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.465
2.618 6.057
1.618 5.807
1.000 5.652
0.618 5.557
HIGH 5.402
0.618 5.307
0.500 5.277
0.382 5.248
LOW 5.152
0.618 4.998
1.000 4.902
1.618 4.748
2.618 4.498
4.250 4.090
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 5.354 5.348
PP 5.316 5.304
S1 5.277 5.259

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.