NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 5.114 5.130 0.016 0.3% 5.485
High 5.150 5.165 0.015 0.3% 5.540
Low 5.059 5.037 -0.022 -0.4% 5.286
Close 5.108 5.052 -0.056 -1.1% 5.310
Range 0.091 0.128 0.037 40.7% 0.254
ATR 0.169 0.166 -0.003 -1.7% 0.000
Volume 9,384 6,469 -2,915 -31.1% 45,810
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.469 5.388 5.122
R3 5.341 5.260 5.087
R2 5.213 5.213 5.075
R1 5.132 5.132 5.064 5.109
PP 5.085 5.085 5.085 5.073
S1 5.004 5.004 5.040 4.981
S2 4.957 4.957 5.029
S3 4.829 4.876 5.017
S4 4.701 4.748 4.982
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.141 5.979 5.450
R3 5.887 5.725 5.380
R2 5.633 5.633 5.357
R1 5.471 5.471 5.333 5.425
PP 5.379 5.379 5.379 5.356
S1 5.217 5.217 5.287 5.171
S2 5.125 5.125 5.263
S3 4.871 4.963 5.240
S4 4.617 4.709 5.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.410 5.037 0.373 7.4% 0.127 2.5% 4% False True 9,336
10 5.585 5.037 0.548 10.8% 0.129 2.6% 3% False True 8,689
20 5.860 5.037 0.823 16.3% 0.170 3.4% 2% False True 7,387
40 5.860 4.942 0.918 18.2% 0.165 3.3% 12% False False 5,683
60 6.170 4.942 1.228 24.3% 0.181 3.6% 9% False False 5,158
80 6.170 4.942 1.228 24.3% 0.182 3.6% 9% False False 4,654
100 6.170 4.942 1.228 24.3% 0.169 3.3% 9% False False 4,145
120 6.170 4.942 1.228 24.3% 0.170 3.4% 9% False False 3,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.709
2.618 5.500
1.618 5.372
1.000 5.293
0.618 5.244
HIGH 5.165
0.618 5.116
0.500 5.101
0.382 5.086
LOW 5.037
0.618 4.958
1.000 4.909
1.618 4.830
2.618 4.702
4.250 4.493
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 5.101 5.136
PP 5.085 5.108
S1 5.068 5.080

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.