NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 5.064 5.092 0.028 0.6% 5.286
High 5.108 5.092 -0.016 -0.3% 5.310
Low 5.030 4.947 -0.083 -1.7% 5.000
Close 5.101 5.047 -0.054 -1.1% 5.027
Range 0.078 0.145 0.067 85.9% 0.310
ATR 0.153 0.153 0.000 0.0% 0.000
Volume 6,998 10,174 3,176 45.4% 45,684
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.464 5.400 5.127
R3 5.319 5.255 5.087
R2 5.174 5.174 5.074
R1 5.110 5.110 5.060 5.070
PP 5.029 5.029 5.029 5.008
S1 4.965 4.965 5.034 4.925
S2 4.884 4.884 5.020
S3 4.739 4.820 5.007
S4 4.594 4.675 4.967
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.042 5.845 5.198
R3 5.732 5.535 5.112
R2 5.422 5.422 5.084
R1 5.225 5.225 5.055 5.169
PP 5.112 5.112 5.112 5.084
S1 4.915 4.915 4.999 4.859
S2 4.802 4.802 4.970
S3 4.492 4.605 4.942
S4 4.182 4.295 4.857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.164 4.947 0.217 4.3% 0.124 2.5% 46% False True 9,132
10 5.410 4.947 0.463 9.2% 0.126 2.5% 22% False True 9,234
20 5.860 4.947 0.913 18.1% 0.159 3.1% 11% False True 8,653
40 5.860 4.942 0.918 18.2% 0.162 3.2% 11% False False 6,470
60 6.170 4.942 1.228 24.3% 0.168 3.3% 9% False False 5,572
80 6.170 4.942 1.228 24.3% 0.181 3.6% 9% False False 5,065
100 6.170 4.942 1.228 24.3% 0.169 3.4% 9% False False 4,507
120 6.170 4.942 1.228 24.3% 0.169 3.4% 9% False False 4,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.708
2.618 5.472
1.618 5.327
1.000 5.237
0.618 5.182
HIGH 5.092
0.618 5.037
0.500 5.020
0.382 5.002
LOW 4.947
0.618 4.857
1.000 4.802
1.618 4.712
2.618 4.567
4.250 4.331
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 5.038 5.056
PP 5.029 5.053
S1 5.020 5.050

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.