NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 4.816 4.708 -0.108 -2.2% 5.030
High 4.853 4.791 -0.062 -1.3% 5.164
Low 4.694 4.675 -0.019 -0.4% 4.889
Close 4.697 4.685 -0.012 -0.3% 4.913
Range 0.159 0.116 -0.043 -27.0% 0.275
ATR 0.153 0.151 -0.003 -1.7% 0.000
Volume 12,814 15,721 2,907 22.7% 44,903
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.065 4.991 4.749
R3 4.949 4.875 4.717
R2 4.833 4.833 4.706
R1 4.759 4.759 4.696 4.738
PP 4.717 4.717 4.717 4.707
S1 4.643 4.643 4.674 4.622
S2 4.601 4.601 4.664
S3 4.485 4.527 4.653
S4 4.369 4.411 4.621
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.814 5.638 5.064
R3 5.539 5.363 4.989
R2 5.264 5.264 4.963
R1 5.088 5.088 4.938 5.039
PP 4.989 4.989 4.989 4.964
S1 4.813 4.813 4.888 4.764
S2 4.714 4.714 4.863
S3 4.439 4.538 4.837
S4 4.164 4.263 4.762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.092 4.675 0.417 8.9% 0.144 3.1% 2% False True 12,180
10 5.165 4.675 0.490 10.5% 0.132 2.8% 2% False True 10,286
20 5.799 4.675 1.124 24.0% 0.140 3.0% 1% False True 9,492
40 5.860 4.675 1.185 25.3% 0.164 3.5% 1% False True 7,326
60 6.170 4.675 1.495 31.9% 0.167 3.6% 1% False True 6,173
80 6.170 4.675 1.495 31.9% 0.177 3.8% 1% False True 5,518
100 6.170 4.675 1.495 31.9% 0.169 3.6% 1% False True 4,951
120 6.170 4.675 1.495 31.9% 0.170 3.6% 1% False True 4,507
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.284
2.618 5.095
1.618 4.979
1.000 4.907
0.618 4.863
HIGH 4.791
0.618 4.747
0.500 4.733
0.382 4.719
LOW 4.675
0.618 4.603
1.000 4.559
1.618 4.487
2.618 4.371
4.250 4.182
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 4.733 4.799
PP 4.717 4.761
S1 4.701 4.723

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.