NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 4.700 4.515 -0.185 -3.9% 4.923
High 4.747 4.544 -0.203 -4.3% 4.923
Low 4.504 4.340 -0.164 -3.6% 4.340
Close 4.509 4.499 -0.010 -0.2% 4.499
Range 0.243 0.204 -0.039 -16.0% 0.583
ATR 0.157 0.160 0.003 2.1% 0.000
Volume 24,065 23,002 -1,063 -4.4% 85,952
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.073 4.990 4.611
R3 4.869 4.786 4.555
R2 4.665 4.665 4.536
R1 4.582 4.582 4.518 4.522
PP 4.461 4.461 4.461 4.431
S1 4.378 4.378 4.480 4.318
S2 4.257 4.257 4.462
S3 4.053 4.174 4.443
S4 3.849 3.970 4.387
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.336 6.001 4.820
R3 5.753 5.418 4.659
R2 5.170 5.170 4.606
R1 4.835 4.835 4.552 4.711
PP 4.587 4.587 4.587 4.526
S1 4.252 4.252 4.446 4.128
S2 4.004 4.004 4.392
S3 3.421 3.669 4.339
S4 2.838 3.086 4.178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.923 4.340 0.583 13.0% 0.171 3.8% 27% False True 17,190
10 5.164 4.340 0.824 18.3% 0.152 3.4% 19% False True 13,085
20 5.540 4.340 1.200 26.7% 0.139 3.1% 13% False True 11,117
40 5.860 4.340 1.520 33.8% 0.169 3.8% 10% False True 8,276
60 6.170 4.340 1.830 40.7% 0.167 3.7% 9% False True 6,818
80 6.170 4.340 1.830 40.7% 0.177 3.9% 9% False True 5,998
100 6.170 4.340 1.830 40.7% 0.172 3.8% 9% False True 5,381
120 6.170 4.340 1.830 40.7% 0.172 3.8% 9% False True 4,879
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.411
2.618 5.078
1.618 4.874
1.000 4.748
0.618 4.670
HIGH 4.544
0.618 4.466
0.500 4.442
0.382 4.418
LOW 4.340
0.618 4.214
1.000 4.136
1.618 4.010
2.618 3.806
4.250 3.473
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 4.480 4.566
PP 4.461 4.543
S1 4.442 4.521

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.