NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 5.318 5.127 -0.191 -3.6% 4.781
High 5.423 5.355 -0.068 -1.3% 5.423
Low 5.103 5.120 0.017 0.3% 4.749
Close 5.115 5.323 0.208 4.1% 5.323
Range 0.320 0.235 -0.085 -26.6% 0.674
ATR 0.233 0.233 0.001 0.2% 0.000
Volume 27,706 22,452 -5,254 -19.0% 133,255
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.971 5.882 5.452
R3 5.736 5.647 5.388
R2 5.501 5.501 5.366
R1 5.412 5.412 5.345 5.457
PP 5.266 5.266 5.266 5.288
S1 5.177 5.177 5.301 5.222
S2 5.031 5.031 5.280
S3 4.796 4.942 5.258
S4 4.561 4.707 5.194
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.187 6.929 5.694
R3 6.513 6.255 5.508
R2 5.839 5.839 5.447
R1 5.581 5.581 5.385 5.710
PP 5.165 5.165 5.165 5.230
S1 4.907 4.907 5.261 5.036
S2 4.491 4.491 5.199
S3 3.817 4.233 5.138
S4 3.143 3.559 4.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.423 4.749 0.674 12.7% 0.294 5.5% 85% False False 26,651
10 5.423 4.340 1.083 20.3% 0.299 5.6% 91% False False 24,255
20 5.423 4.340 1.083 20.3% 0.222 4.2% 91% False False 18,150
40 5.860 4.340 1.520 28.6% 0.196 3.7% 65% False False 12,769
60 5.860 4.340 1.520 28.6% 0.184 3.4% 65% False False 9,839
80 6.170 4.340 1.830 34.4% 0.191 3.6% 54% False False 8,406
100 6.170 4.340 1.830 34.4% 0.190 3.6% 54% False False 7,353
120 6.170 4.340 1.830 34.4% 0.178 3.3% 54% False False 6,479
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.073
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.354
2.618 5.970
1.618 5.735
1.000 5.590
0.618 5.500
HIGH 5.355
0.618 5.265
0.500 5.238
0.382 5.210
LOW 5.120
0.618 4.975
1.000 4.885
1.618 4.740
2.618 4.505
4.250 4.121
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 5.295 5.281
PP 5.266 5.239
S1 5.238 5.197

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.