NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 5.656 5.662 0.006 0.1% 5.660
High 5.790 5.804 0.014 0.2% 5.750
Low 5.613 5.600 -0.013 -0.2% 5.200
Close 5.683 5.739 0.056 1.0% 5.522
Range 0.177 0.204 0.027 15.3% 0.550
ATR 0.247 0.244 -0.003 -1.3% 0.000
Volume 42,136 42,136 0 0.0% 161,231
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.326 6.237 5.851
R3 6.122 6.033 5.795
R2 5.918 5.918 5.776
R1 5.829 5.829 5.758 5.874
PP 5.714 5.714 5.714 5.737
S1 5.625 5.625 5.720 5.670
S2 5.510 5.510 5.702
S3 5.306 5.421 5.683
S4 5.102 5.217 5.627
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.141 6.881 5.825
R3 6.591 6.331 5.673
R2 6.041 6.041 5.623
R1 5.781 5.781 5.572 5.636
PP 5.491 5.491 5.491 5.418
S1 5.231 5.231 5.472 5.086
S2 4.941 4.941 5.421
S3 4.391 4.681 5.371
S4 3.841 4.131 5.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.829 5.200 0.629 11.0% 0.263 4.6% 86% False False 42,465
10 5.829 5.200 0.629 11.0% 0.253 4.4% 86% False False 34,257
20 5.829 4.743 1.086 18.9% 0.264 4.6% 92% False False 28,890
40 5.829 4.340 1.489 25.9% 0.216 3.8% 94% False False 20,981
60 5.860 4.340 1.520 26.5% 0.209 3.6% 92% False False 15,929
80 6.085 4.340 1.745 30.4% 0.194 3.4% 80% False False 12,940
100 6.170 4.340 1.830 31.9% 0.199 3.5% 76% False False 11,108
120 6.170 4.340 1.830 31.9% 0.192 3.3% 76% False False 9,747
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.072
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.671
2.618 6.338
1.618 6.134
1.000 6.008
0.618 5.930
HIGH 5.804
0.618 5.726
0.500 5.702
0.382 5.678
LOW 5.600
0.618 5.474
1.000 5.396
1.618 5.270
2.618 5.066
4.250 4.733
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 5.727 5.722
PP 5.714 5.706
S1 5.702 5.689

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.