NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 4.540 4.274 -0.266 -5.9% 4.545
High 4.578 4.364 -0.214 -4.7% 4.690
Low 4.229 4.157 -0.072 -1.7% 4.287
Close 4.254 4.342 0.088 2.1% 4.392
Range 0.349 0.207 -0.142 -40.7% 0.403
ATR 0.241 0.239 -0.002 -1.0% 0.000
Volume 144,785 129,886 -14,899 -10.3% 485,651
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 4.909 4.832 4.456
R3 4.702 4.625 4.399
R2 4.495 4.495 4.380
R1 4.418 4.418 4.361 4.457
PP 4.288 4.288 4.288 4.307
S1 4.211 4.211 4.323 4.250
S2 4.081 4.081 4.304
S3 3.874 4.004 4.285
S4 3.667 3.797 4.228
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.665 5.432 4.614
R3 5.262 5.029 4.503
R2 4.859 4.859 4.466
R1 4.626 4.626 4.429 4.541
PP 4.456 4.456 4.456 4.414
S1 4.223 4.223 4.355 4.138
S2 4.053 4.053 4.318
S3 3.650 3.820 4.281
S4 3.247 3.417 4.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.734 4.157 0.577 13.3% 0.245 5.6% 32% False True 133,407
10 4.827 4.157 0.670 15.4% 0.224 5.1% 28% False True 112,817
20 5.742 4.157 1.585 36.5% 0.236 5.4% 12% False True 100,960
40 5.989 4.157 1.832 42.2% 0.247 5.7% 10% False True 77,493
60 5.989 4.157 1.832 42.2% 0.245 5.6% 10% False True 58,380
80 5.989 4.157 1.832 42.2% 0.225 5.2% 10% False True 45,894
100 5.989 4.157 1.832 42.2% 0.212 4.9% 10% False True 37,553
120 6.170 4.157 2.013 46.4% 0.208 4.8% 9% False True 31,924
Crabel Price Patterns
NR True
NR4 True
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 0.054
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.244
2.618 4.906
1.618 4.699
1.000 4.571
0.618 4.492
HIGH 4.364
0.618 4.285
0.500 4.261
0.382 4.236
LOW 4.157
0.618 4.029
1.000 3.950
1.618 3.822
2.618 3.615
4.250 3.277
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 4.315 4.446
PP 4.288 4.411
S1 4.261 4.377

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.