NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 4.651 4.969 0.318 6.8% 5.184
High 5.009 5.152 0.143 2.9% 5.192
Low 4.644 4.969 0.325 7.0% 4.432
Close 4.971 5.114 0.143 2.9% 4.586
Range 0.365 0.183 -0.182 -49.9% 0.760
ATR 0.264 0.258 -0.006 -2.2% 0.000
Volume 92,950 171,970 79,020 85.0% 545,743
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.627 5.554 5.215
R3 5.444 5.371 5.164
R2 5.261 5.261 5.148
R1 5.188 5.188 5.131 5.225
PP 5.078 5.078 5.078 5.097
S1 5.005 5.005 5.097 5.042
S2 4.895 4.895 5.080
S3 4.712 4.822 5.064
S4 4.529 4.639 5.013
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.017 6.561 5.004
R3 6.257 5.801 4.795
R2 5.497 5.497 4.725
R1 5.041 5.041 4.656 4.889
PP 4.737 4.737 4.737 4.661
S1 4.281 4.281 4.516 4.129
S2 3.977 3.977 4.447
S3 3.217 3.521 4.377
S4 2.457 2.761 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.152 4.432 0.720 14.1% 0.247 4.8% 95% True False 120,726
10 5.290 4.432 0.858 16.8% 0.294 5.7% 79% False False 111,370
20 5.290 4.432 0.858 16.8% 0.249 4.9% 79% False False 90,952
40 6.266 4.432 1.834 35.9% 0.247 4.8% 37% False False 60,189
60 6.266 4.432 1.834 35.9% 0.241 4.7% 37% False False 47,326
80 6.266 4.432 1.834 35.9% 0.224 4.4% 37% False False 38,545
100 6.266 4.432 1.834 35.9% 0.214 4.2% 37% False False 32,403
120 6.266 4.432 1.834 35.9% 0.201 3.9% 37% False False 27,939
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 0.048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.930
2.618 5.631
1.618 5.448
1.000 5.335
0.618 5.265
HIGH 5.152
0.618 5.082
0.500 5.061
0.382 5.039
LOW 4.969
0.618 4.856
1.000 4.786
1.618 4.673
2.618 4.490
4.250 4.191
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5.096 5.009
PP 5.078 4.904
S1 5.061 4.799

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.