NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 5.095 4.900 -0.195 -3.8% 5.184
High 5.230 5.347 0.117 2.2% 5.192
Low 4.867 4.837 -0.030 -0.6% 4.432
Close 4.898 5.298 0.400 8.2% 4.586
Range 0.363 0.510 0.147 40.5% 0.760
ATR 0.266 0.283 0.017 6.6% 0.000
Volume 179,037 157,380 -21,657 -12.1% 545,743
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.691 6.504 5.579
R3 6.181 5.994 5.438
R2 5.671 5.671 5.392
R1 5.484 5.484 5.345 5.578
PP 5.161 5.161 5.161 5.207
S1 4.974 4.974 5.251 5.068
S2 4.651 4.651 5.205
S3 4.141 4.464 5.158
S4 3.631 3.954 5.018
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 5.347 4.445 0.902 17.0% 0.330 6.2% 95% True False 139,026
10 5.347 4.432 0.915 17.3% 0.319 6.0% 95% True False 127,699
20 5.347 4.432 0.915 17.3% 0.276 5.2% 95% True False 101,051
40 6.266 4.432 1.834 34.6% 0.253 4.8% 47% False False 66,430
60 6.266 4.432 1.834 34.6% 0.247 4.7% 47% False False 52,246
80 6.266 4.432 1.834 34.6% 0.232 4.4% 47% False False 42,502
100 6.266 4.432 1.834 34.6% 0.220 4.2% 47% False False 35,607
120 6.266 4.432 1.834 34.6% 0.206 3.9% 47% False False 30,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.060
Widest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 7.515
2.618 6.682
1.618 6.172
1.000 5.857
0.618 5.662
HIGH 5.347
0.618 5.152
0.500 5.092
0.382 5.032
LOW 4.837
0.618 4.522
1.000 4.327
1.618 4.012
2.618 3.502
4.250 2.670
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 5.229 5.229
PP 5.161 5.161
S1 5.092 5.092

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.