NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 5.709 5.705 -0.004 -0.1% 5.830
High 5.873 5.894 0.021 0.4% 6.038
Low 5.505 5.705 0.200 3.6% 5.505
Close 5.572 5.884 0.312 5.6% 5.572
Range 0.368 0.189 -0.179 -48.6% 0.533
ATR 0.268 0.272 0.004 1.4% 0.000
Volume 56,104 59,409 3,305 5.9% 191,821
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.395 6.328 5.988
R3 6.206 6.139 5.936
R2 6.017 6.017 5.919
R1 5.950 5.950 5.901 5.984
PP 5.828 5.828 5.828 5.844
S1 5.761 5.761 5.867 5.795
S2 5.639 5.639 5.849
S3 5.450 5.572 5.832
S4 5.261 5.383 5.780
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.304 6.971 5.865
R3 6.771 6.438 5.719
R2 6.238 6.238 5.670
R1 5.905 5.905 5.621 5.805
PP 5.705 5.705 5.705 5.655
S1 5.372 5.372 5.523 5.272
S2 5.172 5.172 5.474
S3 4.639 4.839 5.425
S4 4.106 4.306 5.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.038 5.505 0.533 9.1% 0.242 4.1% 71% False False 50,246
10 6.038 5.505 0.533 9.1% 0.250 4.2% 71% False False 54,530
20 6.038 4.533 1.505 25.6% 0.264 4.5% 90% False False 54,570
40 6.038 4.520 1.518 25.8% 0.247 4.2% 90% False False 36,746
60 6.300 4.520 1.780 30.3% 0.237 4.0% 77% False False 27,051
80 6.300 4.520 1.780 30.3% 0.237 4.0% 77% False False 21,268
100 6.300 4.520 1.780 30.3% 0.212 3.6% 77% False False 17,433
120 6.300 4.520 1.780 30.3% 0.205 3.5% 77% False False 14,768
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.070
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.697
2.618 6.389
1.618 6.200
1.000 6.083
0.618 6.011
HIGH 5.894
0.618 5.822
0.500 5.800
0.382 5.777
LOW 5.705
0.618 5.588
1.000 5.516
1.618 5.399
2.618 5.210
4.250 4.902
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 5.856 5.828
PP 5.828 5.773
S1 5.800 5.717

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.