NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 4.690 4.588 -0.102 -2.2% 5.250
High 4.723 4.784 0.061 1.3% 5.281
Low 4.550 4.580 0.030 0.7% 4.550
Close 4.586 4.707 0.121 2.6% 4.707
Range 0.173 0.204 0.031 17.9% 0.731
ATR 0.232 0.230 -0.002 -0.9% 0.000
Volume 21,141 21,252 111 0.5% 92,428
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.302 5.209 4.819
R3 5.098 5.005 4.763
R2 4.894 4.894 4.744
R1 4.801 4.801 4.726 4.848
PP 4.690 4.690 4.690 4.714
S1 4.597 4.597 4.688 4.644
S2 4.486 4.486 4.670
S3 4.282 4.393 4.651
S4 4.078 4.189 4.595
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.039 6.604 5.109
R3 6.308 5.873 4.908
R2 5.577 5.577 4.841
R1 5.142 5.142 4.774 4.994
PP 4.846 4.846 4.846 4.772
S1 4.411 4.411 4.640 4.263
S2 4.115 4.115 4.573
S3 3.384 3.680 4.506
S4 2.653 2.949 4.305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.281 4.550 0.731 15.5% 0.234 5.0% 21% False False 18,485
10 5.370 4.550 0.820 17.4% 0.256 5.4% 19% False False 16,674
20 5.370 4.550 0.820 17.4% 0.222 4.7% 19% False False 14,891
40 6.242 4.550 1.692 35.9% 0.218 4.6% 9% False False 11,753
60 6.242 4.550 1.692 35.9% 0.217 4.6% 9% False False 10,144
80 6.242 4.550 1.692 35.9% 0.196 4.2% 9% False False 8,575
100 6.242 4.550 1.692 35.9% 0.189 4.0% 9% False False 7,470
120 6.329 4.550 1.779 37.8% 0.178 3.8% 9% False False 6,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.651
2.618 5.318
1.618 5.114
1.000 4.988
0.618 4.910
HIGH 4.784
0.618 4.706
0.500 4.682
0.382 4.658
LOW 4.580
0.618 4.454
1.000 4.376
1.618 4.250
2.618 4.046
4.250 3.713
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 4.699 4.736
PP 4.690 4.726
S1 4.682 4.717

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.