NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 5.652 5.954 0.302 5.3% 5.804
High 6.000 6.027 0.027 0.5% 5.992
Low 5.617 5.707 0.090 1.6% 5.472
Close 5.941 5.756 -0.185 -3.1% 5.532
Range 0.383 0.320 -0.063 -16.4% 0.520
ATR 0.270 0.273 0.004 1.3% 0.000
Volume 36,431 63,140 26,709 73.3% 66,220
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.790 6.593 5.932
R3 6.470 6.273 5.844
R2 6.150 6.150 5.815
R1 5.953 5.953 5.785 5.892
PP 5.830 5.830 5.830 5.799
S1 5.633 5.633 5.727 5.572
S2 5.510 5.510 5.697
S3 5.190 5.313 5.668
S4 4.870 4.993 5.580
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.225 6.899 5.818
R3 6.705 6.379 5.675
R2 6.185 6.185 5.627
R1 5.859 5.859 5.580 5.762
PP 5.665 5.665 5.665 5.617
S1 5.339 5.339 5.484 5.242
S2 5.145 5.145 5.437
S3 4.625 4.819 5.389
S4 4.105 4.299 5.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.027 5.472 0.555 9.6% 0.298 5.2% 51% True False 34,272
10 6.027 5.472 0.555 9.6% 0.262 4.6% 51% True False 27,277
20 6.027 4.937 1.090 18.9% 0.259 4.5% 75% True False 34,234
40 6.027 4.550 1.477 25.7% 0.243 4.2% 82% True False 25,951
60 6.242 4.550 1.692 29.4% 0.235 4.1% 71% False False 20,382
80 6.242 4.550 1.692 29.4% 0.226 3.9% 71% False False 16,979
100 6.242 4.550 1.692 29.4% 0.212 3.7% 71% False False 14,466
120 6.242 4.550 1.692 29.4% 0.201 3.5% 71% False False 12,551
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 0.059
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.387
2.618 6.865
1.618 6.545
1.000 6.347
0.618 6.225
HIGH 6.027
0.618 5.905
0.500 5.867
0.382 5.829
LOW 5.707
0.618 5.509
1.000 5.387
1.618 5.189
2.618 4.869
4.250 4.347
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 5.867 5.801
PP 5.830 5.786
S1 5.793 5.771

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.