NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 5.819 6.020 0.201 3.5% 5.915
High 5.997 6.030 0.033 0.6% 5.976
Low 5.819 5.813 -0.006 -0.1% 5.598
Close 5.952 5.874 -0.078 -1.3% 5.840
Range 0.178 0.217 0.039 21.9% 0.378
ATR 0.174 0.177 0.003 1.7% 0.000
Volume 1,948 2,745 797 40.9% 12,148
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.557 6.432 5.993
R3 6.340 6.215 5.934
R2 6.123 6.123 5.914
R1 5.998 5.998 5.894 5.952
PP 5.906 5.906 5.906 5.883
S1 5.781 5.781 5.854 5.735
S2 5.689 5.689 5.834
S3 5.472 5.564 5.814
S4 5.255 5.347 5.755
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.939 6.767 6.048
R3 6.561 6.389 5.944
R2 6.183 6.183 5.909
R1 6.011 6.011 5.875 5.908
PP 5.805 5.805 5.805 5.753
S1 5.633 5.633 5.805 5.530
S2 5.427 5.427 5.771
S3 5.049 5.255 5.736
S4 4.671 4.877 5.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.030 5.598 0.432 7.4% 0.180 3.1% 64% True False 2,598
10 6.030 5.598 0.432 7.4% 0.160 2.7% 64% True False 2,237
20 6.030 5.005 1.025 17.4% 0.184 3.1% 85% True False 1,846
40 6.030 4.869 1.161 19.8% 0.134 2.3% 87% True False 1,298
60 6.030 4.869 1.161 19.8% 0.132 2.2% 87% True False 1,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.952
2.618 6.598
1.618 6.381
1.000 6.247
0.618 6.164
HIGH 6.030
0.618 5.947
0.500 5.922
0.382 5.896
LOW 5.813
0.618 5.679
1.000 5.596
1.618 5.462
2.618 5.245
4.250 4.891
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 5.922 5.854
PP 5.906 5.834
S1 5.890 5.814

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.