NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 5.829 5.716 -0.113 -1.9% 6.059
High 5.946 5.820 -0.126 -2.1% 6.160
Low 5.829 5.651 -0.178 -3.1% 5.829
Close 5.943 5.716 -0.227 -3.8% 5.943
Range 0.117 0.169 0.052 44.4% 0.331
ATR 0.197 0.204 0.007 3.4% 0.000
Volume 1,309 1,218 -91 -7.0% 10,134
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.236 6.145 5.809
R3 6.067 5.976 5.762
R2 5.898 5.898 5.747
R1 5.807 5.807 5.731 5.801
PP 5.729 5.729 5.729 5.726
S1 5.638 5.638 5.701 5.632
S2 5.560 5.560 5.685
S3 5.391 5.469 5.670
S4 5.222 5.300 5.623
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.970 6.788 6.125
R3 6.639 6.457 6.034
R2 6.308 6.308 6.004
R1 6.126 6.126 5.973 6.052
PP 5.977 5.977 5.977 5.940
S1 5.795 5.795 5.913 5.721
S2 5.646 5.646 5.882
S3 5.315 5.464 5.852
S4 4.984 5.133 5.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.160 5.651 0.509 8.9% 0.163 2.9% 13% False True 1,653
10 6.160 5.651 0.509 8.9% 0.155 2.7% 13% False True 1,855
20 6.160 5.559 0.601 10.5% 0.157 2.7% 26% False False 2,120
40 6.160 4.970 1.190 20.8% 0.162 2.8% 63% False False 1,950
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.538
2.618 6.262
1.618 6.093
1.000 5.989
0.618 5.924
HIGH 5.820
0.618 5.755
0.500 5.736
0.382 5.716
LOW 5.651
0.618 5.547
1.000 5.482
1.618 5.378
2.618 5.209
4.250 4.933
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 5.736 5.906
PP 5.729 5.842
S1 5.723 5.779

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.