NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5.712 5.746 0.034 0.6% 5.420
High 5.755 5.833 0.078 1.4% 5.710
Low 5.603 5.746 0.143 2.6% 5.103
Close 5.712 5.831 0.119 2.1% 5.555
Range 0.152 0.087 -0.065 -42.8% 0.607
ATR 0.212 0.205 -0.006 -3.1% 0.000
Volume 3,770 3,261 -509 -13.5% 14,572
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.064 6.035 5.879
R3 5.977 5.948 5.855
R2 5.890 5.890 5.847
R1 5.861 5.861 5.839 5.876
PP 5.803 5.803 5.803 5.811
S1 5.774 5.774 5.823 5.789
S2 5.716 5.716 5.815
S3 5.629 5.687 5.807
S4 5.542 5.600 5.783
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.277 7.023 5.889
R3 6.670 6.416 5.722
R2 6.063 6.063 5.666
R1 5.809 5.809 5.611 5.936
PP 5.456 5.456 5.456 5.520
S1 5.202 5.202 5.499 5.329
S2 4.849 4.849 5.444
S3 4.242 4.595 5.388
S4 3.635 3.988 5.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.833 5.320 0.513 8.8% 0.203 3.5% 100% True False 3,149
10 5.833 4.920 0.913 15.7% 0.189 3.2% 100% True False 2,904
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 0.030
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6.203
2.618 6.061
1.618 5.974
1.000 5.920
0.618 5.887
HIGH 5.833
0.618 5.800
0.500 5.790
0.382 5.779
LOW 5.746
0.618 5.692
1.000 5.659
1.618 5.605
2.618 5.518
4.250 5.376
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5.817 5.778
PP 5.803 5.724
S1 5.790 5.671

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.