NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 4.350 4.280 -0.070 -1.6% 4.700
High 4.360 4.474 0.114 2.6% 4.805
Low 4.261 4.245 -0.016 -0.4% 4.391
Close 4.265 4.464 0.199 4.7% 4.420
Range 0.099 0.229 0.130 131.3% 0.414
ATR 0.180 0.183 0.004 1.9% 0.000
Volume 1,980 3,974 1,994 100.7% 9,521
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.081 5.002 4.590
R3 4.852 4.773 4.527
R2 4.623 4.623 4.506
R1 4.544 4.544 4.485 4.584
PP 4.394 4.394 4.394 4.414
S1 4.315 4.315 4.443 4.355
S2 4.165 4.165 4.422
S3 3.936 4.086 4.401
S4 3.707 3.857 4.338
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.781 5.514 4.648
R3 5.367 5.100 4.534
R2 4.953 4.953 4.496
R1 4.686 4.686 4.458 4.613
PP 4.539 4.539 4.539 4.502
S1 4.272 4.272 4.382 4.199
S2 4.125 4.125 4.344
S3 3.711 3.858 4.306
S4 3.297 3.444 4.192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.545 4.245 0.300 6.7% 0.143 3.2% 73% False True 2,440
10 4.805 4.245 0.560 12.5% 0.185 4.1% 39% False True 2,084
20 5.142 4.245 0.897 20.1% 0.164 3.7% 24% False True 1,684
40 5.650 4.245 1.405 31.5% 0.178 4.0% 16% False True 1,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.447
2.618 5.074
1.618 4.845
1.000 4.703
0.618 4.616
HIGH 4.474
0.618 4.387
0.500 4.360
0.382 4.332
LOW 4.245
0.618 4.103
1.000 4.016
1.618 3.874
2.618 3.645
4.250 3.272
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 4.429 4.429
PP 4.394 4.394
S1 4.360 4.360

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.