NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 4.410 4.314 -0.096 -2.2% 4.520
High 4.420 4.365 -0.055 -1.2% 4.933
Low 4.265 4.206 -0.059 -1.4% 4.456
Close 4.324 4.263 -0.061 -1.4% 4.514
Range 0.155 0.159 0.004 2.6% 0.477
ATR 0.234 0.229 -0.005 -2.3% 0.000
Volume 10,380 12,996 2,616 25.2% 83,302
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.755 4.668 4.350
R3 4.596 4.509 4.307
R2 4.437 4.437 4.292
R1 4.350 4.350 4.278 4.314
PP 4.278 4.278 4.278 4.260
S1 4.191 4.191 4.248 4.155
S2 4.119 4.119 4.234
S3 3.960 4.032 4.219
S4 3.801 3.873 4.176
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.065 5.767 4.776
R3 5.588 5.290 4.645
R2 5.111 5.111 4.601
R1 4.813 4.813 4.558 4.724
PP 4.634 4.634 4.634 4.590
S1 4.336 4.336 4.470 4.247
S2 4.157 4.157 4.427
S3 3.680 3.859 4.383
S4 3.203 3.382 4.252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.821 4.206 0.615 14.4% 0.195 4.6% 9% False True 13,141
10 4.933 4.206 0.727 17.1% 0.236 5.5% 8% False True 15,248
20 4.933 3.956 0.977 22.9% 0.253 5.9% 31% False False 14,603
40 4.955 3.754 1.201 28.2% 0.233 5.5% 42% False False 12,367
60 4.955 3.754 1.201 28.2% 0.203 4.8% 42% False False 10,160
80 4.978 3.754 1.224 28.7% 0.200 4.7% 42% False False 9,416
100 5.499 3.754 1.745 40.9% 0.200 4.7% 29% False False 8,624
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 0.052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.041
2.618 4.781
1.618 4.622
1.000 4.524
0.618 4.463
HIGH 4.365
0.618 4.304
0.500 4.286
0.382 4.267
LOW 4.206
0.618 4.108
1.000 4.047
1.618 3.949
2.618 3.790
4.250 3.530
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 4.286 4.378
PP 4.278 4.340
S1 4.271 4.301

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.