NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 4.993 4.842 -0.151 -3.0% 5.361
High 5.035 4.961 -0.074 -1.5% 5.448
Low 4.828 4.832 0.004 0.1% 4.923
Close 4.861 4.901 0.040 0.8% 4.959
Range 0.207 0.129 -0.078 -37.7% 0.525
ATR 0.234 0.226 -0.007 -3.2% 0.000
Volume 49,649 84,783 35,134 70.8% 168,755
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.285 5.222 4.972
R3 5.156 5.093 4.936
R2 5.027 5.027 4.925
R1 4.964 4.964 4.913 4.996
PP 4.898 4.898 4.898 4.914
S1 4.835 4.835 4.889 4.867
S2 4.769 4.769 4.877
S3 4.640 4.706 4.866
S4 4.511 4.577 4.830
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.685 6.347 5.248
R3 6.160 5.822 5.103
R2 5.635 5.635 5.055
R1 5.297 5.297 5.007 5.204
PP 5.110 5.110 5.110 5.063
S1 4.772 4.772 4.911 4.679
S2 4.585 4.585 4.863
S3 4.060 4.247 4.815
S4 3.535 3.722 4.670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.210 4.828 0.382 7.8% 0.196 4.0% 19% False False 50,417
10 5.619 4.828 0.791 16.1% 0.219 4.5% 9% False False 40,512
20 6.266 4.828 1.438 29.3% 0.230 4.7% 5% False False 31,809
40 6.266 4.828 1.438 29.3% 0.232 4.7% 5% False False 27,844
60 6.266 4.677 1.589 32.4% 0.218 4.4% 14% False False 22,985
80 6.266 4.677 1.589 32.4% 0.207 4.2% 14% False False 19,246
100 6.266 4.677 1.589 32.4% 0.192 3.9% 14% False False 16,602
120 6.462 4.677 1.785 36.4% 0.193 3.9% 13% False False 14,750
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.063
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 5.509
2.618 5.299
1.618 5.170
1.000 5.090
0.618 5.041
HIGH 4.961
0.618 4.912
0.500 4.897
0.382 4.881
LOW 4.832
0.618 4.752
1.000 4.703
1.618 4.623
2.618 4.494
4.250 4.284
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 4.900 4.939
PP 4.898 4.926
S1 4.897 4.914

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.