NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 5.375 5.520 0.145 2.7% 5.190
High 5.593 5.548 -0.045 -0.8% 5.657
Low 5.375 5.400 0.025 0.5% 5.117
Close 5.578 5.412 -0.166 -3.0% 5.578
Range 0.218 0.148 -0.070 -32.1% 0.540
ATR 0.200 0.199 -0.002 -0.8% 0.000
Volume 7,648 4,943 -2,705 -35.4% 38,721
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.897 5.803 5.493
R3 5.749 5.655 5.453
R2 5.601 5.601 5.439
R1 5.507 5.507 5.426 5.480
PP 5.453 5.453 5.453 5.440
S1 5.359 5.359 5.398 5.332
S2 5.305 5.305 5.385
S3 5.157 5.211 5.371
S4 5.009 5.063 5.331
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.071 6.864 5.875
R3 6.531 6.324 5.727
R2 5.991 5.991 5.677
R1 5.784 5.784 5.628 5.888
PP 5.451 5.451 5.451 5.502
S1 5.244 5.244 5.529 5.348
S2 4.911 4.911 5.479
S3 4.371 4.704 5.430
S4 3.831 4.164 5.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.657 5.240 0.417 7.7% 0.223 4.1% 41% False False 7,092
10 5.657 4.810 0.847 15.7% 0.249 4.6% 71% False False 6,650
20 5.657 4.733 0.924 17.1% 0.188 3.5% 73% False False 5,533
40 6.106 4.733 1.373 25.4% 0.159 2.9% 49% False False 4,121
60 6.106 4.733 1.373 25.4% 0.151 2.8% 49% False False 3,609
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.177
2.618 5.935
1.618 5.787
1.000 5.696
0.618 5.639
HIGH 5.548
0.618 5.491
0.500 5.474
0.382 5.457
LOW 5.400
0.618 5.309
1.000 5.252
1.618 5.161
2.618 5.013
4.250 4.771
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 5.474 5.514
PP 5.453 5.480
S1 5.433 5.446

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.