NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 5.213 5.051 -0.162 -3.1% 5.350
High 5.213 5.132 -0.081 -1.6% 5.477
Low 4.992 4.928 -0.064 -1.3% 4.992
Close 5.036 5.115 0.079 1.6% 5.036
Range 0.221 0.204 -0.017 -7.7% 0.485
ATR 0.213 0.212 -0.001 -0.3% 0.000
Volume 10,528 15,450 4,922 46.8% 55,421
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.670 5.597 5.227
R3 5.466 5.393 5.171
R2 5.262 5.262 5.152
R1 5.189 5.189 5.134 5.226
PP 5.058 5.058 5.058 5.077
S1 4.985 4.985 5.096 5.022
S2 4.854 4.854 5.078
S3 4.650 4.781 5.059
S4 4.446 4.577 5.003
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.623 6.315 5.303
R3 6.138 5.830 5.169
R2 5.653 5.653 5.125
R1 5.345 5.345 5.080 5.257
PP 5.168 5.168 5.168 5.124
S1 4.860 4.860 4.992 4.772
S2 4.683 4.683 4.947
S3 4.198 4.375 4.903
S4 3.713 3.890 4.769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.330 4.928 0.402 7.9% 0.194 3.8% 47% False True 12,130
10 5.706 4.928 0.778 15.2% 0.209 4.1% 24% False True 10,355
20 6.242 4.928 1.314 25.7% 0.219 4.3% 14% False True 9,243
40 6.242 4.928 1.314 25.7% 0.210 4.1% 14% False True 8,006
60 6.242 4.733 1.509 29.5% 0.191 3.7% 25% False False 6,809
80 6.242 4.733 1.509 29.5% 0.180 3.5% 25% False False 5,850
100 6.242 4.733 1.509 29.5% 0.169 3.3% 25% False False 5,088
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.066
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.999
2.618 5.666
1.618 5.462
1.000 5.336
0.618 5.258
HIGH 5.132
0.618 5.054
0.500 5.030
0.382 5.006
LOW 4.928
0.618 4.802
1.000 4.724
1.618 4.598
2.618 4.394
4.250 4.061
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 5.087 5.107
PP 5.058 5.099
S1 5.030 5.091

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.