NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 5.441 5.565 0.124 2.3% 4.805
High 5.584 5.599 0.015 0.3% 5.458
Low 5.421 5.454 0.033 0.6% 4.765
Close 5.577 5.502 -0.075 -1.3% 5.274
Range 0.163 0.145 -0.018 -11.0% 0.693
ATR 0.247 0.239 -0.007 -2.9% 0.000
Volume 25,389 35,959 10,570 41.6% 252,357
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.953 5.873 5.582
R3 5.808 5.728 5.542
R2 5.663 5.663 5.529
R1 5.583 5.583 5.515 5.551
PP 5.518 5.518 5.518 5.502
S1 5.438 5.438 5.489 5.406
S2 5.373 5.373 5.475
S3 5.228 5.293 5.462
S4 5.083 5.148 5.422
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.245 6.952 5.655
R3 6.552 6.259 5.465
R2 5.859 5.859 5.401
R1 5.566 5.566 5.338 5.713
PP 5.166 5.166 5.166 5.239
S1 4.873 4.873 5.210 5.020
S2 4.473 4.473 5.147
S3 3.780 4.180 5.083
S4 3.087 3.487 4.893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.599 4.937 0.662 12.0% 0.238 4.3% 85% True False 43,541
10 5.599 4.550 1.049 19.1% 0.239 4.3% 91% True False 40,339
20 5.599 4.550 1.049 19.1% 0.252 4.6% 91% True False 27,621
40 6.242 4.550 1.692 30.8% 0.225 4.1% 56% False False 19,267
60 6.242 4.550 1.692 30.8% 0.219 4.0% 56% False False 15,235
80 6.242 4.550 1.692 30.8% 0.211 3.8% 56% False False 12,781
100 6.242 4.550 1.692 30.8% 0.196 3.6% 56% False False 10,808
120 6.242 4.550 1.692 30.8% 0.186 3.4% 56% False False 9,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6.215
2.618 5.979
1.618 5.834
1.000 5.744
0.618 5.689
HIGH 5.599
0.618 5.544
0.500 5.527
0.382 5.509
LOW 5.454
0.618 5.364
1.000 5.309
1.618 5.219
2.618 5.074
4.250 4.838
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 5.527 5.485
PP 5.518 5.468
S1 5.510 5.451

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.