NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 4.866 4.886 0.020 0.4% 5.012
High 4.973 4.999 0.026 0.5% 5.215
Low 4.805 4.809 0.004 0.1% 4.805
Close 4.960 4.993 0.033 0.7% 4.993
Range 0.168 0.190 0.022 13.1% 0.410
ATR 0.174 0.175 0.001 0.6% 0.000
Volume 4,551 2,623 -1,928 -42.4% 16,358
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.504 5.438 5.098
R3 5.314 5.248 5.045
R2 5.124 5.124 5.028
R1 5.058 5.058 5.010 5.091
PP 4.934 4.934 4.934 4.950
S1 4.868 4.868 4.976 4.901
S2 4.744 4.744 4.958
S3 4.554 4.678 4.941
S4 4.364 4.488 4.889
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.234 6.024 5.219
R3 5.824 5.614 5.106
R2 5.414 5.414 5.068
R1 5.204 5.204 5.031 5.104
PP 5.004 5.004 5.004 4.955
S1 4.794 4.794 4.955 4.694
S2 4.594 4.594 4.918
S3 4.184 4.384 4.880
S4 3.774 3.974 4.768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.215 4.805 0.410 8.2% 0.185 3.7% 46% False False 3,271
10 5.215 4.805 0.410 8.2% 0.156 3.1% 46% False False 3,689
20 5.785 4.805 0.980 19.6% 0.161 3.2% 19% False False 3,783
40 6.200 4.805 1.395 27.9% 0.162 3.2% 13% False False 3,046
60 6.200 4.805 1.395 27.9% 0.161 3.2% 13% False False 2,509
80 6.200 4.805 1.395 27.9% 0.143 2.9% 13% False False 2,008
100 6.200 4.805 1.395 27.9% 0.137 2.7% 13% False False 1,738
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 0.050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.807
2.618 5.496
1.618 5.306
1.000 5.189
0.618 5.116
HIGH 4.999
0.618 4.926
0.500 4.904
0.382 4.882
LOW 4.809
0.618 4.692
1.000 4.619
1.618 4.502
2.618 4.312
4.250 4.002
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 4.963 4.973
PP 4.934 4.953
S1 4.904 4.933

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.