NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 5.817 5.883 0.066 1.1% 5.494
High 5.901 5.926 0.025 0.4% 5.901
Low 5.746 5.660 -0.086 -1.5% 5.357
Close 5.798 5.694 -0.104 -1.8% 5.798
Range 0.155 0.266 0.111 71.6% 0.544
ATR 0.217 0.221 0.003 1.6% 0.000
Volume 15,188 6,473 -8,715 -57.4% 35,931
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.558 6.392 5.840
R3 6.292 6.126 5.767
R2 6.026 6.026 5.743
R1 5.860 5.860 5.718 5.810
PP 5.760 5.760 5.760 5.735
S1 5.594 5.594 5.670 5.544
S2 5.494 5.494 5.645
S3 5.228 5.328 5.621
S4 4.962 5.062 5.548
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.317 7.102 6.097
R3 6.773 6.558 5.948
R2 6.229 6.229 5.898
R1 6.014 6.014 5.848 6.122
PP 5.685 5.685 5.685 5.739
S1 5.470 5.470 5.748 5.578
S2 5.141 5.141 5.698
S3 4.597 4.926 5.648
S4 4.053 4.382 5.499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.926 5.499 0.427 7.5% 0.195 3.4% 46% True False 7,460
10 5.926 5.067 0.859 15.1% 0.218 3.8% 73% True False 7,509
20 5.926 4.656 1.270 22.3% 0.232 4.1% 82% True False 5,948
40 5.926 4.656 1.270 22.3% 0.197 3.5% 82% True False 4,866
60 6.200 4.656 1.544 27.1% 0.186 3.3% 67% False False 4,013
80 6.200 4.656 1.544 27.1% 0.179 3.1% 67% False False 3,368
100 6.200 4.656 1.544 27.1% 0.161 2.8% 67% False False 2,796
120 6.200 4.656 1.544 27.1% 0.153 2.7% 67% False False 2,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.057
2.618 6.622
1.618 6.356
1.000 6.192
0.618 6.090
HIGH 5.926
0.618 5.824
0.500 5.793
0.382 5.762
LOW 5.660
0.618 5.496
1.000 5.394
1.618 5.230
2.618 4.964
4.250 4.530
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 5.793 5.748
PP 5.760 5.730
S1 5.727 5.712

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.