NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 5.227 5.524 0.297 5.7% 5.250
High 5.513 5.571 0.058 1.1% 5.571
Low 5.227 5.266 0.039 0.7% 5.120
Close 5.507 5.524 0.017 0.3% 5.524
Range 0.286 0.305 0.019 6.6% 0.451
ATR 0.177 0.186 0.009 5.2% 0.000
Volume 1,928 1,787 -141 -7.3% 6,750
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.369 6.251 5.692
R3 6.064 5.946 5.608
R2 5.759 5.759 5.580
R1 5.641 5.641 5.552 5.677
PP 5.454 5.454 5.454 5.471
S1 5.336 5.336 5.496 5.372
S2 5.149 5.149 5.468
S3 4.844 5.031 5.440
S4 4.539 4.726 5.356
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.758 6.592 5.772
R3 6.307 6.141 5.648
R2 5.856 5.856 5.607
R1 5.690 5.690 5.565 5.773
PP 5.405 5.405 5.405 5.447
S1 5.239 5.239 5.483 5.322
S2 4.954 4.954 5.441
S3 4.503 4.788 5.400
S4 4.052 4.337 5.276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.571 5.020 0.551 10.0% 0.214 3.9% 91% True False 1,565
10 5.571 5.020 0.551 10.0% 0.191 3.5% 91% True False 1,397
20 5.854 5.020 0.834 15.1% 0.163 3.0% 60% False False 1,530
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 6.867
2.618 6.369
1.618 6.064
1.000 5.876
0.618 5.759
HIGH 5.571
0.618 5.454
0.500 5.419
0.382 5.383
LOW 5.266
0.618 5.078
1.000 4.961
1.618 4.773
2.618 4.468
4.250 3.970
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5.489 5.465
PP 5.454 5.405
S1 5.419 5.346

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.