NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 1.4300 1.5133 0.0833 5.8% 1.5887
High 1.4300 1.5133 0.0833 5.8% 1.5887
Low 1.4296 1.5133 0.0837 5.9% 1.3577
Close 1.4344 1.5133 0.0789 5.5% 1.4042
Range 0.0004 0.0000 -0.0004 -100.0% 0.2310
ATR
Volume 353 168 -185 -52.4% 2,166
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.5133 1.5133 1.5133
R3 1.5133 1.5133 1.5133
R2 1.5133 1.5133 1.5133
R1 1.5133 1.5133 1.5133 1.5133
PP 1.5133 1.5133 1.5133 1.5133
S1 1.5133 1.5133 1.5133 1.5133
S2 1.5133 1.5133 1.5133
S3 1.5133 1.5133 1.5133
S4 1.5133 1.5133 1.5133
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 2.1432 2.0047 1.5313
R3 1.9122 1.7737 1.4677
R2 1.6812 1.6812 1.4466
R1 1.5427 1.5427 1.4254 1.4965
PP 1.4502 1.4502 1.4502 1.4271
S1 1.3117 1.3117 1.3830 1.2655
S2 1.2192 1.2192 1.3619
S3 0.9882 1.0807 1.3407
S4 0.7572 0.8497 1.2772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5133 1.3577 0.1556 10.3% 0.0051 0.3% 100% True False 282
10 1.5887 1.3577 0.2310 15.3% 0.0074 0.5% 67% False False 396
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5133
2.618 1.5133
1.618 1.5133
1.000 1.5133
0.618 1.5133
HIGH 1.5133
0.618 1.5133
0.500 1.5133
0.382 1.5133
LOW 1.5133
0.618 1.5133
1.000 1.5133
1.618 1.5133
2.618 1.5133
4.250 1.5133
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 1.5133 1.4994
PP 1.5133 1.4854
S1 1.5133 1.4715

These figures are updated between 7pm and 10pm EST after a trading day.

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