NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 1.3605 1.3710 0.0105 0.8% 1.4855
High 1.3750 1.3710 -0.0040 -0.3% 1.5191
Low 1.3509 1.3273 -0.0236 -1.7% 1.4296
Close 1.3725 1.3120 -0.0605 -4.4% 1.5191
Range 0.0241 0.0437 0.0196 81.3% 0.0895
ATR 0.0450 0.0450 0.0000 0.0% 0.0000
Volume 384 2,234 1,850 481.8% 1,017
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4679 1.4336 1.3360
R3 1.4242 1.3899 1.3240
R2 1.3805 1.3805 1.3200
R1 1.3462 1.3462 1.3160 1.3415
PP 1.3368 1.3368 1.3368 1.3344
S1 1.3025 1.3025 1.3080 1.2978
S2 1.2931 1.2931 1.3040
S3 1.2494 1.2588 1.3000
S4 1.2057 1.2151 1.2880
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.7578 1.7279 1.5683
R3 1.6683 1.6384 1.5437
R2 1.5788 1.5788 1.5355
R1 1.5489 1.5489 1.5273 1.5639
PP 1.4893 1.4893 1.4893 1.4967
S1 1.4594 1.4594 1.5109 1.4744
S2 1.3998 1.3998 1.5027
S3 1.3103 1.3699 1.4945
S4 1.2208 1.2804 1.4699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5191 1.3273 0.1918 14.6% 0.0256 2.0% -8% False True 629
10 1.5191 1.3273 0.1918 14.6% 0.0154 1.2% -8% False True 455
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5567
2.618 1.4854
1.618 1.4417
1.000 1.4147
0.618 1.3980
HIGH 1.3710
0.618 1.3543
0.500 1.3492
0.382 1.3440
LOW 1.3273
0.618 1.3003
1.000 1.2836
1.618 1.2566
2.618 1.2129
4.250 1.1416
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 1.3492 1.3787
PP 1.3368 1.3564
S1 1.3244 1.3342

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

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