NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 1.3710 1.3070 -0.0640 -4.7% 1.4240
High 1.3710 1.3070 -0.0640 -4.7% 1.4300
Low 1.3273 1.2550 -0.0723 -5.4% 1.2550
Close 1.3120 1.2532 -0.0588 -4.5% 1.2532
Range 0.0437 0.0520 0.0083 19.0% 0.1750
ATR 0.0450 0.0458 0.0009 1.9% 0.0000
Volume 2,234 1,171 -1,063 -47.6% 3,942
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4277 1.3925 1.2818
R3 1.3757 1.3405 1.2675
R2 1.3237 1.3237 1.2627
R1 1.2885 1.2885 1.2580 1.2801
PP 1.2717 1.2717 1.2717 1.2676
S1 1.2365 1.2365 1.2484 1.2281
S2 1.2197 1.2197 1.2437
S3 1.1677 1.1845 1.2389
S4 1.1157 1.1325 1.2246
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.8377 1.7205 1.3495
R3 1.6627 1.5455 1.3013
R2 1.4877 1.4877 1.2853
R1 1.3705 1.3705 1.2692 1.3416
PP 1.3127 1.3127 1.3127 1.2983
S1 1.1955 1.1955 1.2372 1.1666
S2 1.1377 1.1377 1.2211
S3 0.9627 1.0205 1.2051
S4 0.7877 0.8455 1.1570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4300 1.2550 0.1750 14.0% 0.0360 2.9% -1% False True 788
10 1.5191 1.2550 0.2641 21.1% 0.0188 1.5% -1% False True 520
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5280
2.618 1.4431
1.618 1.3911
1.000 1.3590
0.618 1.3391
HIGH 1.3070
0.618 1.2871
0.500 1.2810
0.382 1.2749
LOW 1.2550
0.618 1.2229
1.000 1.2030
1.618 1.1709
2.618 1.1189
4.250 1.0340
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 1.2810 1.3150
PP 1.2717 1.2944
S1 1.2625 1.2738

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

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