NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 1.4681 1.5205 0.0524 3.6% 1.4913
High 1.5385 1.5519 0.0134 0.9% 1.5420
Low 1.4518 1.5003 0.0485 3.3% 1.3793
Close 1.4853 1.5309 0.0456 3.1% 1.5354
Range 0.0867 0.0516 -0.0351 -40.5% 0.1627
ATR 0.0629 0.0631 0.0003 0.4% 0.0000
Volume 2,921 4,220 1,299 44.5% 21,874
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.6825 1.6583 1.5593
R3 1.6309 1.6067 1.5451
R2 1.5793 1.5793 1.5404
R1 1.5551 1.5551 1.5356 1.5672
PP 1.5277 1.5277 1.5277 1.5338
S1 1.5035 1.5035 1.5262 1.5156
S2 1.4761 1.4761 1.5214
S3 1.4245 1.4519 1.5167
S4 1.3729 1.4003 1.5025
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.9737 1.9172 1.6249
R3 1.8110 1.7545 1.5801
R2 1.6483 1.6483 1.5652
R1 1.5918 1.5918 1.5503 1.6201
PP 1.4856 1.4856 1.4856 1.4997
S1 1.4291 1.4291 1.5205 1.4574
S2 1.3229 1.3229 1.5056
S3 1.1602 1.2664 1.4907
S4 0.9975 1.1037 1.4459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5519 1.4518 0.1001 6.5% 0.0549 3.6% 79% True False 4,017
10 1.5519 1.3793 0.1726 11.3% 0.0584 3.8% 88% True False 3,813
20 1.5667 1.3129 0.2538 16.6% 0.0536 3.5% 86% False False 3,281
40 1.5667 1.1525 0.4142 27.1% 0.0522 3.4% 91% False False 3,134
60 1.5667 1.1525 0.4142 27.1% 0.0522 3.4% 91% False False 2,620
80 1.5667 1.1425 0.4242 27.7% 0.0480 3.1% 92% False False 2,185
100 1.5887 1.1425 0.4462 29.1% 0.0431 2.8% 87% False False 1,871
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 0.0064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7712
2.618 1.6870
1.618 1.6354
1.000 1.6035
0.618 1.5838
HIGH 1.5519
0.618 1.5322
0.500 1.5261
0.382 1.5200
LOW 1.5003
0.618 1.4684
1.000 1.4487
1.618 1.4168
2.618 1.3652
4.250 1.2810
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 1.5293 1.5212
PP 1.5277 1.5115
S1 1.5261 1.5019

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

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