NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 1.4097 1.4340 0.0243 1.7% 1.5060
High 1.4279 1.4750 0.0471 3.3% 1.5060
Low 1.3981 1.4340 0.0359 2.6% 1.3885
Close 1.4242 1.4666 0.0424 3.0% 1.4666
Range 0.0298 0.0410 0.0112 37.6% 0.1175
ATR 0.0570 0.0566 -0.0004 -0.8% 0.0000
Volume 5,854 3,522 -2,332 -39.8% 27,464
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5815 1.5651 1.4892
R3 1.5405 1.5241 1.4779
R2 1.4995 1.4995 1.4741
R1 1.4831 1.4831 1.4704 1.4913
PP 1.4585 1.4585 1.4585 1.4627
S1 1.4421 1.4421 1.4628 1.4503
S2 1.4175 1.4175 1.4591
S3 1.3765 1.4011 1.4553
S4 1.3355 1.3601 1.4441
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.8062 1.7539 1.5312
R3 1.6887 1.6364 1.4989
R2 1.5712 1.5712 1.4881
R1 1.5189 1.5189 1.4774 1.4863
PP 1.4537 1.4537 1.4537 1.4374
S1 1.4014 1.4014 1.4558 1.3688
S2 1.3362 1.3362 1.4451
S3 1.2187 1.2839 1.4343
S4 1.1012 1.1664 1.4020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5060 1.3885 0.1175 8.0% 0.0517 3.5% 66% False False 5,492
10 1.5493 1.3885 0.1608 11.0% 0.0490 3.3% 49% False False 4,829
20 1.5519 1.3793 0.1726 11.8% 0.0537 3.7% 51% False False 4,321
40 1.5667 1.2493 0.3174 21.6% 0.0516 3.5% 68% False False 3,718
60 1.5667 1.1525 0.4142 28.2% 0.0515 3.5% 76% False False 3,174
80 1.5667 1.1525 0.4142 28.2% 0.0494 3.4% 76% False False 2,693
100 1.5667 1.1425 0.4242 28.9% 0.0473 3.2% 76% False False 2,315
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 0.0068
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6493
2.618 1.5823
1.618 1.5413
1.000 1.5160
0.618 1.5003
HIGH 1.4750
0.618 1.4593
0.500 1.4545
0.382 1.4497
LOW 1.4340
0.618 1.4087
1.000 1.3930
1.618 1.3677
2.618 1.3267
4.250 1.2598
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 1.4626 1.4566
PP 1.4585 1.4466
S1 1.4545 1.4366

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

View Archives - Comment on this page... - Back to Index of Symbols