NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 1.4096 1.4555 0.0459 3.3% 1.5060
High 1.4700 1.4798 0.0098 0.7% 1.5060
Low 1.4096 1.4450 0.0354 2.5% 1.3885
Close 1.4587 1.4760 0.0173 1.2% 1.4666
Range 0.0604 0.0348 -0.0256 -42.4% 0.1175
ATR 0.0573 0.0557 -0.0016 -2.8% 0.0000
Volume 3,663 9,477 5,814 158.7% 27,464
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5713 1.5585 1.4951
R3 1.5365 1.5237 1.4856
R2 1.5017 1.5017 1.4824
R1 1.4889 1.4889 1.4792 1.4953
PP 1.4669 1.4669 1.4669 1.4702
S1 1.4541 1.4541 1.4728 1.4605
S2 1.4321 1.4321 1.4696
S3 1.3973 1.4193 1.4664
S4 1.3625 1.3845 1.4569
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 1.4798 1.3810 0.0988 6.7% 0.0472 3.2% 96% True False 4,558
10 1.5493 1.3810 0.1683 11.4% 0.0496 3.4% 56% False False 4,975
20 1.5519 1.3810 0.1709 11.6% 0.0528 3.6% 56% False False 4,758
40 1.5667 1.2700 0.2967 20.1% 0.0517 3.5% 69% False False 3,909
60 1.5667 1.1525 0.4142 28.1% 0.0514 3.5% 78% False False 3,388
80 1.5667 1.1525 0.4142 28.1% 0.0495 3.4% 78% False False 2,909
100 1.5667 1.1425 0.4242 28.7% 0.0479 3.2% 79% False False 2,480
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 True
Bear Hook False
Bull Hook False
Stretch 0.0044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6277
2.618 1.5709
1.618 1.5361
1.000 1.5146
0.618 1.5013
HIGH 1.4798
0.618 1.4665
0.500 1.4624
0.382 1.4583
LOW 1.4450
0.618 1.4235
1.000 1.4102
1.618 1.3887
2.618 1.3539
4.250 1.2971
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 1.4715 1.4628
PP 1.4669 1.4496
S1 1.4624 1.4364

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

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