NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 1.8150 1.8161 0.0011 0.1% 1.6660
High 1.8388 1.8640 0.0252 1.4% 1.7966
Low 1.7973 1.8112 0.0139 0.8% 1.6650
Close 1.8327 1.8579 0.0252 1.4% 1.7878
Range 0.0415 0.0528 0.0113 27.2% 0.1316
ATR 0.0554 0.0552 -0.0002 -0.3% 0.0000
Volume 11,242 11,047 -195 -1.7% 79,393
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 2.0028 1.9831 1.8869
R3 1.9500 1.9303 1.8724
R2 1.8972 1.8972 1.8676
R1 1.8775 1.8775 1.8627 1.8874
PP 1.8444 1.8444 1.8444 1.8493
S1 1.8247 1.8247 1.8531 1.8346
S2 1.7916 1.7916 1.8482
S3 1.7388 1.7719 1.8434
S4 1.6860 1.7191 1.8289
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 2.1446 2.0978 1.8602
R3 2.0130 1.9662 1.8240
R2 1.8814 1.8814 1.8119
R1 1.8346 1.8346 1.7999 1.8580
PP 1.7498 1.7498 1.7498 1.7615
S1 1.7030 1.7030 1.7757 1.7264
S2 1.6182 1.6182 1.7637
S3 1.4866 1.5714 1.7516
S4 1.3550 1.4398 1.7154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8640 1.7014 0.1626 8.8% 0.0534 2.9% 96% True False 13,959
10 1.8640 1.6449 0.2191 11.8% 0.0546 2.9% 97% True False 13,233
20 1.8640 1.4450 0.4190 22.6% 0.0526 2.8% 99% True False 10,104
40 1.8640 1.3793 0.4847 26.1% 0.0529 2.8% 99% True False 7,258
60 1.8640 1.2700 0.5940 32.0% 0.0521 2.8% 99% True False 5,853
80 1.8640 1.1525 0.7115 38.3% 0.0515 2.8% 99% True False 4,965
100 1.8640 1.1525 0.7115 38.3% 0.0502 2.7% 99% True False 4,256
120 1.8640 1.1425 0.7215 38.8% 0.0488 2.6% 99% True False 3,690
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 0.0152
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0884
2.618 2.0022
1.618 1.9494
1.000 1.9168
0.618 1.8966
HIGH 1.8640
0.618 1.8438
0.500 1.8376
0.382 1.8314
LOW 1.8112
0.618 1.7786
1.000 1.7584
1.618 1.7258
2.618 1.6730
4.250 1.5868
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 1.8511 1.8381
PP 1.8444 1.8183
S1 1.8376 1.7986

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

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