NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 17-Dec-2008

Day Change Summary
	Previous	Current
	16-Dec-2008	17-Dec-2008	Change	Change %	Previous Week
Open	1.3800	1.3400	-0.0400	-2.9%	1.3120
High	1.3800	1.3447	-0.0353	-2.6%	1.4074
Low	1.3239	1.3181	-0.0058	-0.4%	1.2575
Close	1.3317	1.3120	-0.0197	-1.5%	1.3752
Range	0.0561	0.0266	-0.0295	-52.6%	0.1499
ATR	0.0550	0.0530	-0.0020	-3.7%	0.0000
Volume	806	698	-108	-13.4%	4,456

Daily Pivots for day following 17-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4047	1.3850	1.3266
R3	1.3781	1.3584	1.3193
R2	1.3515	1.3515	1.3169
R1	1.3318	1.3318	1.3144	1.3284
PP	1.3249	1.3249	1.3249	1.3232
S1	1.3052	1.3052	1.3096	1.3018
S2	1.2983	1.2983	1.3071
S3	1.2717	1.2786	1.3047
S4	1.2451	1.2520	1.2974

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.7964	1.7357	1.4576
R3	1.6465	1.5858	1.4164
R2	1.4966	1.4966	1.4027
R1	1.4359	1.4359	1.3889	1.4663
PP	1.3467	1.3467	1.3467	1.3619
S1	1.2860	1.2860	1.3615	1.3164
S2	1.1968	1.1968	1.3477
S3	1.0469	1.1361	1.3340
S4	0.8970	0.9862	1.2928

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4289	1.3181	0.1108	8.4%	0.0582	4.4%	-6%	False	True	780
10	1.4289	1.2550	0.1739	13.3%	0.0475	3.6%	33%	False	False	984
20	1.5191	1.2550	0.2641	20.1%	0.0303	2.3%	22%	False	False	614

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0041
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4578
2.618	1.4143
1.618	1.3877
1.000	1.3713
0.618	1.3611
HIGH	1.3447
0.618	1.3345
0.500	1.3314
0.382	1.3283
LOW	1.3181
0.618	1.3017
1.000	1.2915
1.618	1.2751
2.618	1.2485
4.250	1.2051

Fisher Pivots for day following 17-Dec-2008
Pivot	1 day	3 day
R1	1.3314	1.3735
PP	1.3249	1.3530
S1	1.3185	1.3325

Download as Excel Spreadsheet

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

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