NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 1.3723 1.3203 -0.0520 -3.8% 1.3390
High 1.3723 1.3450 -0.0273 -2.0% 1.3939
Low 1.3647 1.3070 -0.0577 -4.2% 1.3291
Close 1.3647 1.3251 -0.0396 -2.9% 1.3647
Range 0.0076 0.0380 0.0304 400.0% 0.0648
ATR 0.0460 0.0469 0.0008 1.8% 0.0000
Volume 721 586 -135 -18.7% 8,026
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4397 1.4204 1.3460
R3 1.4017 1.3824 1.3356
R2 1.3637 1.3637 1.3321
R1 1.3444 1.3444 1.3286 1.3541
PP 1.3257 1.3257 1.3257 1.3305
S1 1.3064 1.3064 1.3216 1.3161
S2 1.2877 1.2877 1.3181
S3 1.2497 1.2684 1.3147
S4 1.2117 1.2304 1.3042
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5570 1.5256 1.4003
R3 1.4922 1.4608 1.3825
R2 1.4274 1.4274 1.3766
R1 1.3960 1.3960 1.3706 1.4117
PP 1.3626 1.3626 1.3626 1.3704
S1 1.3312 1.3312 1.3588 1.3469
S2 1.2978 1.2978 1.3528
S3 1.2330 1.2664 1.3469
S4 1.1682 1.2016 1.3291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3939 1.3070 0.0869 6.6% 0.0322 2.4% 21% False True 1,343
10 1.4975 1.3070 0.1905 14.4% 0.0291 2.2% 10% False True 1,180
20 1.4975 1.1425 0.3550 26.8% 0.0312 2.4% 51% False False 923
40 1.5191 1.1425 0.3766 28.4% 0.0319 2.4% 48% False False 792
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 0.0066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5065
2.618 1.4445
1.618 1.4065
1.000 1.3830
0.618 1.3685
HIGH 1.3450
0.618 1.3305
0.500 1.3260
0.382 1.3215
LOW 1.3070
0.618 1.2835
1.000 1.2690
1.618 1.2455
2.618 1.2075
4.250 1.1455
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 1.3260 1.3481
PP 1.3257 1.3404
S1 1.3254 1.3328

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

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