NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 1.3111 1.2635 -0.0476 -3.6% 1.3203
High 1.3308 1.3586 0.0278 2.1% 1.3586
Low 1.2509 1.2600 0.0091 0.7% 1.2509
Close 1.2881 1.3567 0.0686 5.3% 1.3567
Range 0.0799 0.0986 0.0187 23.4% 0.1077
ATR 0.0483 0.0519 0.0036 7.4% 0.0000
Volume 2,962 3,028 66 2.2% 8,876
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.6209 1.5874 1.4109
R3 1.5223 1.4888 1.3838
R2 1.4237 1.4237 1.3748
R1 1.3902 1.3902 1.3657 1.4070
PP 1.3251 1.3251 1.3251 1.3335
S1 1.2916 1.2916 1.3477 1.3084
S2 1.2265 1.2265 1.3386
S3 1.1279 1.1930 1.3296
S4 1.0293 1.0944 1.3025
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.6452 1.6086 1.4159
R3 1.5375 1.5009 1.3863
R2 1.4298 1.4298 1.3764
R1 1.3932 1.3932 1.3666 1.4115
PP 1.3221 1.3221 1.3221 1.3312
S1 1.2855 1.2855 1.3468 1.3038
S2 1.2144 1.2144 1.3370
S3 1.1067 1.1778 1.3271
S4 0.9990 1.0701 1.2975
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3723 1.2509 0.1214 8.9% 0.0513 3.8% 87% False False 1,919
10 1.3939 1.2509 0.1430 10.5% 0.0409 3.0% 74% False False 1,755
20 1.4975 1.1425 0.3550 26.2% 0.0374 2.8% 60% False False 1,139
40 1.5191 1.1425 0.3766 27.8% 0.0366 2.7% 57% False False 977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0082
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.7777
2.618 1.6167
1.618 1.5181
1.000 1.4572
0.618 1.4195
HIGH 1.3586
0.618 1.3209
0.500 1.3093
0.382 1.2977
LOW 1.2600
0.618 1.1991
1.000 1.1614
1.618 1.1005
2.618 1.0019
4.250 0.8410
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 1.3409 1.3394
PP 1.3251 1.3221
S1 1.3093 1.3048

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

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