NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 1.4200 1.3608 -0.0592 -4.2% 1.2633
High 1.4207 1.3880 -0.0327 -2.3% 1.3971
Low 1.3530 1.3400 -0.0130 -1.0% 1.2249
Close 1.3469 1.3463 -0.0006 0.0% 1.3742
Range 0.0677 0.0480 -0.0197 -29.1% 0.1722
ATR 0.0557 0.0551 -0.0005 -1.0% 0.0000
Volume 1,240 3,428 2,188 176.5% 7,680
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5021 1.4722 1.3727
R3 1.4541 1.4242 1.3595
R2 1.4061 1.4061 1.3551
R1 1.3762 1.3762 1.3507 1.3672
PP 1.3581 1.3581 1.3581 1.3536
S1 1.3282 1.3282 1.3419 1.3192
S2 1.3101 1.3101 1.3375
S3 1.2621 1.2802 1.3331
S4 1.2141 1.2322 1.3199
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.8487 1.7836 1.4689
R3 1.6765 1.6114 1.4216
R2 1.5043 1.5043 1.4058
R1 1.4392 1.4392 1.3900 1.4718
PP 1.3321 1.3321 1.3321 1.3483
S1 1.2670 1.2670 1.3584 1.2996
S2 1.1599 1.1599 1.3426
S3 0.9877 1.0948 1.3268
S4 0.8155 0.9226 1.2795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4207 1.3262 0.0945 7.0% 0.0546 4.1% 21% False False 1,723
10 1.4207 1.2249 0.1958 14.5% 0.0515 3.8% 62% False False 1,677
20 1.4207 1.2249 0.1958 14.5% 0.0523 3.9% 62% False False 1,593
40 1.4975 1.1425 0.3550 26.4% 0.0439 3.3% 57% False False 1,236
60 1.5887 1.1425 0.4462 33.1% 0.0371 2.8% 46% False False 1,028
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 False
Bear Hook False
Bull Hook False
Stretch 0.0137
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5920
2.618 1.5137
1.618 1.4657
1.000 1.4360
0.618 1.4177
HIGH 1.3880
0.618 1.3697
0.500 1.3640
0.382 1.3583
LOW 1.3400
0.618 1.3103
1.000 1.2920
1.618 1.2623
2.618 1.2143
4.250 1.1360
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 1.3640 1.3804
PP 1.3581 1.3690
S1 1.3522 1.3577

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

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