NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 1.3608 1.3515 -0.0093 -0.7% 1.2633
High 1.3880 1.3642 -0.0238 -1.7% 1.3971
Low 1.3400 1.3406 0.0006 0.0% 1.2249
Close 1.3463 1.3463 0.0000 0.0% 1.3742
Range 0.0480 0.0236 -0.0244 -50.8% 0.1722
ATR 0.0551 0.0529 -0.0023 -4.1% 0.0000
Volume 3,428 5,730 2,302 67.2% 7,680
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.4212 1.4073 1.3593
R3 1.3976 1.3837 1.3528
R2 1.3740 1.3740 1.3506
R1 1.3601 1.3601 1.3485 1.3553
PP 1.3504 1.3504 1.3504 1.3479
S1 1.3365 1.3365 1.3441 1.3317
S2 1.3268 1.3268 1.3420
S3 1.3032 1.3129 1.3398
S4 1.2796 1.2893 1.3333
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 1.3362 0.0845 6.3% 0.0482 3.6% 12% False False 2,519
10 1.4207 1.2249 0.1958 14.5% 0.0497 3.7% 62% False False 2,057
20 1.4207 1.2249 0.1958 14.5% 0.0514 3.8% 62% False False 1,801
40 1.4975 1.1425 0.3550 26.4% 0.0424 3.2% 57% False False 1,367
60 1.5887 1.1425 0.4462 33.1% 0.0374 2.8% 46% False False 1,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0131
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4645
2.618 1.4260
1.618 1.4024
1.000 1.3878
0.618 1.3788
HIGH 1.3642
0.618 1.3552
0.500 1.3524
0.382 1.3496
LOW 1.3406
0.618 1.3260
1.000 1.3170
1.618 1.3024
2.618 1.2788
4.250 1.2403
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 1.3524 1.3804
PP 1.3504 1.3690
S1 1.3483 1.3577

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

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