NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 1.3538 1.3219 -0.0319 -2.4% 1.3702
High 1.3895 1.3740 -0.0155 -1.1% 1.3895
Low 1.3395 1.3129 -0.0266 -2.0% 1.2700
Close 1.3533 1.3690 0.0157 1.2% 1.3533
Range 0.0500 0.0611 0.0111 22.2% 0.1195
ATR 0.0589 0.0590 0.0002 0.3% 0.0000
Volume 3,564 1,539 -2,025 -56.8% 19,700
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.5353 1.5132 1.4026
R3 1.4742 1.4521 1.3858
R2 1.4131 1.4131 1.3802
R1 1.3910 1.3910 1.3746 1.4021
PP 1.3520 1.3520 1.3520 1.3575
S1 1.3299 1.3299 1.3634 1.3410
S2 1.2909 1.2909 1.3578
S3 1.2298 1.2688 1.3522
S4 1.1687 1.2077 1.3354
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.6961 1.6442 1.4190
R3 1.5766 1.5247 1.3862
R2 1.4571 1.4571 1.3752
R1 1.4052 1.4052 1.3643 1.3714
PP 1.3376 1.3376 1.3376 1.3207
S1 1.2857 1.2857 1.3423 1.2519
S2 1.2181 1.2181 1.3314
S3 1.0986 1.1662 1.3204
S4 0.9791 1.0467 1.2876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3895 1.2700 0.1195 8.7% 0.0634 4.6% 83% False False 3,833
10 1.3895 1.2493 0.1402 10.2% 0.0519 3.8% 85% False False 3,229
20 1.3895 1.1525 0.2370 17.3% 0.0527 3.9% 91% False False 2,818
40 1.4207 1.1525 0.2682 19.6% 0.0518 3.8% 81% False False 2,353
60 1.4975 1.1425 0.3550 25.9% 0.0457 3.3% 64% False False 1,884
80 1.5191 1.1425 0.3766 27.5% 0.0418 3.1% 60% False False 1,570
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 0.0111
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6337
2.618 1.5340
1.618 1.4729
1.000 1.4351
0.618 1.4118
HIGH 1.3740
0.618 1.3507
0.500 1.3435
0.382 1.3362
LOW 1.3129
0.618 1.2751
1.000 1.2518
1.618 1.2140
2.618 1.1529
4.250 1.0532
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 1.3605 1.3563
PP 1.3520 1.3437
S1 1.3435 1.3310

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

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