NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 1.4600 1.4478 -0.0122 -0.8% 1.3219
High 1.4850 1.4859 0.0009 0.1% 1.4859
Low 1.4447 1.4478 0.0031 0.2% 1.3129
Close 1.4713 1.4882 0.0169 1.1% 1.4882
Range 0.0403 0.0381 -0.0022 -5.5% 0.1730
ATR 0.0619 0.0602 -0.0017 -2.7% 0.0000
Volume 4,234 3,794 -440 -10.4% 13,982
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.5883 1.5763 1.5092
R3 1.5502 1.5382 1.4987
R2 1.5121 1.5121 1.4952
R1 1.5001 1.5001 1.4917 1.5061
PP 1.4740 1.4740 1.4740 1.4770
S1 1.4620 1.4620 1.4847 1.4680
S2 1.4359 1.4359 1.4812
S3 1.3978 1.4239 1.4777
S4 1.3597 1.3858 1.4672
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.9480 1.8911 1.5834
R3 1.7750 1.7181 1.5358
R2 1.6020 1.6020 1.5199
R1 1.5451 1.5451 1.5041 1.5736
PP 1.4290 1.4290 1.4290 1.4432
S1 1.3721 1.3721 1.4723 1.4006
S2 1.2560 1.2560 1.4565
S3 1.0830 1.1991 1.4406
S4 0.9100 1.0261 1.3931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4859 1.3129 0.1730 11.6% 0.0539 3.6% 101% True False 2,796
10 1.4859 1.2700 0.2159 14.5% 0.0561 3.8% 101% True False 3,368
20 1.4859 1.1817 0.3042 20.4% 0.0510 3.4% 101% True False 3,037
40 1.4859 1.1525 0.3334 22.4% 0.0530 3.6% 101% True False 2,500
60 1.4975 1.1425 0.3550 23.9% 0.0464 3.1% 97% False False 2,035
80 1.5191 1.1425 0.3766 25.3% 0.0436 2.9% 92% False False 1,702
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0098
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6478
2.618 1.5856
1.618 1.5475
1.000 1.5240
0.618 1.5094
HIGH 1.4859
0.618 1.4713
0.500 1.4669
0.382 1.4624
LOW 1.4478
0.618 1.4243
1.000 1.4097
1.618 1.3862
2.618 1.3481
4.250 1.2859
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 1.4811 1.4685
PP 1.4740 1.4487
S1 1.4669 1.4290

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

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