NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 1.5100 1.5300 0.0200 1.3% 1.3219
High 1.5536 1.5452 -0.0084 -0.5% 1.4859
Low 1.4896 1.5103 0.0207 1.4% 1.3129
Close 1.5314 1.5432 0.0118 0.8% 1.4882
Range 0.0640 0.0349 -0.0291 -45.5% 0.1730
ATR 0.0606 0.0587 -0.0018 -3.0% 0.0000
Volume 1,378 3,961 2,583 187.4% 13,982
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.6376 1.6253 1.5624
R3 1.6027 1.5904 1.5528
R2 1.5678 1.5678 1.5496
R1 1.5555 1.5555 1.5464 1.5617
PP 1.5329 1.5329 1.5329 1.5360
S1 1.5206 1.5206 1.5400 1.5268
S2 1.4980 1.4980 1.5368
S3 1.4631 1.4857 1.5336
S4 1.4282 1.4508 1.5240
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 1.5536 1.3720 0.1816 11.8% 0.0471 3.0% 94% False False 3,267
10 1.5536 1.2700 0.2836 18.4% 0.0567 3.7% 96% False False 3,126
20 1.5536 1.2312 0.3224 20.9% 0.0515 3.3% 97% False False 3,119
40 1.5536 1.1525 0.4011 26.0% 0.0516 3.3% 97% False False 2,533
60 1.5536 1.1466 0.4070 26.4% 0.0477 3.1% 97% False False 2,080
80 1.5536 1.1425 0.4111 26.6% 0.0448 2.9% 97% False False 1,763
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0115
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6935
2.618 1.6366
1.618 1.6017
1.000 1.5801
0.618 1.5668
HIGH 1.5452
0.618 1.5319
0.500 1.5278
0.382 1.5236
LOW 1.5103
0.618 1.4887
1.000 1.4754
1.618 1.4538
2.618 1.4189
4.250 1.3620
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 1.5381 1.5290
PP 1.5329 1.5149
S1 1.5278 1.5007

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

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