NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 1.5052 1.5500 0.0448 3.0% 1.3219
High 1.5349 1.5667 0.0318 2.1% 1.4859
Low 1.5022 1.5302 0.0280 1.9% 1.3129
Close 1.5264 1.5667 0.0403 2.6% 1.4882
Range 0.0327 0.0365 0.0038 11.6% 0.1730
ATR 0.0575 0.0562 -0.0012 -2.1% 0.0000
Volume 2,714 1,894 -820 -30.2% 13,982
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.6640 1.6519 1.5868
R3 1.6275 1.6154 1.5767
R2 1.5910 1.5910 1.5734
R1 1.5789 1.5789 1.5700 1.5850
PP 1.5545 1.5545 1.5545 1.5576
S1 1.5424 1.5424 1.5634 1.5485
S2 1.5180 1.5180 1.5600
S3 1.4815 1.5059 1.5567
S4 1.4450 1.4694 1.5466
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 1.5667 1.4478 0.1189 7.6% 0.0412 2.6% 100% True False 2,748
10 1.5667 1.3129 0.2538 16.2% 0.0488 3.1% 100% True False 2,749
20 1.5667 1.2493 0.3174 20.3% 0.0494 3.2% 100% True False 3,115
40 1.5667 1.1525 0.4142 26.4% 0.0504 3.2% 100% True False 2,600
60 1.5667 1.1525 0.4142 26.4% 0.0480 3.1% 100% True False 2,151
80 1.5667 1.1425 0.4242 27.1% 0.0457 2.9% 100% True False 1,814
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 0.0100
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7218
2.618 1.6623
1.618 1.6258
1.000 1.6032
0.618 1.5893
HIGH 1.5667
0.618 1.5528
0.500 1.5485
0.382 1.5441
LOW 1.5302
0.618 1.5076
1.000 1.4937
1.618 1.4711
2.618 1.4346
4.250 1.3751
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 1.5606 1.5560
PP 1.5545 1.5452
S1 1.5485 1.5345

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

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