NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 1.5500 1.5263 -0.0237 -1.5% 1.5100
High 1.5667 1.5311 -0.0356 -2.3% 1.5667
Low 1.5302 1.5014 -0.0288 -1.9% 1.4896
Close 1.5667 1.5232 -0.0435 -2.8% 1.5232
Range 0.0365 0.0297 -0.0068 -18.6% 0.0771
ATR 0.0562 0.0569 0.0006 1.2% 0.0000
Volume 1,894 2,097 203 10.7% 12,044
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.6077 1.5951 1.5395
R3 1.5780 1.5654 1.5314
R2 1.5483 1.5483 1.5286
R1 1.5357 1.5357 1.5259 1.5272
PP 1.5186 1.5186 1.5186 1.5143
S1 1.5060 1.5060 1.5205 1.4975
S2 1.4889 1.4889 1.5178
S3 1.4592 1.4763 1.5150
S4 1.4295 1.4466 1.5069
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.7578 1.7176 1.5656
R3 1.6807 1.6405 1.5444
R2 1.6036 1.6036 1.5373
R1 1.5634 1.5634 1.5303 1.5835
PP 1.5265 1.5265 1.5265 1.5366
S1 1.4863 1.4863 1.5161 1.5064
S2 1.4494 1.4494 1.5091
S3 1.3723 1.4092 1.5020
S4 1.2952 1.3321 1.4808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5667 1.4896 0.0771 5.1% 0.0396 2.6% 44% False False 2,408
10 1.5667 1.3129 0.2538 16.7% 0.0467 3.1% 83% False False 2,602
20 1.5667 1.2493 0.3174 20.8% 0.0483 3.2% 86% False False 2,980
40 1.5667 1.1525 0.4142 27.2% 0.0501 3.3% 89% False False 2,604
60 1.5667 1.1525 0.4142 27.2% 0.0480 3.1% 89% False False 2,176
80 1.5667 1.1425 0.4242 27.8% 0.0459 3.0% 90% False False 1,839
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0091
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.6573
2.618 1.6089
1.618 1.5792
1.000 1.5608
0.618 1.5495
HIGH 1.5311
0.618 1.5198
0.500 1.5163
0.382 1.5127
LOW 1.5014
0.618 1.4830
1.000 1.4717
1.618 1.4533
2.618 1.4236
4.250 1.3752
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 1.5209 1.5341
PP 1.5186 1.5304
S1 1.5163 1.5268

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

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