NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 1.4913 1.4396 -0.0517 -3.5% 1.5100
High 1.4920 1.4486 -0.0434 -2.9% 1.5667
Low 1.4117 1.3872 -0.0245 -1.7% 1.4896
Close 1.4217 1.4445 0.0228 1.6% 1.5232
Range 0.0803 0.0614 -0.0189 -23.5% 0.0771
ATR 0.0608 0.0608 0.0000 0.1% 0.0000
Volume 2,647 3,214 567 21.4% 12,044
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.6110 1.5891 1.4783
R3 1.5496 1.5277 1.4614
R2 1.4882 1.4882 1.4558
R1 1.4663 1.4663 1.4501 1.4773
PP 1.4268 1.4268 1.4268 1.4322
S1 1.4049 1.4049 1.4389 1.4159
S2 1.3654 1.3654 1.4332
S3 1.3040 1.3435 1.4276
S4 1.2426 1.2821 1.4107
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 1.3872 0.1795 12.4% 0.0481 3.3% 32% False True 2,513
10 1.5667 1.3720 0.1947 13.5% 0.0476 3.3% 37% False False 2,890
20 1.5667 1.2700 0.2967 20.5% 0.0507 3.5% 59% False False 3,042
40 1.5667 1.1525 0.4142 28.7% 0.0501 3.5% 70% False False 2,671
60 1.5667 1.1525 0.4142 28.7% 0.0484 3.3% 70% False False 2,255
80 1.5667 1.1425 0.4242 29.4% 0.0467 3.2% 71% False False 1,906
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0085
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7096
2.618 1.6093
1.618 1.5479
1.000 1.5100
0.618 1.4865
HIGH 1.4486
0.618 1.4251
0.500 1.4179
0.382 1.4107
LOW 1.3872
0.618 1.3493
1.000 1.3258
1.618 1.2879
2.618 1.2265
4.250 1.1263
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 1.4356 1.4592
PP 1.4268 1.4543
S1 1.4179 1.4494

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

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