NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 1.4396 1.4184 -0.0212 -1.5% 1.5100
High 1.4486 1.4218 -0.0268 -1.9% 1.5667
Low 1.3872 1.3793 -0.0079 -0.6% 1.4896
Close 1.4445 1.4076 -0.0369 -2.6% 1.5232
Range 0.0614 0.0425 -0.0189 -30.8% 0.0771
ATR 0.0608 0.0611 0.0003 0.5% 0.0000
Volume 3,214 2,563 -651 -20.3% 12,044
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5304 1.5115 1.4310
R3 1.4879 1.4690 1.4193
R2 1.4454 1.4454 1.4154
R1 1.4265 1.4265 1.4115 1.4147
PP 1.4029 1.4029 1.4029 1.3970
S1 1.3840 1.3840 1.4037 1.3722
S2 1.3604 1.3604 1.3998
S3 1.3179 1.3415 1.3959
S4 1.2754 1.2990 1.3842
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 1.3793 0.1874 13.3% 0.0501 3.6% 15% False True 2,483
10 1.5667 1.3793 0.1874 13.3% 0.0460 3.3% 15% False True 2,849
20 1.5667 1.2700 0.2967 21.1% 0.0505 3.6% 46% False False 3,060
40 1.5667 1.1525 0.4142 29.4% 0.0507 3.6% 62% False False 2,703
60 1.5667 1.1525 0.4142 29.4% 0.0484 3.4% 62% False False 2,292
80 1.5667 1.1425 0.4242 30.1% 0.0467 3.3% 62% False False 1,910
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 0.0089
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6024
2.618 1.5331
1.618 1.4906
1.000 1.4643
0.618 1.4481
HIGH 1.4218
0.618 1.4056
0.500 1.4006
0.382 1.3955
LOW 1.3793
0.618 1.3530
1.000 1.3368
1.618 1.3105
2.618 1.2680
4.250 1.1987
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 1.4053 1.4357
PP 1.4029 1.4263
S1 1.4006 1.4170

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

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