NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 1.5054 1.4681 -0.0373 -2.5% 1.4913
High 1.5102 1.5385 0.0283 1.9% 1.5420
Low 1.4920 1.4518 -0.0402 -2.7% 1.3793
Close 1.5001 1.4853 -0.0148 -1.0% 1.5354
Range 0.0182 0.0867 0.0685 376.4% 0.1627
ATR 0.0610 0.0629 0.0018 3.0% 0.0000
Volume 2,910 2,921 11 0.4% 21,874
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.7520 1.7053 1.5330
R3 1.6653 1.6186 1.5091
R2 1.5786 1.5786 1.5012
R1 1.5319 1.5319 1.4932 1.5553
PP 1.4919 1.4919 1.4919 1.5035
S1 1.4452 1.4452 1.4774 1.4686
S2 1.4052 1.4052 1.4694
S3 1.3185 1.3585 1.4615
S4 1.2318 1.2718 1.4376
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.9737 1.9172 1.6249
R3 1.8110 1.7545 1.5801
R2 1.6483 1.6483 1.5652
R1 1.5918 1.5918 1.5503 1.6201
PP 1.4856 1.4856 1.4856 1.4997
S1 1.4291 1.4291 1.5205 1.4574
S2 1.3229 1.3229 1.5056
S3 1.1602 1.2664 1.4907
S4 0.9975 1.1037 1.4459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5496 1.4190 0.1306 8.8% 0.0638 4.3% 51% False False 4,679
10 1.5667 1.3793 0.1874 12.6% 0.0569 3.8% 57% False False 3,581
20 1.5667 1.2725 0.2942 19.8% 0.0554 3.7% 72% False False 3,316
40 1.5667 1.1525 0.4142 27.9% 0.0521 3.5% 80% False False 3,115
60 1.5667 1.1525 0.4142 27.9% 0.0516 3.5% 80% False False 2,597
80 1.5667 1.1425 0.4242 28.6% 0.0482 3.2% 81% False False 2,146
100 1.5887 1.1425 0.4462 30.0% 0.0426 2.9% 77% False False 1,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0061
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.9070
2.618 1.7655
1.618 1.6788
1.000 1.6252
0.618 1.5921
HIGH 1.5385
0.618 1.5054
0.500 1.4952
0.382 1.4849
LOW 1.4518
0.618 1.3982
1.000 1.3651
1.618 1.3115
2.618 1.2248
4.250 1.0833
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 1.4952 1.5007
PP 1.4919 1.4956
S1 1.4886 1.4904

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

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