NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 1.5250 1.4947 -0.0303 -2.0% 1.5496
High 1.5400 1.5330 -0.0070 -0.5% 1.5519
Low 1.4572 1.4913 0.0341 2.3% 1.4518
Close 1.5142 1.5041 -0.0101 -0.7% 1.5309
Range 0.0828 0.0417 -0.0411 -49.6% 0.1001
ATR 0.0645 0.0629 -0.0016 -2.5% 0.0000
Volume 5,434 4,404 -1,030 -19.0% 14,167
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.6346 1.6110 1.5270
R3 1.5929 1.5693 1.5156
R2 1.5512 1.5512 1.5117
R1 1.5276 1.5276 1.5079 1.5394
PP 1.5095 1.5095 1.5095 1.5154
S1 1.4859 1.4859 1.5003 1.4977
S2 1.4678 1.4678 1.4965
S3 1.4261 1.4442 1.4926
S4 1.3844 1.4025 1.4812
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.8118 1.7715 1.5860
R3 1.7117 1.6714 1.5584
R2 1.6116 1.6116 1.5493
R1 1.5713 1.5713 1.5401 1.5414
PP 1.5115 1.5115 1.5115 1.4966
S1 1.4712 1.4712 1.5217 1.4413
S2 1.4114 1.4114 1.5125
S3 1.3113 1.3711 1.5034
S4 1.2112 1.2710 1.4758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5519 1.4518 0.1001 6.7% 0.0562 3.7% 52% False False 3,977
10 1.5519 1.3793 0.1726 11.5% 0.0599 4.0% 72% False False 4,323
20 1.5667 1.3588 0.2079 13.8% 0.0543 3.6% 70% False False 3,518
40 1.5667 1.1525 0.4142 27.5% 0.0535 3.6% 85% False False 3,168
60 1.5667 1.1525 0.4142 27.5% 0.0526 3.5% 85% False False 2,741
80 1.5667 1.1425 0.4242 28.2% 0.0479 3.2% 85% False False 2,292
100 1.5667 1.1425 0.4242 28.2% 0.0443 2.9% 85% False False 1,960
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0077
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7102
2.618 1.6422
1.618 1.6005
1.000 1.5747
0.618 1.5588
HIGH 1.5330
0.618 1.5171
0.500 1.5122
0.382 1.5072
LOW 1.4913
0.618 1.4655
1.000 1.4496
1.618 1.4238
2.618 1.3821
4.250 1.3141
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 1.5122 1.5046
PP 1.5095 1.5044
S1 1.5068 1.5043

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

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