NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 1.4947 1.5031 0.0084 0.6% 1.5496
High 1.5330 1.5117 -0.0213 -1.4% 1.5519
Low 1.4913 1.4763 -0.0150 -1.0% 1.4518
Close 1.5041 1.4906 -0.0135 -0.9% 1.5309
Range 0.0417 0.0354 -0.0063 -15.1% 0.1001
ATR 0.0629 0.0609 -0.0020 -3.1% 0.0000
Volume 4,404 5,657 1,253 28.5% 14,167
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5991 1.5802 1.5101
R3 1.5637 1.5448 1.5003
R2 1.5283 1.5283 1.4971
R1 1.5094 1.5094 1.4938 1.5012
PP 1.4929 1.4929 1.4929 1.4887
S1 1.4740 1.4740 1.4874 1.4658
S2 1.4575 1.4575 1.4841
S3 1.4221 1.4386 1.4809
S4 1.3867 1.4032 1.4711
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% 0.0596 4.0% 39% False False 4,527
10 1.5519 1.3793 0.1726 11.6% 0.0573 3.8% 64% False False 4,567
20 1.5667 1.3720 0.1947 13.1% 0.0524 3.5% 61% False False 3,728
40 1.5667 1.1525 0.4142 27.8% 0.0522 3.5% 82% False False 3,262
60 1.5667 1.1525 0.4142 27.8% 0.0531 3.6% 82% False False 2,824
80 1.5667 1.1425 0.4242 28.5% 0.0480 3.2% 82% False False 2,354
100 1.5667 1.1425 0.4242 28.5% 0.0444 3.0% 82% False False 2,006
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0077
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6622
2.618 1.6044
1.618 1.5690
1.000 1.5471
0.618 1.5336
HIGH 1.5117
0.618 1.4982
0.500 1.4940
0.382 1.4898
LOW 1.4763
0.618 1.4544
1.000 1.4409
1.618 1.4190
2.618 1.3836
4.250 1.3259
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 1.4940 1.4986
PP 1.4929 1.4959
S1 1.4917 1.4933

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

View Archives - Comment on this page... - Back to Index of Symbols