NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 1.5031 1.4998 -0.0033 -0.2% 1.5496
High 1.5117 1.5213 0.0096 0.6% 1.5519
Low 1.4763 1.4920 0.0157 1.1% 1.4518
Close 1.4906 1.5126 0.0220 1.5% 1.5309
Range 0.0354 0.0293 -0.0061 -17.2% 0.1001
ATR 0.0609 0.0588 -0.0022 -3.5% 0.0000
Volume 5,657 2,311 -3,346 -59.1% 14,167
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5965 1.5839 1.5287
R3 1.5672 1.5546 1.5207
R2 1.5379 1.5379 1.5180
R1 1.5253 1.5253 1.5153 1.5316
PP 1.5086 1.5086 1.5086 1.5118
S1 1.4960 1.4960 1.5099 1.5023
S2 1.4793 1.4793 1.5072
S3 1.4500 1.4667 1.5045
S4 1.4207 1.4374 1.4965
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 1.4572 0.0947 6.3% 0.0482 3.2% 59% False False 4,405
10 1.5519 1.4190 0.1329 8.8% 0.0560 3.7% 70% False False 4,542
20 1.5667 1.3793 0.1874 12.4% 0.0510 3.4% 71% False False 3,695
40 1.5667 1.1525 0.4142 27.4% 0.0521 3.4% 87% False False 3,272
60 1.5667 1.1525 0.4142 27.4% 0.0529 3.5% 87% False False 2,852
80 1.5667 1.1425 0.4242 28.0% 0.0475 3.1% 87% False False 2,370
100 1.5667 1.1425 0.4242 28.0% 0.0445 2.9% 87% False False 2,028
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0081
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6458
2.618 1.5980
1.618 1.5687
1.000 1.5506
0.618 1.5394
HIGH 1.5213
0.618 1.5101
0.500 1.5067
0.382 1.5032
LOW 1.4920
0.618 1.4739
1.000 1.4627
1.618 1.4446
2.618 1.4153
4.250 1.3675
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 1.5106 1.5100
PP 1.5086 1.5073
S1 1.5067 1.5047

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

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