NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 1.4390 1.4097 -0.0293 -2.0% 1.5250
High 1.4390 1.4279 -0.0111 -0.8% 1.5493
Low 1.3997 1.3981 -0.0016 -0.1% 1.4572
Close 1.4199 1.4242 0.0043 0.3% 1.5186
Range 0.0393 0.0298 -0.0095 -24.2% 0.0921
ATR 0.0591 0.0570 -0.0021 -3.5% 0.0000
Volume 7,713 5,854 -1,859 -24.1% 20,828
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5061 1.4950 1.4406
R3 1.4763 1.4652 1.4324
R2 1.4465 1.4465 1.4297
R1 1.4354 1.4354 1.4269 1.4410
PP 1.4167 1.4167 1.4167 1.4195
S1 1.4056 1.4056 1.4215 1.4112
S2 1.3869 1.3869 1.4187
S3 1.3571 1.3758 1.4160
S4 1.3273 1.3460 1.4078
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.7847 1.7437 1.5693
R3 1.6926 1.6516 1.5439
R2 1.6005 1.6005 1.5355
R1 1.5595 1.5595 1.5270 1.5340
PP 1.5084 1.5084 1.5084 1.4956
S1 1.4674 1.4674 1.5102 1.4419
S2 1.4163 1.4163 1.5017
S3 1.3242 1.3753 1.4933
S4 1.2321 1.2832 1.4679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5493 1.3885 0.1608 11.3% 0.0519 3.6% 22% False False 5,392
10 1.5519 1.3885 0.1634 11.5% 0.0500 3.5% 22% False False 4,899
20 1.5667 1.3793 0.1874 13.2% 0.0535 3.8% 24% False False 4,240
40 1.5667 1.2493 0.3174 22.3% 0.0521 3.7% 55% False False 3,713
60 1.5667 1.1525 0.4142 29.1% 0.0520 3.6% 66% False False 3,127
80 1.5667 1.1525 0.4142 29.1% 0.0496 3.5% 66% False False 2,653
100 1.5667 1.1425 0.4242 29.8% 0.0469 3.3% 66% False False 2,284
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0088
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5546
2.618 1.5059
1.618 1.4761
1.000 1.4577
0.618 1.4463
HIGH 1.4279
0.618 1.4165
0.500 1.4130
0.382 1.4095
LOW 1.3981
0.618 1.3797
1.000 1.3683
1.618 1.3499
2.618 1.3201
4.250 1.2715
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 1.4205 1.4236
PP 1.4167 1.4230
S1 1.4130 1.4224

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

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