NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 1.4501 1.4239 -0.0262 -1.8% 1.5060
High 1.4501 1.4239 -0.0262 -1.8% 1.5060
Low 1.3810 1.3930 0.0120 0.9% 1.3885
Close 1.4297 1.4179 -0.0118 -0.8% 1.4666
Range 0.0691 0.0309 -0.0382 -55.3% 0.1175
ATR 0.0587 0.0571 -0.0016 -2.7% 0.0000
Volume 2,502 3,626 1,124 44.9% 27,464
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5043 1.4920 1.4349
R3 1.4734 1.4611 1.4264
R2 1.4425 1.4425 1.4236
R1 1.4302 1.4302 1.4207 1.4209
PP 1.4116 1.4116 1.4116 1.4070
S1 1.3993 1.3993 1.4151 1.3900
S2 1.3807 1.3807 1.4122
S3 1.3498 1.3684 1.4094
S4 1.3189 1.3375 1.4009
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.8062 1.7539 1.5312
R3 1.6887 1.6364 1.4989
R2 1.5712 1.5712 1.4881
R1 1.5189 1.5189 1.4774 1.4863
PP 1.4537 1.4537 1.4537 1.4374
S1 1.4014 1.4014 1.4558 1.3688
S2 1.3362 1.3362 1.4451
S3 1.2187 1.2839 1.4343
S4 1.1012 1.1664 1.4020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4750 1.3810 0.0940 6.6% 0.0420 3.0% 39% False False 4,643
10 1.5493 1.3810 0.1683 11.9% 0.0465 3.3% 22% False False 4,458
20 1.5519 1.3793 0.1726 12.2% 0.0532 3.8% 22% False False 4,390
40 1.5667 1.2493 0.3174 22.4% 0.0517 3.6% 53% False False 3,681
60 1.5667 1.1525 0.4142 29.2% 0.0520 3.7% 64% False False 3,217
80 1.5667 1.1525 0.4142 29.2% 0.0495 3.5% 64% False False 2,756
100 1.5667 1.1425 0.4242 29.9% 0.0477 3.4% 65% False False 2,375
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5552
2.618 1.5048
1.618 1.4739
1.000 1.4548
0.618 1.4430
HIGH 1.4239
0.618 1.4121
0.500 1.4085
0.382 1.4048
LOW 1.3930
0.618 1.3739
1.000 1.3621
1.618 1.3430
2.618 1.3121
4.250 1.2617
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 1.4148 1.4280
PP 1.4116 1.4246
S1 1.4085 1.4213

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

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