NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 1.4555 1.4689 0.0134 0.9% 1.4501
High 1.4798 1.5448 0.0650 4.4% 1.5448
Low 1.4450 1.4677 0.0227 1.6% 1.3810
Close 1.4760 1.5317 0.0557 3.8% 1.5317
Range 0.0348 0.0771 0.0423 121.6% 0.1638
ATR 0.0557 0.0573 0.0015 2.7% 0.0000
Volume 9,477 3,718 -5,759 -60.8% 22,986
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.7460 1.7160 1.5741
R3 1.6689 1.6389 1.5529
R2 1.5918 1.5918 1.5458
R1 1.5618 1.5618 1.5388 1.5768
PP 1.5147 1.5147 1.5147 1.5223
S1 1.4847 1.4847 1.5246 1.4997
S2 1.4376 1.4376 1.5176
S3 1.3605 1.4076 1.5105
S4 1.2834 1.3305 1.4893
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.9772 1.9183 1.6218
R3 1.8134 1.7545 1.5767
R2 1.6496 1.6496 1.5617
R1 1.5907 1.5907 1.5467 1.6202
PP 1.4858 1.4858 1.4858 1.5006
S1 1.4269 1.4269 1.5167 1.4564
S2 1.3220 1.3220 1.5017
S3 1.1582 1.2631 1.4867
S4 0.9944 1.0993 1.4416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5448 1.3810 0.1638 10.7% 0.0545 3.6% 92% True False 4,597
10 1.5448 1.3810 0.1638 10.7% 0.0531 3.5% 92% True False 5,045
20 1.5519 1.3810 0.1709 11.2% 0.0518 3.4% 88% False False 4,568
40 1.5667 1.2700 0.2967 19.4% 0.0527 3.4% 88% False False 3,891
60 1.5667 1.1525 0.4142 27.0% 0.0520 3.4% 92% False False 3,421
80 1.5667 1.1525 0.4142 27.0% 0.0498 3.3% 92% False False 2,950
100 1.5667 1.1425 0.4242 27.7% 0.0482 3.1% 92% False False 2,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0045
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.8725
2.618 1.7466
1.618 1.6695
1.000 1.6219
0.618 1.5924
HIGH 1.5448
0.618 1.5153
0.500 1.5063
0.382 1.4972
LOW 1.4677
0.618 1.4201
1.000 1.3906
1.618 1.3430
2.618 1.2659
4.250 1.1400
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 1.5232 1.5135
PP 1.5147 1.4954
S1 1.5063 1.4772

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

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