NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 1.6081 1.5853 -0.0228 -1.4% 1.4501
High 1.6119 1.6336 0.0217 1.3% 1.5448
Low 1.5769 1.5853 0.0084 0.5% 1.3810
Close 1.5812 1.6328 0.0516 3.3% 1.5317
Range 0.0350 0.0483 0.0133 38.0% 0.1638
ATR 0.0567 0.0564 -0.0003 -0.5% 0.0000
Volume 3,746 5,965 2,219 59.2% 22,986
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 1.7621 1.7458 1.6594
R3 1.7138 1.6975 1.6461
R2 1.6655 1.6655 1.6417
R1 1.6492 1.6492 1.6372 1.6574
PP 1.6172 1.6172 1.6172 1.6213
S1 1.6009 1.6009 1.6284 1.6091
S2 1.5689 1.5689 1.6239
S3 1.5206 1.5526 1.6195
S4 1.4723 1.5043 1.6062
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 1.6336 1.4450 0.1886 11.6% 0.0536 3.3% 100% True False 6,072
10 1.6336 1.3810 0.2526 15.5% 0.0499 3.1% 100% True False 4,952
20 1.6336 1.3810 0.2526 15.5% 0.0528 3.2% 100% True False 4,779
40 1.6336 1.2700 0.3636 22.3% 0.0535 3.3% 100% True False 4,061
60 1.6336 1.1525 0.4811 29.5% 0.0520 3.2% 100% True False 3,641
80 1.6336 1.1525 0.4811 29.5% 0.0511 3.1% 100% True False 3,130
100 1.6336 1.1425 0.4911 30.1% 0.0489 3.0% 100% True False 2,652
120 1.6336 1.1425 0.4911 30.1% 0.0438 2.7% 100% True False 2,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.8389
2.618 1.7600
1.618 1.7117
1.000 1.6819
0.618 1.6634
HIGH 1.6336
0.618 1.6151
0.500 1.6095
0.382 1.6038
LOW 1.5853
0.618 1.5555
1.000 1.5370
1.618 1.5072
2.618 1.4589
4.250 1.3800
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 1.6250 1.6155
PP 1.6172 1.5982
S1 1.6095 1.5810

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

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