NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 1.6769 1.6850 0.0081 0.5% 1.5317
High 1.6879 1.6954 0.0075 0.4% 1.6921
Low 1.6438 1.6536 0.0098 0.6% 1.5283
Close 1.6610 1.6740 0.0130 0.8% 1.6884
Range 0.0441 0.0418 -0.0023 -5.2% 0.1638
ATR 0.0553 0.0543 -0.0010 -1.7% 0.0000
Volume 7,278 6,967 -311 -4.3% 36,660
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 1.7997 1.7787 1.6970
R3 1.7579 1.7369 1.6855
R2 1.7161 1.7161 1.6817
R1 1.6951 1.6951 1.6778 1.6847
PP 1.6743 1.6743 1.6743 1.6692
S1 1.6533 1.6533 1.6702 1.6429
S2 1.6325 1.6325 1.6663
S3 1.5907 1.6115 1.6625
S4 1.5489 1.5697 1.6510
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 2.1277 2.0718 1.7785
R3 1.9639 1.9080 1.7334
R2 1.8001 1.8001 1.7184
R1 1.7442 1.7442 1.7034 1.7722
PP 1.6363 1.6363 1.6363 1.6502
S1 1.5804 1.5804 1.6734 1.6084
S2 1.4725 1.4725 1.6584
S3 1.3087 1.4166 1.6434
S4 1.1449 1.2528 1.5983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6954 1.6162 0.0792 4.7% 0.0476 2.8% 73% True False 7,878
10 1.6954 1.4450 0.2504 15.0% 0.0506 3.0% 91% True False 6,975
20 1.6954 1.3810 0.3144 18.8% 0.0498 3.0% 93% True False 5,617
40 1.6954 1.3720 0.3234 19.3% 0.0511 3.1% 93% True False 4,673
60 1.6954 1.1525 0.5429 32.4% 0.0514 3.1% 96% True False 4,047
80 1.6954 1.1525 0.5429 32.4% 0.0522 3.1% 96% True False 3,522
100 1.6954 1.1425 0.5529 33.0% 0.0483 2.9% 96% True False 3,007
120 1.6954 1.1425 0.5529 33.0% 0.0453 2.7% 96% True False 2,608
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0093
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.8731
2.618 1.8048
1.618 1.7630
1.000 1.7372
0.618 1.7212
HIGH 1.6954
0.618 1.6794
0.500 1.6745
0.382 1.6696
LOW 1.6536
0.618 1.6278
1.000 1.6118
1.618 1.5860
2.618 1.5442
4.250 1.4760
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 1.6745 1.6709
PP 1.6743 1.6679
S1 1.6742 1.6648

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

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