NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 1.7580 1.7678 0.0098 0.6% 1.6660
High 1.7897 1.8088 0.0191 1.1% 1.7966
Low 1.7495 1.7331 -0.0164 -0.9% 1.6650
Close 1.7878 1.8016 0.0138 0.8% 1.7878
Range 0.0402 0.0757 0.0355 88.3% 0.1316
ATR 0.0550 0.0565 0.0015 2.7% 0.0000
Volume 16,481 10,591 -5,890 -35.7% 79,393
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 2.0083 1.9806 1.8432
R3 1.9326 1.9049 1.8224
R2 1.8569 1.8569 1.8155
R1 1.8292 1.8292 1.8085 1.8431
PP 1.7812 1.7812 1.7812 1.7881
S1 1.7535 1.7535 1.7947 1.7674
S2 1.7055 1.7055 1.7877
S3 1.6298 1.6778 1.7808
S4 1.5541 1.6021 1.7600
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 2.1446 2.0978 1.8602
R3 2.0130 1.9662 1.8240
R2 1.8814 1.8814 1.8119
R1 1.8346 1.8346 1.7999 1.8580
PP 1.7498 1.7498 1.7498 1.7615
S1 1.7030 1.7030 1.7757 1.7264
S2 1.6182 1.6182 1.7637
S3 1.4866 1.5714 1.7516
S4 1.3550 1.4398 1.7154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8088 1.6944 0.1144 6.3% 0.0572 3.2% 94% True False 15,801
10 1.8088 1.6438 0.1650 9.2% 0.0538 3.0% 96% True False 12,428
20 1.8088 1.3930 0.4158 23.1% 0.0525 2.9% 98% True False 9,354
40 1.8088 1.3793 0.4295 23.8% 0.0541 3.0% 98% True False 6,847
60 1.8088 1.2493 0.5595 31.1% 0.0521 2.9% 99% True False 5,558
80 1.8088 1.1525 0.6563 36.4% 0.0521 2.9% 99% True False 4,726
100 1.8088 1.1525 0.6563 36.4% 0.0504 2.8% 99% True False 4,045
120 1.8088 1.1425 0.6663 37.0% 0.0487 2.7% 99% True False 3,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0151
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2.1305
2.618 2.0070
1.618 1.9313
1.000 1.8845
0.618 1.8556
HIGH 1.8088
0.618 1.7799
0.500 1.7710
0.382 1.7620
LOW 1.7331
0.618 1.6863
1.000 1.6574
1.618 1.6106
2.618 1.5349
4.250 1.4114
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 1.7914 1.7861
PP 1.7812 1.7706
S1 1.7710 1.7551

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

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