NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 1.7678 1.8150 0.0472 2.7% 1.6660
High 1.8088 1.8388 0.0300 1.7% 1.7966
Low 1.7331 1.7973 0.0642 3.7% 1.6650
Close 1.8016 1.8327 0.0311 1.7% 1.7878
Range 0.0757 0.0415 -0.0342 -45.2% 0.1316
ATR 0.0565 0.0554 -0.0011 -1.9% 0.0000
Volume 10,591 11,242 651 6.1% 79,393
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 1.9474 1.9316 1.8555
R3 1.9059 1.8901 1.8441
R2 1.8644 1.8644 1.8403
R1 1.8486 1.8486 1.8365 1.8565
PP 1.8229 1.8229 1.8229 1.8269
S1 1.8071 1.8071 1.8289 1.8150
S2 1.7814 1.7814 1.8251
S3 1.7399 1.7656 1.8213
S4 1.6984 1.7241 1.8099
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 1.8388 1.7014 0.1374 7.5% 0.0520 2.8% 96% True False 15,622
10 1.8388 1.6449 0.1939 10.6% 0.0535 2.9% 97% True False 12,825
20 1.8388 1.4096 0.4292 23.4% 0.0530 2.9% 99% True False 9,735
40 1.8388 1.3793 0.4595 25.1% 0.0531 2.9% 99% True False 7,062
60 1.8388 1.2493 0.5895 32.2% 0.0522 2.8% 99% True False 5,699
80 1.8388 1.1525 0.6863 37.4% 0.0523 2.9% 99% True False 4,846
100 1.8388 1.1525 0.6863 37.4% 0.0502 2.7% 99% True False 4,152
120 1.8388 1.1425 0.6963 38.0% 0.0485 2.6% 99% True False 3,601
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0158
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0152
2.618 1.9474
1.618 1.9059
1.000 1.8803
0.618 1.8644
HIGH 1.8388
0.618 1.8229
0.500 1.8181
0.382 1.8132
LOW 1.7973
0.618 1.7717
1.000 1.7558
1.618 1.7302
2.618 1.6887
4.250 1.6209
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 1.8278 1.8171
PP 1.8229 1.8015
S1 1.8181 1.7860

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

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