NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 29-May-2009

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	1.8161	1.8547	0.0386	2.1%	1.7678
High	1.8640	1.8870	0.0230	1.2%	1.8870
Low	1.8112	1.8523	0.0411	2.3%	1.7331
Close	1.8579	1.8802	0.0223	1.2%	1.8802
Range	0.0528	0.0347	-0.0181	-34.3%	0.1539
ATR	0.0552	0.0538	-0.0015	-2.7%	0.0000
Volume	11,047	16,380	5,333	48.3%	49,260

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.9773	1.9634	1.8993
R3	1.9426	1.9287	1.8897
R2	1.9079	1.9079	1.8866
R1	1.8940	1.8940	1.8834	1.9010
PP	1.8732	1.8732	1.8732	1.8766
S1	1.8593	1.8593	1.8770	1.8663
S2	1.8385	1.8385	1.8738
S3	1.8038	1.8246	1.8707
S4	1.7691	1.7899	1.8611

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	2.2951	2.2416	1.9648
R3	2.1412	2.0877	1.9225
R2	1.9873	1.9873	1.9084
R1	1.9338	1.9338	1.8943	1.9606
PP	1.8334	1.8334	1.8334	1.8468
S1	1.7799	1.7799	1.8661	1.8067
S2	1.6795	1.6795	1.8520
S3	1.5256	1.6260	1.8379
S4	1.3717	1.4721	1.7956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.8870	1.7331	0.1539	8.2%	0.0490	2.6%	96%	True	False	13,148
10	1.8870	1.6449	0.2421	12.9%	0.0526	2.8%	97%	True	False	13,835
20	1.8870	1.4677	0.4193	22.3%	0.0526	2.8%	98%	True	False	10,449
40	1.8870	1.3810	0.5060	26.9%	0.0527	2.8%	99%	True	False	7,604
60	1.8870	1.2700	0.6170	32.8%	0.0520	2.8%	99%	True	False	6,089
80	1.8870	1.1525	0.7345	39.1%	0.0517	2.7%	99%	True	False	5,153
100	1.8870	1.1525	0.7345	39.1%	0.0501	2.7%	99%	True	False	4,417
120	1.8870	1.1425	0.7445	39.6%	0.0487	2.6%	99%	True	False	3,808

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0136
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	2.0345
2.618	1.9778
1.618	1.9431
1.000	1.9217
0.618	1.9084
HIGH	1.8870
0.618	1.8737
0.500	1.8697
0.382	1.8656
LOW	1.8523
0.618	1.8309
1.000	1.8176
1.618	1.7962
2.618	1.7615
4.250	1.7048

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	1.8767	1.8675
PP	1.8732	1.8548
S1	1.8697	1.8422

Download as Excel Spreadsheet

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

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