NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 1.9338 1.9600 0.0262 1.4% 1.8825
High 1.9660 2.0000 0.0340 1.7% 1.9781
Low 1.9200 1.9505 0.0305 1.6% 1.8489
Close 1.9532 1.9989 0.0457 2.3% 1.9378
Range 0.0460 0.0495 0.0035 7.6% 0.1292
ATR 0.0542 0.0539 -0.0003 -0.6% 0.0000
Volume 23,501 22,257 -1,244 -5.3% 85,050
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 2.1316 2.1148 2.0261
R3 2.0821 2.0653 2.0125
R2 2.0326 2.0326 2.0080
R1 2.0158 2.0158 2.0034 2.0242
PP 1.9831 1.9831 1.9831 1.9874
S1 1.9663 1.9663 1.9944 1.9747
S2 1.9336 1.9336 1.9898
S3 1.8841 1.9168 1.9853
S4 1.8346 1.8673 1.9717
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 2.3092 2.2527 2.0089
R3 2.1800 2.1235 1.9733
R2 2.0508 2.0508 1.9615
R1 1.9943 1.9943 1.9496 2.0226
PP 1.9216 1.9216 1.9216 1.9357
S1 1.8651 1.8651 1.9260 1.8934
S2 1.7924 1.7924 1.9141
S3 1.6632 1.7359 1.9023
S4 1.5340 1.6067 1.8667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0000 1.8886 0.1114 5.6% 0.0556 2.8% 99% True False 21,152
10 2.0000 1.8112 0.1888 9.4% 0.0519 2.6% 99% True False 17,636
20 2.0000 1.6449 0.3551 17.8% 0.0527 2.6% 100% True False 15,230
40 2.0000 1.3810 0.6190 31.0% 0.0511 2.6% 100% True False 10,391
60 2.0000 1.3588 0.6412 32.1% 0.0522 2.6% 100% True False 8,100
80 2.0000 1.1525 0.8475 42.4% 0.0523 2.6% 100% True False 6,779
100 2.0000 1.1525 0.8475 42.4% 0.0520 2.6% 100% True False 5,801
120 2.0000 1.1425 0.8575 42.9% 0.0489 2.4% 100% True False 4,992
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 0.0078
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.2104
2.618 2.1296
1.618 2.0801
1.000 2.0495
0.618 2.0306
HIGH 2.0000
0.618 1.9811
0.500 1.9753
0.382 1.9694
LOW 1.9505
0.618 1.9199
1.000 1.9010
1.618 1.8704
2.618 1.8209
4.250 1.7401
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 1.9910 1.9834
PP 1.9831 1.9679
S1 1.9753 1.9524

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

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