NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 1.7530 1.7473 -0.0057 -0.3% 1.8750
High 1.7609 1.7677 0.0068 0.4% 1.9807
Low 1.7195 1.7127 -0.0068 -0.4% 1.7755
Close 1.7404 1.7328 -0.0076 -0.4% 1.7908
Range 0.0414 0.0550 0.0136 32.9% 0.2052
ATR 0.0731 0.0718 -0.0013 -1.8% 0.0000
Volume 43,102 36,606 -6,496 -15.1% 164,003
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.9027 1.8728 1.7631
R3 1.8477 1.8178 1.7479
R2 1.7927 1.7927 1.7429
R1 1.7628 1.7628 1.7378 1.7503
PP 1.7377 1.7377 1.7377 1.7315
S1 1.7078 1.7078 1.7278 1.6953
S2 1.6827 1.6827 1.7227
S3 1.6277 1.6528 1.7177
S4 1.5727 1.5978 1.7026
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 2.4646 2.3329 1.9037
R3 2.2594 2.1277 1.8472
R2 2.0542 2.0542 1.8284
R1 1.9225 1.9225 1.8096 1.8858
PP 1.8490 1.8490 1.8490 1.8306
S1 1.7173 1.7173 1.7720 1.6806
S2 1.6438 1.6438 1.7532
S3 1.4386 1.5121 1.7344
S4 1.2334 1.3069 1.6779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9807 1.7127 0.2680 15.5% 0.0815 4.7% 8% False True 41,399
10 1.9807 1.7127 0.2680 15.5% 0.0767 4.4% 8% False True 40,799
20 2.0844 1.7127 0.3717 21.5% 0.0701 4.0% 5% False True 34,043
40 2.0844 1.6342 0.4502 26.0% 0.0611 3.5% 22% False False 23,816
60 2.0844 1.3810 0.7034 40.6% 0.0579 3.3% 50% False False 17,676
80 2.0844 1.3129 0.7715 44.5% 0.0568 3.3% 54% False False 14,077
100 2.0844 1.1525 0.9319 53.8% 0.0556 3.2% 62% False False 11,859
120 2.0844 1.1525 0.9319 53.8% 0.0550 3.2% 62% False False 10,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0206
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0015
2.618 1.9117
1.618 1.8567
1.000 1.8227
0.618 1.8017
HIGH 1.7677
0.618 1.7467
0.500 1.7402
0.382 1.7337
LOW 1.7127
0.618 1.6787
1.000 1.6577
1.618 1.6237
2.618 1.5687
4.250 1.4790
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 1.7402 1.7912
PP 1.7377 1.7717
S1 1.7353 1.7523

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

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