NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 1.6698 1.6501 -0.0197 -1.2% 1.7530
High 1.6707 1.6658 -0.0049 -0.3% 1.7677
Low 1.6282 1.6010 -0.0272 -1.7% 1.6241
Close 1.6505 1.6394 -0.0111 -0.7% 1.6505
Range 0.0425 0.0648 0.0223 52.5% 0.1436
ATR 0.0706 0.0702 -0.0004 -0.6% 0.0000
Volume 42,398 33,466 -8,932 -21.1% 213,990
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.8298 1.7994 1.6750
R3 1.7650 1.7346 1.6572
R2 1.7002 1.7002 1.6513
R1 1.6698 1.6698 1.6453 1.6526
PP 1.6354 1.6354 1.6354 1.6268
S1 1.6050 1.6050 1.6335 1.5878
S2 1.5706 1.5706 1.6275
S3 1.5058 1.5402 1.6216
S4 1.4410 1.4754 1.6038
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 2.1116 2.0246 1.7295
R3 1.9680 1.8810 1.6900
R2 1.8244 1.8244 1.6768
R1 1.7374 1.7374 1.6637 1.7091
PP 1.6808 1.6808 1.6808 1.6666
S1 1.5938 1.5938 1.6373 1.5655
S2 1.5372 1.5372 1.6242
S3 1.3936 1.4502 1.6110
S4 1.2500 1.3066 1.5715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7677 1.6010 0.1667 10.2% 0.0617 3.8% 23% False True 40,870
10 1.9807 1.6010 0.3797 23.2% 0.0755 4.6% 10% False True 41,145
20 2.0844 1.6010 0.4834 29.5% 0.0734 4.5% 8% False True 37,398
40 2.0844 1.6010 0.4834 29.5% 0.0629 3.8% 8% False True 27,253
60 2.0844 1.3810 0.7034 42.9% 0.0590 3.6% 37% False False 20,175
80 2.0844 1.3793 0.7051 43.0% 0.0570 3.5% 37% False False 16,055
100 2.0844 1.1525 0.9319 56.8% 0.0562 3.4% 52% False False 13,414
120 2.0844 1.1525 0.9319 56.8% 0.0559 3.4% 52% False False 11,514
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 0.0178
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9412
2.618 1.8354
1.618 1.7706
1.000 1.7306
0.618 1.7058
HIGH 1.6658
0.618 1.6410
0.500 1.6334
0.382 1.6258
LOW 1.6010
0.618 1.5610
1.000 1.5362
1.618 1.4962
2.618 1.4314
4.250 1.3256
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 1.6374 1.6401
PP 1.6354 1.6398
S1 1.6334 1.6396

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

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