NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 1.6448 1.6574 0.0126 0.8% 1.7530
High 1.6710 1.7177 0.0467 2.8% 1.7677
Low 1.6350 1.6525 0.0175 1.1% 1.6241
Close 1.6466 1.7081 0.0615 3.7% 1.6505
Range 0.0360 0.0652 0.0292 81.1% 0.1436
ATR 0.0677 0.0680 0.0002 0.4% 0.0000
Volume 35,134 33,534 -1,600 -4.6% 213,990
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.8884 1.8634 1.7440
R3 1.8232 1.7982 1.7260
R2 1.7580 1.7580 1.7201
R1 1.7330 1.7330 1.7141 1.7455
PP 1.6928 1.6928 1.6928 1.6990
S1 1.6678 1.6678 1.7021 1.6803
S2 1.6276 1.6276 1.6961
S3 1.5624 1.6026 1.6902
S4 1.4972 1.5374 1.6722
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 1.7177 1.6010 0.1167 6.8% 0.0527 3.1% 92% True False 40,060
10 1.9506 1.6010 0.3496 20.5% 0.0654 3.8% 31% False False 40,822
20 2.0450 1.6010 0.4440 26.0% 0.0720 4.2% 24% False False 38,905
40 2.0844 1.6010 0.4834 28.3% 0.0627 3.7% 22% False False 28,453
60 2.0844 1.3810 0.7034 41.2% 0.0586 3.4% 47% False False 21,172
80 2.0844 1.3793 0.7051 41.3% 0.0573 3.4% 47% False False 16,813
100 2.0844 1.1817 0.9027 52.8% 0.0560 3.3% 58% False False 14,058
120 2.0844 1.1525 0.9319 54.6% 0.0559 3.3% 60% False False 12,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.9948
2.618 1.8884
1.618 1.8232
1.000 1.7829
0.618 1.7580
HIGH 1.7177
0.618 1.6928
0.500 1.6851
0.382 1.6774
LOW 1.6525
0.618 1.6122
1.000 1.5873
1.618 1.5470
2.618 1.4818
4.250 1.3754
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 1.7004 1.6919
PP 1.6928 1.6756
S1 1.6851 1.6594

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

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