NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 1.9160 1.9270 0.0110 0.6% 1.7555
High 1.9436 1.9475 0.0039 0.2% 1.9368
Low 1.9070 1.8960 -0.0110 -0.6% 1.7516
Close 1.9347 1.9106 -0.0241 -1.2% 1.9159
Range 0.0366 0.0515 0.0149 40.7% 0.1852
ATR 0.0636 0.0627 -0.0009 -1.4% 0.0000
Volume 18,850 18,428 -422 -2.2% 130,505
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 2.0725 2.0431 1.9389
R3 2.0210 1.9916 1.9248
R2 1.9695 1.9695 1.9200
R1 1.9401 1.9401 1.9153 1.9291
PP 1.9180 1.9180 1.9180 1.9125
S1 1.8886 1.8886 1.9059 1.8776
S2 1.8665 1.8665 1.9012
S3 1.8150 1.8371 1.8964
S4 1.7635 1.7856 1.8823
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 2.4237 2.3550 2.0178
R3 2.2385 2.1698 1.9668
R2 2.0533 2.0533 1.9499
R1 1.9846 1.9846 1.9329 2.0190
PP 1.8681 1.8681 1.8681 1.8853
S1 1.7994 1.7994 1.8989 1.8338
S2 1.6829 1.6829 1.8819
S3 1.4977 1.6142 1.8650
S4 1.3125 1.4290 1.8140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9475 1.7677 0.1798 9.4% 0.0606 3.2% 79% True False 22,268
10 1.9475 1.6525 0.2950 15.4% 0.0585 3.1% 87% True False 26,843
20 1.9807 1.6010 0.3797 19.9% 0.0641 3.4% 82% False False 33,915
40 2.0844 1.6010 0.4834 25.3% 0.0644 3.4% 64% False False 31,025
60 2.0844 1.5283 0.5561 29.1% 0.0598 3.1% 69% False False 24,343
80 2.0844 1.3810 0.7034 36.8% 0.0578 3.0% 75% False False 19,399
100 2.0844 1.2700 0.8144 42.6% 0.0569 3.0% 79% False False 16,162
120 2.0844 1.1525 0.9319 48.8% 0.0559 2.9% 81% False False 13,882
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0123
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.1664
2.618 2.0823
1.618 2.0308
1.000 1.9990
0.618 1.9793
HIGH 1.9475
0.618 1.9278
0.500 1.9218
0.382 1.9157
LOW 1.8960
0.618 1.8642
1.000 1.8445
1.618 1.8127
2.618 1.7612
4.250 1.6771
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 1.9218 1.9213
PP 1.9180 1.9177
S1 1.9143 1.9142

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

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