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MRCI's Futures Highlight - RBOB Gasoline(NYM)

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MRCI's Futures Highlight - RBOB Gasoline(NYM)

MRCI hopes this profile of the NYM RBOB Gasoline futures contract, with its statistics and feature studies, will help you derive wise trading decisions from its presentation of long-term perspective, computer analysis, and historical background. This additional history is designed to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly and monthly charts on this page depict prices for nearby contracts, which most closely reflect the underlying cash market.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by Commodity Research Bureau

The table below offers a statistical analysis of historical daily trading in the NYM RBOB Gasoline futures. The average range for each day of the week in each year and overall has been computed for purposes of comparison and further insight into the dynamics of this market.

MRCI's Nearby Futures Range Detail for RBOB Gasoline(NYM)
from 1/1985 - 8/2021
Calendar
Year
Monday
Avg Rng
Tuesday
Avg Rng
Wednesday
Avg Rng
Thursday
Avg Rng
Friday
Avg Rng
Yearly
Avg Rng
1985 1.11($468) 1.16($488) 1.15($484) 1.15($482) 0.81($341) 1.08($452)
1986 1.90($798) 1.69($708) 1.69($709) 1.58($664) 1.48($623) 1.67($701)
1987 1.00($421) 0.99($414) 1.01($425) 0.84($352) 0.91($382) 0.95($399)
1988 1.24($520) 1.07($448) 1.27($534) 1.22($510) 1.03($433) 1.16($489)
1989 1.56($657) 1.25($526) 1.58($662) 1.45($611) 1.27($535) 1.42($597)
1990 3.27($1373) 2.92($1227) 2.97($1247) 2.67($1122) 2.82($1186) 2.93($1229)
1991 1.81($761) 1.67($701) 2.10($882) 1.89($795) 1.47($617) 1.79($751)
1992 1.15($482) 1.18($494) 1.19($499) 1.15($483) 1.16($489) 1.17($490)
1993 1.24($521) 1.00($420) 1.07($451) 1.13($475) 1.04($436) 1.09($460)
1994 1.61($675) 1.28($537) 1.39($586) 1.30($547) 1.29($542) 1.37($576)
1995 1.10($462) 1.05($442) 1.33($557) 1.25($526) 1.21($508) 1.19($500)
1996 1.89($794) 1.70($713) 1.85($778) 1.73($727) 1.63($685) 1.76($739)
1997 1.52($637) 1.34($563) 1.65($692) 1.57($659) 1.59($669) 1.53($644)
1998 1.60($672) 1.28($536) 1.40($587) 1.45($608) 1.25($525) 1.39($585)
1999 1.52($638) 1.44($606) 1.88($792) 1.66($699) 1.66($696) 1.64($687)
2000 2.99($1255) 2.74($1149) 3.14($1321) 3.02($1270) 2.95($1240) 2.97($1247)
2001 2.77($1162) 2.27($954) 3.29($1383) 2.61($1097) 2.70($1134) 2.73($1146)
2002 2.83($1190) 2.42($1016) 2.55($1072) 2.55($1073) 2.46($1031) 2.56($1075)
2003 3.06($1287) 3.33($1397) 3.41($1431) 3.61($1517) 3.31($1389) 3.35($1405)
2004 4.20($1762) 3.71($1557) 5.12($2152) 4.46($1874) 4.02($1689) 4.31($1810)
2005 6.32($2653) 5.56($2336) 6.50($2730) 6.92($2907) 6.02($2530) 6.26($2630)
2006 5.55($2332) 5.43($2282) 5.51($2314) 5.05($2121) 4.92($2065) 5.29($2221)
2007 6.45($2711) 6.66($2797) 6.92($2905) 6.56($2754) 5.77($2424) 6.47($2718)
2008 11.41($4790) 11.17($4692) 10.57($4438) 11.12($4670) 9.83($4130) 10.81($4542)
2009 7.40($3108) 6.29($2640) 7.48($3143) 7.22($3032) 6.89($2894) 7.05($2962)
2010 5.31($2230) 5.68($2385) 5.67($2381) 5.73($2408) 5.86($2459) 5.65($2374)
2011 8.12($3411) 8.16($3429) 8.18($3434) 8.70($3654) 7.62($3202) 8.16($3426)
2012 6.44($2706) 5.85($2457) 6.81($2859) 6.45($2709) 6.61($2777) 6.43($2701)
2013 5.90($2478) 5.73($2407) 6.32($2656) 6.17($2593) 5.69($2388) 5.96($2504)
2014 5.18($2174) 4.69($1972) 4.89($2053) 5.02($2107) 4.86($2042) 4.92($2068)
2015 6.28($2639) 5.81($2441) 6.91($2902) 6.09($2559) 5.73($2408) 6.17($2591)
2016 5.23($2198) 5.69($2391) 5.55($2333) 5.04($2116) 4.92($2068) 5.29($2223)
2017 3.88($1631) 4.38($1841) 4.59($1926) 4.25($1784) 4.13($1734) 4.25($1787)
2018 4.85($2036) 4.87($2046) 5.58($2345) 4.31($1810) 4.91($2062) 4.90($2060)
2019 5.02($2107) 4.64($1948) 5.49($2307) 4.86($2041) 4.89($2055) 4.98($2091)
2020 7.41($3113) 5.90($2478) 6.45($2710) 6.42($2695) 5.68($2388) 6.36($2673)
2021 6.36($2673) 5.68($2387) 5.84($2453) 5.86($2459) 5.24($2200) 5.79($2431)

What other characteristics do NYM RBOB Gasoline futures exhibit for various days of the week? We ran various studies for the last 180 calendar days of trading prior to trading prior to expiration for each contract.

MRCI's Nearby Futures Summary for RBOB Gasoline(NYM)
from 1/1985 - 8/2021
Summary
Item
Monday
Summary
Tuesday
Summary
Wednesday
Summary
Thursday
Summary
Friday
Summary
Yearly
Summary
Range 3.97($1667) 3.74($1570) 4.09($1719) 3.92($1645) 3.71($1560) 3.89($1632)
Closed Up 765(45%) 956(51%) 990(53%) 999(55%) 984(55%) 4694(52%)
Closed Dn 938(55%) 902(48%) 860(46%) 823(45%) 804(45%) 4327(48%)
Closed Uchg 4(0%) 4(0%) 10(1%) 4(0%) 2(0%) 24(0%)
Gapped up 190(11%) 159(9%) 197(11%) 181(10%) 183(10%) 910(10%)
Un-filled Gaps Up 68(36%) 70(44%) 86(44%) 68(38%) 60(33%) 352(39%)
Gapped Down 187(11%) 182(10%) 222(12%) 143(8%) 108(6%) 842(9%)
Un-filled Gaps Down 84(45%) 59(32%) 82(37%) 45(31%) 27(25%) 297(35%)

Daily Percent Change Summary for RBOB Gasoline(NYM)

UNCH
>0%-
<1%
+1%-
<2%
+2%-
<3%
+3%-
<4%
+4%-
<5%
+5%-
<6%
+6%-
<7%
+7%-
<8%
+8%-
<9%
+9%-
<10%
+10%-
<20%

>+20%
24 1935 1376 711 334 184 68 42 17 5 6 14 2
<0%-
>-1%
-1%-
>-2%
-2%-
>-3%
-3%-
>-4%
-4%-
>-5%
-5%-
>-6%
-6%-
>-7%
-7%-
>-8%
-8%-
>-9%
-9%-
>-10%
-10%-
>-20%

<-20%
1853 1230 598 316 171 65 40 27 8 8 7 4

The table below represents yearly low, high, last yield in the cash market for the NYM RBOB Gasoline futures contracts. Quotes are from daily cash market price activity.

Unleaded Gasoline - Feb 12, 2021
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2020 04/20/2020 29.30 02/19/2020 196.50 12/31/2020 157.80 128.63
2019 01/07/2019 149.50 10/02/2019 276.80 12/31/2019 173.80 196.54
2018 12/10/2018 148.50 10/02/2018 248.10 12/31/2018 156.00 204.74
2017 01/25/2017 146.70 08/31/2017 239.50 12/29/2017 184.40 173.12
2016 02/19/2016 61.80 01/04/2016 196.70 12/30/2016 173.20 145.58
2015 01/15/2015 111.50 07/10/2015 340.10 12/31/2015 194.70 194.51
2014 12/22/2014 133.20 04/15/2014 335.60 12/31/2014 137.50 265.58
2013 12/13/2013 251.40 09/13/2013 324.70 12/31/2013 284.90 282.66
2012 12/10/2012 261.31 09/11/2012 340.00 12/31/2012 282.87 297.03
2011 01/25/2011 232.64 05/10/2011 349.47 12/30/2011 292.17 284.63
2010 08/24/2010 183.31 12/23/2010 247.01 12/31/2010 239.93 211.62
2009 01/07/2009 100.75 08/28/2009 212.05 12/31/2009 202.91 169.31
2008 12/24/2008
12/26/2008
75.52 06/06/2008 359.30 12/31/2008 97.44 248.14
2007 01/18/2007 130.78 05/17/2007 252.16 12/31/2007 247.08 208.98
2006 02/14/2006 138.12 08/02/2006 241.99 12/29/2006 164.46 182.37
2005 01/03/2005 109.65 09/01/2005 313.40 12/30/2005 177.00 156.43
2004 01/15/2004 92.97 05/17/2004 142.40 12/31/2004 108.85 118.02
2003 05/02/2003 68.31 08/21/2003 112.31 12/31/2003 95.80 88.30
2002 01/17/2002 50.10 12/27/2002 93.28 12/31/2002 84.68 72.49
2001 11/15/2001 46.22 04/20/2001 115.60 12/31/2001 54.78 73.84
2000 01/07/2000 63.80 05/30/2000 110.40 12/29/2000 75.53 90.75
1999 02/16/1999 29.30 09/29/1999 77.88 12/30/1999 67.55 54.32
1998 12/04/1998 29.07 05/01/1998
05/04/1998
51.67 12/31/1998 34.08 42.70
1997 12/31/1997 49.24 08/20/1997 76.39 12/31/1997 49.24 60.33
1996 01/25/1996 47.55 04/29/1996 77.64 12/31/1996 69.15 62.05
1995 03/10/1995 46.05 05/18/1995 66.63 12/29/1995 52.51 54.39
1994 01/03/1994 39.70 10/28/1994 61.55 12/30/1994 51.15 49.19
1993 12/13/1993 34.99 05/05/1993
05/06/1993
61.60 12/30/1993 38.55 51.54
1992 01/09/1992 49.50 06/03/1992 66.55 12/31/1992 54.00 58.79
1991 12/20/1991 53.00 01/16/1991 84.20 12/31/1991 55.25 66.44
1990 03/12/1990 52.25 08/23/1990 110.75 12/31/1990 70.35 73.23
1989 02/14/1989 46.75 04/26/1989 75.75 12/29/1989 63.50 57.10
1988 03/08/1988 42.70 07/12/1988 59.00 12/30/1988 48.50 49.27
1987 12/18/1987 41.30 07/17/1987 58.00 12/31/1987 43.60 51.69
1986 07/28/1986 30.50 01/13/1986
01/14/1986
72.60 12/30/1986 46.25 45.33
1985 01/04/1985 65.75 07/08/1985 90.00 12/31/1985 71.25 79.42

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