NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3630 |
1.3300 |
-0.0330 |
-2.4% |
1.3120 |
| High |
1.4074 |
1.3920 |
-0.0154 |
-1.1% |
1.4074 |
| Low |
1.3500 |
1.3236 |
-0.0264 |
-2.0% |
1.2575 |
| Close |
1.3936 |
1.3752 |
-0.0184 |
-1.3% |
1.3752 |
| Range |
0.0574 |
0.0684 |
0.0110 |
19.2% |
0.1499 |
| ATR |
0.0515 |
0.0528 |
0.0013 |
2.6% |
0.0000 |
| Volume |
865 |
1,048 |
183 |
21.2% |
4,456 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5688 |
1.5404 |
1.4128 |
|
| R3 |
1.5004 |
1.4720 |
1.3940 |
|
| R2 |
1.4320 |
1.4320 |
1.3877 |
|
| R1 |
1.4036 |
1.4036 |
1.3815 |
1.4178 |
| PP |
1.3636 |
1.3636 |
1.3636 |
1.3707 |
| S1 |
1.3352 |
1.3352 |
1.3689 |
1.3494 |
| S2 |
1.2952 |
1.2952 |
1.3627 |
|
| S3 |
1.2268 |
1.2668 |
1.3564 |
|
| S4 |
1.1584 |
1.1984 |
1.3376 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7964 |
1.7357 |
1.4576 |
|
| R3 |
1.6465 |
1.5858 |
1.4164 |
|
| R2 |
1.4966 |
1.4966 |
1.4027 |
|
| R1 |
1.4359 |
1.4359 |
1.3889 |
1.4663 |
| PP |
1.3467 |
1.3467 |
1.3467 |
1.3619 |
| S1 |
1.2860 |
1.2860 |
1.3615 |
1.3164 |
| S2 |
1.1968 |
1.1968 |
1.3477 |
|
| S3 |
1.0469 |
1.1361 |
1.3340 |
|
| S4 |
0.8970 |
0.9862 |
1.2928 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6827 |
|
2.618 |
1.5711 |
|
1.618 |
1.5027 |
|
1.000 |
1.4604 |
|
0.618 |
1.4343 |
|
HIGH |
1.3920 |
|
0.618 |
1.3659 |
|
0.500 |
1.3578 |
|
0.382 |
1.3497 |
|
LOW |
1.3236 |
|
0.618 |
1.2813 |
|
1.000 |
1.2552 |
|
1.618 |
1.2129 |
|
2.618 |
1.1445 |
|
4.250 |
1.0329 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3694 |
1.3610 |
| PP |
1.3636 |
1.3467 |
| S1 |
1.3578 |
1.3325 |
|