NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.4289 |
0.0989 |
7.4% |
1.3120 |
| High |
1.3920 |
1.4289 |
0.0369 |
2.7% |
1.4074 |
| Low |
1.3236 |
1.3465 |
0.0229 |
1.7% |
1.2575 |
| Close |
1.3752 |
1.3424 |
-0.0328 |
-2.4% |
1.3752 |
| Range |
0.0684 |
0.0824 |
0.0140 |
20.5% |
0.1499 |
| ATR |
0.0528 |
0.0549 |
0.0021 |
4.0% |
0.0000 |
| Volume |
1,048 |
483 |
-565 |
-53.9% |
4,456 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6198 |
1.5635 |
1.3877 |
|
| R3 |
1.5374 |
1.4811 |
1.3651 |
|
| R2 |
1.4550 |
1.4550 |
1.3575 |
|
| R1 |
1.3987 |
1.3987 |
1.3500 |
1.3857 |
| PP |
1.3726 |
1.3726 |
1.3726 |
1.3661 |
| S1 |
1.3163 |
1.3163 |
1.3348 |
1.3033 |
| S2 |
1.2902 |
1.2902 |
1.3273 |
|
| S3 |
1.2078 |
1.2339 |
1.3197 |
|
| S4 |
1.1254 |
1.1515 |
1.2971 |
|
|
| 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 |
1.7791 |
|
2.618 |
1.6446 |
|
1.618 |
1.5622 |
|
1.000 |
1.5113 |
|
0.618 |
1.4798 |
|
HIGH |
1.4289 |
|
0.618 |
1.3974 |
|
0.500 |
1.3877 |
|
0.382 |
1.3780 |
|
LOW |
1.3465 |
|
0.618 |
1.2956 |
|
1.000 |
1.2641 |
|
1.618 |
1.2132 |
|
2.618 |
1.1308 |
|
4.250 |
0.9963 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3877 |
1.3763 |
| PP |
1.3726 |
1.3650 |
| S1 |
1.3575 |
1.3537 |
|