NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3400 |
1.3260 |
-0.0140 |
-1.0% |
1.3120 |
| High |
1.3447 |
1.3265 |
-0.0182 |
-1.4% |
1.4074 |
| Low |
1.3181 |
1.2594 |
-0.0587 |
-4.5% |
1.2575 |
| Close |
1.3120 |
1.2594 |
-0.0526 |
-4.0% |
1.3752 |
| Range |
0.0266 |
0.0671 |
0.0405 |
152.3% |
0.1499 |
| ATR |
0.0530 |
0.0540 |
0.0010 |
1.9% |
0.0000 |
| Volume |
698 |
1,043 |
345 |
49.4% |
4,456 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4831 |
1.4383 |
1.2963 |
|
| R3 |
1.4160 |
1.3712 |
1.2779 |
|
| R2 |
1.3489 |
1.3489 |
1.2717 |
|
| R1 |
1.3041 |
1.3041 |
1.2656 |
1.2930 |
| PP |
1.2818 |
1.2818 |
1.2818 |
1.2762 |
| S1 |
1.2370 |
1.2370 |
1.2532 |
1.2259 |
| S2 |
1.2147 |
1.2147 |
1.2471 |
|
| S3 |
1.1476 |
1.1699 |
1.2409 |
|
| S4 |
1.0805 |
1.1028 |
1.2225 |
|
|
| 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 |
1.6117 |
|
2.618 |
1.5022 |
|
1.618 |
1.4351 |
|
1.000 |
1.3936 |
|
0.618 |
1.3680 |
|
HIGH |
1.3265 |
|
0.618 |
1.3009 |
|
0.500 |
1.2930 |
|
0.382 |
1.2850 |
|
LOW |
1.2594 |
|
0.618 |
1.2179 |
|
1.000 |
1.1923 |
|
1.618 |
1.1508 |
|
2.618 |
1.0837 |
|
4.250 |
0.9742 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2930 |
1.3197 |
| PP |
1.2818 |
1.2996 |
| S1 |
1.2706 |
1.2795 |
|