NYMEX Gasoline RBOB Future August 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1.2893 |
1.2400 |
-0.0493 |
-3.8% |
1.4289 |
High |
1.2893 |
1.2400 |
-0.0493 |
-3.8% |
1.4289 |
Low |
1.2610 |
1.1955 |
-0.0655 |
-5.2% |
1.2594 |
Close |
1.2728 |
1.1987 |
-0.0741 |
-5.8% |
1.2728 |
Range |
0.0283 |
0.0445 |
0.0162 |
57.2% |
0.1695 |
ATR |
0.0522 |
0.0540 |
0.0018 |
3.4% |
0.0000 |
Volume |
1,346 |
286 |
-1,060 |
-78.8% |
4,376 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3449 |
1.3163 |
1.2232 |
|
R3 |
1.3004 |
1.2718 |
1.2109 |
|
R2 |
1.2559 |
1.2559 |
1.2069 |
|
R1 |
1.2273 |
1.2273 |
1.2028 |
1.2194 |
PP |
1.2114 |
1.2114 |
1.2114 |
1.2074 |
S1 |
1.1828 |
1.1828 |
1.1946 |
1.1749 |
S2 |
1.1669 |
1.1669 |
1.1905 |
|
S3 |
1.1224 |
1.1383 |
1.1865 |
|
S4 |
1.0779 |
1.0938 |
1.1742 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.8289 |
1.7203 |
1.3660 |
|
R3 |
1.6594 |
1.5508 |
1.3194 |
|
R2 |
1.4899 |
1.4899 |
1.3039 |
|
R1 |
1.3813 |
1.3813 |
1.2883 |
1.3509 |
PP |
1.3204 |
1.3204 |
1.3204 |
1.3051 |
S1 |
1.2118 |
1.2118 |
1.2573 |
1.1814 |
S2 |
1.1509 |
1.1509 |
1.2417 |
|
S3 |
0.9814 |
1.0423 |
1.2262 |
|
S4 |
0.8119 |
0.8728 |
1.1796 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4291 |
2.618 |
1.3565 |
1.618 |
1.3120 |
1.000 |
1.2845 |
0.618 |
1.2675 |
HIGH |
1.2400 |
0.618 |
1.2230 |
0.500 |
1.2178 |
0.382 |
1.2125 |
LOW |
1.1955 |
0.618 |
1.1680 |
1.000 |
1.1510 |
1.618 |
1.1235 |
2.618 |
1.0790 |
4.250 |
1.0064 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1.2178 |
1.2610 |
PP |
1.2114 |
1.2402 |
S1 |
1.2051 |
1.2195 |
|