NYMEX Gasoline RBOB Future August 2009
Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1.1484 |
1.1466 |
-0.0018 |
-0.2% |
1.2400 |
High |
1.1484 |
1.1475 |
-0.0009 |
-0.1% |
1.2400 |
Low |
1.1425 |
1.1466 |
0.0041 |
0.4% |
1.1425 |
Close |
1.1107 |
1.1605 |
0.0498 |
4.5% |
1.1605 |
Range |
0.0059 |
0.0009 |
-0.0050 |
-84.7% |
0.0975 |
ATR |
0.0518 |
0.0508 |
-0.0011 |
-2.1% |
0.0000 |
Volume |
260 |
119 |
-141 |
-54.2% |
3,016 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1542 |
1.1583 |
1.1610 |
|
R3 |
1.1533 |
1.1574 |
1.1607 |
|
R2 |
1.1524 |
1.1524 |
1.1607 |
|
R1 |
1.1565 |
1.1565 |
1.1606 |
1.1545 |
PP |
1.1515 |
1.1515 |
1.1515 |
1.1505 |
S1 |
1.1556 |
1.1556 |
1.1604 |
1.1536 |
S2 |
1.1506 |
1.1506 |
1.1603 |
|
S3 |
1.1497 |
1.1547 |
1.1603 |
|
S4 |
1.1488 |
1.1538 |
1.1600 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4735 |
1.4145 |
1.2141 |
|
R3 |
1.3760 |
1.3170 |
1.1873 |
|
R2 |
1.2785 |
1.2785 |
1.1784 |
|
R1 |
1.2195 |
1.2195 |
1.1694 |
1.2003 |
PP |
1.1810 |
1.1810 |
1.1810 |
1.1714 |
S1 |
1.1220 |
1.1220 |
1.1516 |
1.1028 |
S2 |
1.0835 |
1.0835 |
1.1426 |
|
S3 |
0.9860 |
1.0245 |
1.1337 |
|
S4 |
0.8885 |
0.9270 |
1.1069 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1513 |
2.618 |
1.1499 |
1.618 |
1.1490 |
1.000 |
1.1484 |
0.618 |
1.1481 |
HIGH |
1.1475 |
0.618 |
1.1472 |
0.500 |
1.1471 |
0.382 |
1.1469 |
LOW |
1.1466 |
0.618 |
1.1460 |
1.000 |
1.1457 |
1.618 |
1.1451 |
2.618 |
1.1442 |
4.250 |
1.1428 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1.1560 |
1.1599 |
PP |
1.1515 |
1.1593 |
S1 |
1.1471 |
1.1588 |
|