NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1466 |
1.1921 |
0.0455 |
4.0% |
1.2400 |
| High |
1.1475 |
1.2117 |
0.0642 |
5.6% |
1.2400 |
| Low |
1.1466 |
1.1601 |
0.0135 |
1.2% |
1.1425 |
| Close |
1.1605 |
1.2080 |
0.0475 |
4.1% |
1.1605 |
| Range |
0.0009 |
0.0516 |
0.0507 |
5,633.3% |
0.0975 |
| ATR |
0.0508 |
0.0508 |
0.0001 |
0.1% |
0.0000 |
| Volume |
119 |
245 |
126 |
105.9% |
3,016 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3481 |
1.3296 |
1.2364 |
|
| R3 |
1.2965 |
1.2780 |
1.2222 |
|
| R2 |
1.2449 |
1.2449 |
1.2175 |
|
| R1 |
1.2264 |
1.2264 |
1.2127 |
1.2357 |
| PP |
1.1933 |
1.1933 |
1.1933 |
1.1979 |
| S1 |
1.1748 |
1.1748 |
1.2033 |
1.1841 |
| S2 |
1.1417 |
1.1417 |
1.1985 |
|
| S3 |
1.0901 |
1.1232 |
1.1938 |
|
| S4 |
1.0385 |
1.0716 |
1.1796 |
|
|
| 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 |
1.4310 |
|
2.618 |
1.3468 |
|
1.618 |
1.2952 |
|
1.000 |
1.2633 |
|
0.618 |
1.2436 |
|
HIGH |
1.2117 |
|
0.618 |
1.1920 |
|
0.500 |
1.1859 |
|
0.382 |
1.1798 |
|
LOW |
1.1601 |
|
0.618 |
1.1282 |
|
1.000 |
1.1085 |
|
1.618 |
1.0766 |
|
2.618 |
1.0250 |
|
4.250 |
0.9408 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2006 |
1.1977 |
| PP |
1.1933 |
1.1874 |
| S1 |
1.1859 |
1.1771 |
|