NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1921 |
1.1970 |
0.0049 |
0.4% |
1.2400 |
| High |
1.2117 |
1.2240 |
0.0123 |
1.0% |
1.2400 |
| Low |
1.1601 |
1.1930 |
0.0329 |
2.8% |
1.1425 |
| Close |
1.2080 |
1.2233 |
0.0153 |
1.3% |
1.1605 |
| Range |
0.0516 |
0.0310 |
-0.0206 |
-39.9% |
0.0975 |
| ATR |
0.0508 |
0.0494 |
-0.0014 |
-2.8% |
0.0000 |
| Volume |
245 |
572 |
327 |
133.5% |
3,016 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3064 |
1.2959 |
1.2404 |
|
| R3 |
1.2754 |
1.2649 |
1.2318 |
|
| R2 |
1.2444 |
1.2444 |
1.2290 |
|
| R1 |
1.2339 |
1.2339 |
1.2261 |
1.2392 |
| PP |
1.2134 |
1.2134 |
1.2134 |
1.2161 |
| S1 |
1.2029 |
1.2029 |
1.2205 |
1.2082 |
| S2 |
1.1824 |
1.1824 |
1.2176 |
|
| S3 |
1.1514 |
1.1719 |
1.2148 |
|
| S4 |
1.1204 |
1.1409 |
1.2063 |
|
|
| 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 |
1.3558 |
|
2.618 |
1.3052 |
|
1.618 |
1.2742 |
|
1.000 |
1.2550 |
|
0.618 |
1.2432 |
|
HIGH |
1.2240 |
|
0.618 |
1.2122 |
|
0.500 |
1.2085 |
|
0.382 |
1.2048 |
|
LOW |
1.1930 |
|
0.618 |
1.1738 |
|
1.000 |
1.1620 |
|
1.618 |
1.1428 |
|
2.618 |
1.1118 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2184 |
1.2106 |
| PP |
1.2134 |
1.1980 |
| S1 |
1.2085 |
1.1853 |
|