NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1970 |
1.2083 |
0.0113 |
0.9% |
1.2400 |
| High |
1.2240 |
1.2725 |
0.0485 |
4.0% |
1.2400 |
| Low |
1.1930 |
1.2083 |
0.0153 |
1.3% |
1.1425 |
| Close |
1.2233 |
1.3515 |
0.1282 |
10.5% |
1.1605 |
| Range |
0.0310 |
0.0642 |
0.0332 |
107.1% |
0.0975 |
| ATR |
0.0494 |
0.0505 |
0.0011 |
2.1% |
0.0000 |
| Volume |
572 |
529 |
-43 |
-7.5% |
3,016 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4700 |
1.4750 |
1.3868 |
|
| R3 |
1.4058 |
1.4108 |
1.3692 |
|
| R2 |
1.3416 |
1.3416 |
1.3633 |
|
| R1 |
1.3466 |
1.3466 |
1.3574 |
1.3441 |
| PP |
1.2774 |
1.2774 |
1.2774 |
1.2762 |
| S1 |
1.2824 |
1.2824 |
1.3456 |
1.2799 |
| S2 |
1.2132 |
1.2132 |
1.3397 |
|
| S3 |
1.1490 |
1.2182 |
1.3338 |
|
| S4 |
1.0848 |
1.1540 |
1.3162 |
|
|
| 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 |
1.5454 |
|
2.618 |
1.4406 |
|
1.618 |
1.3764 |
|
1.000 |
1.3367 |
|
0.618 |
1.3122 |
|
HIGH |
1.2725 |
|
0.618 |
1.2480 |
|
0.500 |
1.2404 |
|
0.382 |
1.2328 |
|
LOW |
1.2083 |
|
0.618 |
1.1686 |
|
1.000 |
1.1441 |
|
1.618 |
1.1044 |
|
2.618 |
1.0402 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3145 |
1.3064 |
| PP |
1.2774 |
1.2614 |
| S1 |
1.2404 |
1.2163 |
|