NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3192 |
1.3111 |
-0.0081 |
-0.6% |
1.3390 |
| High |
1.3283 |
1.3308 |
0.0025 |
0.2% |
1.3939 |
| Low |
1.2960 |
1.2509 |
-0.0451 |
-3.5% |
1.3291 |
| Close |
1.3313 |
1.2881 |
-0.0432 |
-3.2% |
1.3647 |
| Range |
0.0323 |
0.0799 |
0.0476 |
147.4% |
0.0648 |
| ATR |
0.0458 |
0.0483 |
0.0025 |
5.4% |
0.0000 |
| Volume |
2,300 |
2,962 |
662 |
28.8% |
8,026 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5296 |
1.4888 |
1.3320 |
|
| R3 |
1.4497 |
1.4089 |
1.3101 |
|
| R2 |
1.3698 |
1.3698 |
1.3027 |
|
| R1 |
1.3290 |
1.3290 |
1.2954 |
1.3095 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2802 |
| S1 |
1.2491 |
1.2491 |
1.2808 |
1.2296 |
| S2 |
1.2100 |
1.2100 |
1.2735 |
|
| S3 |
1.1301 |
1.1692 |
1.2661 |
|
| S4 |
1.0502 |
1.0893 |
1.2442 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5570 |
1.5256 |
1.4003 |
|
| R3 |
1.4922 |
1.4608 |
1.3825 |
|
| R2 |
1.4274 |
1.4274 |
1.3766 |
|
| R1 |
1.3960 |
1.3960 |
1.3706 |
1.4117 |
| PP |
1.3626 |
1.3626 |
1.3626 |
1.3704 |
| S1 |
1.3312 |
1.3312 |
1.3588 |
1.3469 |
| S2 |
1.2978 |
1.2978 |
1.3528 |
|
| S3 |
1.2330 |
1.2664 |
1.3469 |
|
| S4 |
1.1682 |
1.2016 |
1.3291 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6704 |
|
2.618 |
1.5400 |
|
1.618 |
1.4601 |
|
1.000 |
1.4107 |
|
0.618 |
1.3802 |
|
HIGH |
1.3308 |
|
0.618 |
1.3003 |
|
0.500 |
1.2909 |
|
0.382 |
1.2814 |
|
LOW |
1.2509 |
|
0.618 |
1.2015 |
|
1.000 |
1.1710 |
|
1.618 |
1.1216 |
|
2.618 |
1.0417 |
|
4.250 |
0.9113 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2909 |
1.2980 |
| PP |
1.2899 |
1.2947 |
| S1 |
1.2890 |
1.2914 |
|