NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3111 |
1.2635 |
-0.0476 |
-3.6% |
1.3203 |
| High |
1.3308 |
1.3586 |
0.0278 |
2.1% |
1.3586 |
| Low |
1.2509 |
1.2600 |
0.0091 |
0.7% |
1.2509 |
| Close |
1.2881 |
1.3567 |
0.0686 |
5.3% |
1.3567 |
| Range |
0.0799 |
0.0986 |
0.0187 |
23.4% |
0.1077 |
| ATR |
0.0483 |
0.0519 |
0.0036 |
7.4% |
0.0000 |
| Volume |
2,962 |
3,028 |
66 |
2.2% |
8,876 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6209 |
1.5874 |
1.4109 |
|
| R3 |
1.5223 |
1.4888 |
1.3838 |
|
| R2 |
1.4237 |
1.4237 |
1.3748 |
|
| R1 |
1.3902 |
1.3902 |
1.3657 |
1.4070 |
| PP |
1.3251 |
1.3251 |
1.3251 |
1.3335 |
| S1 |
1.2916 |
1.2916 |
1.3477 |
1.3084 |
| S2 |
1.2265 |
1.2265 |
1.3386 |
|
| S3 |
1.1279 |
1.1930 |
1.3296 |
|
| S4 |
1.0293 |
1.0944 |
1.3025 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6452 |
1.6086 |
1.4159 |
|
| R3 |
1.5375 |
1.5009 |
1.3863 |
|
| R2 |
1.4298 |
1.4298 |
1.3764 |
|
| R1 |
1.3932 |
1.3932 |
1.3666 |
1.4115 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3312 |
| S1 |
1.2855 |
1.2855 |
1.3468 |
1.3038 |
| S2 |
1.2144 |
1.2144 |
1.3370 |
|
| S3 |
1.1067 |
1.1778 |
1.3271 |
|
| S4 |
0.9990 |
1.0701 |
1.2975 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7777 |
|
2.618 |
1.6167 |
|
1.618 |
1.5181 |
|
1.000 |
1.4572 |
|
0.618 |
1.4195 |
|
HIGH |
1.3586 |
|
0.618 |
1.3209 |
|
0.500 |
1.3093 |
|
0.382 |
1.2977 |
|
LOW |
1.2600 |
|
0.618 |
1.1991 |
|
1.000 |
1.1614 |
|
1.618 |
1.1005 |
|
2.618 |
1.0019 |
|
4.250 |
0.8410 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3409 |
1.3394 |
| PP |
1.3251 |
1.3221 |
| S1 |
1.3093 |
1.3048 |
|