NYMEX Gasoline RBOB Future August 2009
Trading Metrics calculated at close of trading on 26-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.2635 |
1.3595 |
0.0960 |
7.6% |
1.3203 |
High |
1.3586 |
1.4048 |
0.0462 |
3.4% |
1.3586 |
Low |
1.2600 |
1.3491 |
0.0891 |
7.1% |
1.2509 |
Close |
1.3567 |
1.3511 |
-0.0056 |
-0.4% |
1.3567 |
Range |
0.0986 |
0.0557 |
-0.0429 |
-43.5% |
0.1077 |
ATR |
0.0519 |
0.0522 |
0.0003 |
0.5% |
0.0000 |
Volume |
3,028 |
983 |
-2,045 |
-67.5% |
8,876 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5354 |
1.4990 |
1.3817 |
|
R3 |
1.4797 |
1.4433 |
1.3664 |
|
R2 |
1.4240 |
1.4240 |
1.3613 |
|
R1 |
1.3876 |
1.3876 |
1.3562 |
1.3780 |
PP |
1.3683 |
1.3683 |
1.3683 |
1.3635 |
S1 |
1.3319 |
1.3319 |
1.3460 |
1.3223 |
S2 |
1.3126 |
1.3126 |
1.3409 |
|
S3 |
1.2569 |
1.2762 |
1.3358 |
|
S4 |
1.2012 |
1.2205 |
1.3205 |
|
|
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 |
1.6415 |
2.618 |
1.5506 |
1.618 |
1.4949 |
1.000 |
1.4605 |
0.618 |
1.4392 |
HIGH |
1.4048 |
0.618 |
1.3835 |
0.500 |
1.3770 |
0.382 |
1.3704 |
LOW |
1.3491 |
0.618 |
1.3147 |
1.000 |
1.2934 |
1.618 |
1.2590 |
2.618 |
1.2033 |
4.250 |
1.1124 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3770 |
1.3434 |
PP |
1.3683 |
1.3356 |
S1 |
1.3597 |
1.3279 |
|