NYMEX Gasoline RBOB Future August 2009
Trading Metrics calculated at close of trading on 27-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.3595 |
1.3540 |
-0.0055 |
-0.4% |
1.3203 |
High |
1.4048 |
1.3540 |
-0.0508 |
-3.6% |
1.3586 |
Low |
1.3491 |
1.3037 |
-0.0454 |
-3.4% |
1.2509 |
Close |
1.3511 |
1.3115 |
-0.0396 |
-2.9% |
1.3567 |
Range |
0.0557 |
0.0503 |
-0.0054 |
-9.7% |
0.1077 |
ATR |
0.0522 |
0.0520 |
-0.0001 |
-0.3% |
0.0000 |
Volume |
983 |
1,189 |
206 |
21.0% |
8,876 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4740 |
1.4430 |
1.3392 |
|
R3 |
1.4237 |
1.3927 |
1.3253 |
|
R2 |
1.3734 |
1.3734 |
1.3207 |
|
R1 |
1.3424 |
1.3424 |
1.3161 |
1.3328 |
PP |
1.3231 |
1.3231 |
1.3231 |
1.3182 |
S1 |
1.2921 |
1.2921 |
1.3069 |
1.2825 |
S2 |
1.2728 |
1.2728 |
1.3023 |
|
S3 |
1.2225 |
1.2418 |
1.2977 |
|
S4 |
1.1722 |
1.1915 |
1.2838 |
|
|
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 |
1.5678 |
2.618 |
1.4857 |
1.618 |
1.4354 |
1.000 |
1.4043 |
0.618 |
1.3851 |
HIGH |
1.3540 |
0.618 |
1.3348 |
0.500 |
1.3289 |
0.382 |
1.3229 |
LOW |
1.3037 |
0.618 |
1.2726 |
1.000 |
1.2534 |
1.618 |
1.2223 |
2.618 |
1.1720 |
4.250 |
1.0899 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3289 |
1.3324 |
PP |
1.3231 |
1.3254 |
S1 |
1.3173 |
1.3185 |
|