NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4200 |
1.3608 |
-0.0592 |
-4.2% |
1.2633 |
| High |
1.4207 |
1.3880 |
-0.0327 |
-2.3% |
1.3971 |
| Low |
1.3530 |
1.3400 |
-0.0130 |
-1.0% |
1.2249 |
| Close |
1.3469 |
1.3463 |
-0.0006 |
0.0% |
1.3742 |
| Range |
0.0677 |
0.0480 |
-0.0197 |
-29.1% |
0.1722 |
| ATR |
0.0557 |
0.0551 |
-0.0005 |
-1.0% |
0.0000 |
| Volume |
1,240 |
3,428 |
2,188 |
176.5% |
7,680 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5021 |
1.4722 |
1.3727 |
|
| R3 |
1.4541 |
1.4242 |
1.3595 |
|
| R2 |
1.4061 |
1.4061 |
1.3551 |
|
| R1 |
1.3762 |
1.3762 |
1.3507 |
1.3672 |
| PP |
1.3581 |
1.3581 |
1.3581 |
1.3536 |
| S1 |
1.3282 |
1.3282 |
1.3419 |
1.3192 |
| S2 |
1.3101 |
1.3101 |
1.3375 |
|
| S3 |
1.2621 |
1.2802 |
1.3331 |
|
| S4 |
1.2141 |
1.2322 |
1.3199 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8487 |
1.7836 |
1.4689 |
|
| R3 |
1.6765 |
1.6114 |
1.4216 |
|
| R2 |
1.5043 |
1.5043 |
1.4058 |
|
| R1 |
1.4392 |
1.4392 |
1.3900 |
1.4718 |
| PP |
1.3321 |
1.3321 |
1.3321 |
1.3483 |
| S1 |
1.2670 |
1.2670 |
1.3584 |
1.2996 |
| S2 |
1.1599 |
1.1599 |
1.3426 |
|
| S3 |
0.9877 |
1.0948 |
1.3268 |
|
| S4 |
0.8155 |
0.9226 |
1.2795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4207 |
1.3262 |
0.0945 |
7.0% |
0.0546 |
4.1% |
21% |
False |
False |
1,723 |
| 10 |
1.4207 |
1.2249 |
0.1958 |
14.5% |
0.0515 |
3.8% |
62% |
False |
False |
1,677 |
| 20 |
1.4207 |
1.2249 |
0.1958 |
14.5% |
0.0523 |
3.9% |
62% |
False |
False |
1,593 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
26.4% |
0.0439 |
3.3% |
57% |
False |
False |
1,236 |
| 60 |
1.5887 |
1.1425 |
0.4462 |
33.1% |
0.0371 |
2.8% |
46% |
False |
False |
1,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5920 |
|
2.618 |
1.5137 |
|
1.618 |
1.4657 |
|
1.000 |
1.4360 |
|
0.618 |
1.4177 |
|
HIGH |
1.3880 |
|
0.618 |
1.3697 |
|
0.500 |
1.3640 |
|
0.382 |
1.3583 |
|
LOW |
1.3400 |
|
0.618 |
1.3103 |
|
1.000 |
1.2920 |
|
1.618 |
1.2623 |
|
2.618 |
1.2143 |
|
4.250 |
1.1360 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3640 |
1.3804 |
| PP |
1.3581 |
1.3690 |
| S1 |
1.3522 |
1.3577 |
|