NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3608 |
1.3515 |
-0.0093 |
-0.7% |
1.2633 |
| High |
1.3880 |
1.3642 |
-0.0238 |
-1.7% |
1.3971 |
| Low |
1.3400 |
1.3406 |
0.0006 |
0.0% |
1.2249 |
| Close |
1.3463 |
1.3463 |
0.0000 |
0.0% |
1.3742 |
| Range |
0.0480 |
0.0236 |
-0.0244 |
-50.8% |
0.1722 |
| ATR |
0.0551 |
0.0529 |
-0.0023 |
-4.1% |
0.0000 |
| Volume |
3,428 |
5,730 |
2,302 |
67.2% |
7,680 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4212 |
1.4073 |
1.3593 |
|
| R3 |
1.3976 |
1.3837 |
1.3528 |
|
| R2 |
1.3740 |
1.3740 |
1.3506 |
|
| R1 |
1.3601 |
1.3601 |
1.3485 |
1.3553 |
| PP |
1.3504 |
1.3504 |
1.3504 |
1.3479 |
| S1 |
1.3365 |
1.3365 |
1.3441 |
1.3317 |
| S2 |
1.3268 |
1.3268 |
1.3420 |
|
| S3 |
1.3032 |
1.3129 |
1.3398 |
|
| S4 |
1.2796 |
1.2893 |
1.3333 |
|
|
| 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 |
1.3362 |
0.0845 |
6.3% |
0.0482 |
3.6% |
12% |
False |
False |
2,519 |
| 10 |
1.4207 |
1.2249 |
0.1958 |
14.5% |
0.0497 |
3.7% |
62% |
False |
False |
2,057 |
| 20 |
1.4207 |
1.2249 |
0.1958 |
14.5% |
0.0514 |
3.8% |
62% |
False |
False |
1,801 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
26.4% |
0.0424 |
3.2% |
57% |
False |
False |
1,367 |
| 60 |
1.5887 |
1.1425 |
0.4462 |
33.1% |
0.0374 |
2.8% |
46% |
False |
False |
1,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4645 |
|
2.618 |
1.4260 |
|
1.618 |
1.4024 |
|
1.000 |
1.3878 |
|
0.618 |
1.3788 |
|
HIGH |
1.3642 |
|
0.618 |
1.3552 |
|
0.500 |
1.3524 |
|
0.382 |
1.3496 |
|
LOW |
1.3406 |
|
0.618 |
1.3260 |
|
1.000 |
1.3170 |
|
1.618 |
1.3024 |
|
2.618 |
1.2788 |
|
4.250 |
1.2403 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3524 |
1.3804 |
| PP |
1.3504 |
1.3690 |
| S1 |
1.3483 |
1.3577 |
|