NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3515 |
1.3300 |
-0.0215 |
-1.6% |
1.4000 |
| High |
1.3642 |
1.3396 |
-0.0246 |
-1.8% |
1.4207 |
| Low |
1.3406 |
1.2929 |
-0.0477 |
-3.6% |
1.2929 |
| Close |
1.3463 |
1.3053 |
-0.0410 |
-3.0% |
1.3053 |
| Range |
0.0236 |
0.0467 |
0.0231 |
97.9% |
0.1278 |
| ATR |
0.0529 |
0.0529 |
0.0000 |
0.1% |
0.0000 |
| Volume |
5,730 |
2,774 |
-2,956 |
-51.6% |
14,046 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4527 |
1.4257 |
1.3310 |
|
| R3 |
1.4060 |
1.3790 |
1.3181 |
|
| R2 |
1.3593 |
1.3593 |
1.3139 |
|
| R1 |
1.3323 |
1.3323 |
1.3096 |
1.3225 |
| PP |
1.3126 |
1.3126 |
1.3126 |
1.3077 |
| S1 |
1.2856 |
1.2856 |
1.3010 |
1.2758 |
| S2 |
1.2659 |
1.2659 |
1.2967 |
|
| S3 |
1.2192 |
1.2389 |
1.2925 |
|
| S4 |
1.1725 |
1.1922 |
1.2796 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7230 |
1.6420 |
1.3756 |
|
| R3 |
1.5952 |
1.5142 |
1.3404 |
|
| R2 |
1.4674 |
1.4674 |
1.3287 |
|
| R1 |
1.3864 |
1.3864 |
1.3170 |
1.3630 |
| PP |
1.3396 |
1.3396 |
1.3396 |
1.3280 |
| S1 |
1.2586 |
1.2586 |
1.2936 |
1.2352 |
| S2 |
1.2118 |
1.2118 |
1.2819 |
|
| S3 |
1.0840 |
1.1308 |
1.2702 |
|
| S4 |
0.9562 |
1.0030 |
1.2350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4207 |
1.2929 |
0.1278 |
9.8% |
0.0453 |
3.5% |
10% |
False |
True |
2,809 |
| 10 |
1.4207 |
1.2249 |
0.1958 |
15.0% |
0.0517 |
4.0% |
41% |
False |
False |
2,172 |
| 20 |
1.4207 |
1.2249 |
0.1958 |
15.0% |
0.0508 |
3.9% |
41% |
False |
False |
1,889 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
27.2% |
0.0422 |
3.2% |
46% |
False |
False |
1,417 |
| 60 |
1.5191 |
1.1425 |
0.3766 |
28.9% |
0.0382 |
2.9% |
43% |
False |
False |
1,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5381 |
|
2.618 |
1.4619 |
|
1.618 |
1.4152 |
|
1.000 |
1.3863 |
|
0.618 |
1.3685 |
|
HIGH |
1.3396 |
|
0.618 |
1.3218 |
|
0.500 |
1.3163 |
|
0.382 |
1.3107 |
|
LOW |
1.2929 |
|
0.618 |
1.2640 |
|
1.000 |
1.2462 |
|
1.618 |
1.2173 |
|
2.618 |
1.1706 |
|
4.250 |
1.0944 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3163 |
1.3405 |
| PP |
1.3126 |
1.3287 |
| S1 |
1.3090 |
1.3170 |
|