NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1716 |
1.1525 |
-0.0191 |
-1.6% |
1.4000 |
| High |
1.1863 |
1.2315 |
0.0452 |
3.8% |
1.4207 |
| Low |
1.1567 |
1.1525 |
-0.0042 |
-0.4% |
1.2929 |
| Close |
1.1577 |
1.2315 |
0.0738 |
6.4% |
1.3053 |
| Range |
0.0296 |
0.0790 |
0.0494 |
166.9% |
0.1278 |
| ATR |
0.0557 |
0.0574 |
0.0017 |
3.0% |
0.0000 |
| Volume |
1,933 |
1,345 |
-588 |
-30.4% |
14,046 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4422 |
1.4158 |
1.2750 |
|
| R3 |
1.3632 |
1.3368 |
1.2532 |
|
| R2 |
1.2842 |
1.2842 |
1.2460 |
|
| R1 |
1.2578 |
1.2578 |
1.2387 |
1.2710 |
| PP |
1.2052 |
1.2052 |
1.2052 |
1.2118 |
| S1 |
1.1788 |
1.1788 |
1.2243 |
1.1920 |
| S2 |
1.1262 |
1.1262 |
1.2170 |
|
| S3 |
1.0472 |
1.0998 |
1.2098 |
|
| S4 |
0.9682 |
1.0208 |
1.1881 |
|
|
| 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 |
1.3642 |
1.1525 |
0.2117 |
17.2% |
0.0537 |
4.4% |
37% |
False |
True |
2,731 |
| 10 |
1.4207 |
1.1525 |
0.2682 |
21.8% |
0.0542 |
4.4% |
29% |
False |
True |
2,227 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
21.8% |
0.0568 |
4.6% |
29% |
False |
True |
1,966 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
28.8% |
0.0441 |
3.6% |
25% |
False |
False |
1,468 |
| 60 |
1.5191 |
1.1425 |
0.3766 |
30.6% |
0.0404 |
3.3% |
24% |
False |
False |
1,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5673 |
|
2.618 |
1.4383 |
|
1.618 |
1.3593 |
|
1.000 |
1.3105 |
|
0.618 |
1.2803 |
|
HIGH |
1.2315 |
|
0.618 |
1.2013 |
|
0.500 |
1.1920 |
|
0.382 |
1.1827 |
|
LOW |
1.1525 |
|
0.618 |
1.1037 |
|
1.000 |
1.0735 |
|
1.618 |
1.0247 |
|
2.618 |
0.9457 |
|
4.250 |
0.8168 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2183 |
1.2304 |
| PP |
1.2052 |
1.2293 |
| S1 |
1.1920 |
1.2283 |
|