NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6769 |
1.6850 |
0.0081 |
0.5% |
1.5317 |
| High |
1.6879 |
1.6954 |
0.0075 |
0.4% |
1.6921 |
| Low |
1.6438 |
1.6536 |
0.0098 |
0.6% |
1.5283 |
| Close |
1.6610 |
1.6740 |
0.0130 |
0.8% |
1.6884 |
| Range |
0.0441 |
0.0418 |
-0.0023 |
-5.2% |
0.1638 |
| ATR |
0.0553 |
0.0543 |
-0.0010 |
-1.7% |
0.0000 |
| Volume |
7,278 |
6,967 |
-311 |
-4.3% |
36,660 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7997 |
1.7787 |
1.6970 |
|
| R3 |
1.7579 |
1.7369 |
1.6855 |
|
| R2 |
1.7161 |
1.7161 |
1.6817 |
|
| R1 |
1.6951 |
1.6951 |
1.6778 |
1.6847 |
| PP |
1.6743 |
1.6743 |
1.6743 |
1.6692 |
| S1 |
1.6533 |
1.6533 |
1.6702 |
1.6429 |
| S2 |
1.6325 |
1.6325 |
1.6663 |
|
| S3 |
1.5907 |
1.6115 |
1.6625 |
|
| S4 |
1.5489 |
1.5697 |
1.6510 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1277 |
2.0718 |
1.7785 |
|
| R3 |
1.9639 |
1.9080 |
1.7334 |
|
| R2 |
1.8001 |
1.8001 |
1.7184 |
|
| R1 |
1.7442 |
1.7442 |
1.7034 |
1.7722 |
| PP |
1.6363 |
1.6363 |
1.6363 |
1.6502 |
| S1 |
1.5804 |
1.5804 |
1.6734 |
1.6084 |
| S2 |
1.4725 |
1.4725 |
1.6584 |
|
| S3 |
1.3087 |
1.4166 |
1.6434 |
|
| S4 |
1.1449 |
1.2528 |
1.5983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6954 |
1.6162 |
0.0792 |
4.7% |
0.0476 |
2.8% |
73% |
True |
False |
7,878 |
| 10 |
1.6954 |
1.4450 |
0.2504 |
15.0% |
0.0506 |
3.0% |
91% |
True |
False |
6,975 |
| 20 |
1.6954 |
1.3810 |
0.3144 |
18.8% |
0.0498 |
3.0% |
93% |
True |
False |
5,617 |
| 40 |
1.6954 |
1.3720 |
0.3234 |
19.3% |
0.0511 |
3.1% |
93% |
True |
False |
4,673 |
| 60 |
1.6954 |
1.1525 |
0.5429 |
32.4% |
0.0514 |
3.1% |
96% |
True |
False |
4,047 |
| 80 |
1.6954 |
1.1525 |
0.5429 |
32.4% |
0.0522 |
3.1% |
96% |
True |
False |
3,522 |
| 100 |
1.6954 |
1.1425 |
0.5529 |
33.0% |
0.0483 |
2.9% |
96% |
True |
False |
3,007 |
| 120 |
1.6954 |
1.1425 |
0.5529 |
33.0% |
0.0453 |
2.7% |
96% |
True |
False |
2,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8731 |
|
2.618 |
1.8048 |
|
1.618 |
1.7630 |
|
1.000 |
1.7372 |
|
0.618 |
1.7212 |
|
HIGH |
1.6954 |
|
0.618 |
1.6794 |
|
0.500 |
1.6745 |
|
0.382 |
1.6696 |
|
LOW |
1.6536 |
|
0.618 |
1.6278 |
|
1.000 |
1.6118 |
|
1.618 |
1.5860 |
|
2.618 |
1.5442 |
|
4.250 |
1.4760 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6745 |
1.6709 |
| PP |
1.6743 |
1.6679 |
| S1 |
1.6742 |
1.6648 |
|