NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6850 |
1.6686 |
-0.0164 |
-1.0% |
1.5317 |
| High |
1.6954 |
1.7050 |
0.0096 |
0.6% |
1.6921 |
| Low |
1.6536 |
1.6505 |
-0.0031 |
-0.2% |
1.5283 |
| Close |
1.6740 |
1.6996 |
0.0256 |
1.5% |
1.6884 |
| Range |
0.0418 |
0.0545 |
0.0127 |
30.4% |
0.1638 |
| ATR |
0.0543 |
0.0543 |
0.0000 |
0.0% |
0.0000 |
| Volume |
6,967 |
10,356 |
3,389 |
48.6% |
36,660 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8485 |
1.8286 |
1.7296 |
|
| R3 |
1.7940 |
1.7741 |
1.7146 |
|
| R2 |
1.7395 |
1.7395 |
1.7096 |
|
| R1 |
1.7196 |
1.7196 |
1.7046 |
1.7296 |
| PP |
1.6850 |
1.6850 |
1.6850 |
1.6900 |
| S1 |
1.6651 |
1.6651 |
1.6946 |
1.6751 |
| S2 |
1.6305 |
1.6305 |
1.6896 |
|
| S3 |
1.5760 |
1.6106 |
1.6846 |
|
| S4 |
1.5215 |
1.5561 |
1.6696 |
|
|
| 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 |
1.7050 |
1.6342 |
0.0708 |
4.2% |
0.0434 |
2.6% |
92% |
True |
False |
8,143 |
| 10 |
1.7050 |
1.4677 |
0.2373 |
14.0% |
0.0526 |
3.1% |
98% |
True |
False |
7,063 |
| 20 |
1.7050 |
1.3810 |
0.3240 |
19.1% |
0.0511 |
3.0% |
98% |
True |
False |
6,019 |
| 40 |
1.7050 |
1.3793 |
0.3257 |
19.2% |
0.0510 |
3.0% |
98% |
True |
False |
4,857 |
| 60 |
1.7050 |
1.1525 |
0.5525 |
32.5% |
0.0518 |
3.0% |
99% |
True |
False |
4,187 |
| 80 |
1.7050 |
1.1525 |
0.5525 |
32.5% |
0.0525 |
3.1% |
99% |
True |
False |
3,644 |
| 100 |
1.7050 |
1.1425 |
0.5625 |
33.1% |
0.0482 |
2.8% |
99% |
True |
False |
3,100 |
| 120 |
1.7050 |
1.1425 |
0.5625 |
33.1% |
0.0456 |
2.7% |
99% |
True |
False |
2,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9366 |
|
2.618 |
1.8477 |
|
1.618 |
1.7932 |
|
1.000 |
1.7595 |
|
0.618 |
1.7387 |
|
HIGH |
1.7050 |
|
0.618 |
1.6842 |
|
0.500 |
1.6778 |
|
0.382 |
1.6713 |
|
LOW |
1.6505 |
|
0.618 |
1.6168 |
|
1.000 |
1.5960 |
|
1.618 |
1.5623 |
|
2.618 |
1.5078 |
|
4.250 |
1.4189 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6923 |
1.6912 |
| PP |
1.6850 |
1.6828 |
| S1 |
1.6778 |
1.6744 |
|