NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6686 |
1.6970 |
0.0284 |
1.7% |
1.6650 |
| High |
1.7050 |
1.6972 |
-0.0078 |
-0.5% |
1.7050 |
| Low |
1.6505 |
1.6449 |
-0.0056 |
-0.3% |
1.6342 |
| Close |
1.6996 |
1.6515 |
-0.0481 |
-2.8% |
1.6515 |
| Range |
0.0545 |
0.0523 |
-0.0022 |
-4.0% |
0.0708 |
| ATR |
0.0543 |
0.0544 |
0.0000 |
0.0% |
0.0000 |
| Volume |
10,356 |
9,702 |
-654 |
-6.3% |
39,956 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8214 |
1.7888 |
1.6803 |
|
| R3 |
1.7691 |
1.7365 |
1.6659 |
|
| R2 |
1.7168 |
1.7168 |
1.6611 |
|
| R1 |
1.6842 |
1.6842 |
1.6563 |
1.6744 |
| PP |
1.6645 |
1.6645 |
1.6645 |
1.6596 |
| S1 |
1.6319 |
1.6319 |
1.6467 |
1.6221 |
| S2 |
1.6122 |
1.6122 |
1.6419 |
|
| S3 |
1.5599 |
1.5796 |
1.6371 |
|
| S4 |
1.5076 |
1.5273 |
1.6227 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8760 |
1.8345 |
1.6904 |
|
| R3 |
1.8052 |
1.7637 |
1.6710 |
|
| R2 |
1.7344 |
1.7344 |
1.6645 |
|
| R1 |
1.6929 |
1.6929 |
1.6580 |
1.6783 |
| PP |
1.6636 |
1.6636 |
1.6636 |
1.6562 |
| S1 |
1.6221 |
1.6221 |
1.6450 |
1.6075 |
| S2 |
1.5928 |
1.5928 |
1.6385 |
|
| S3 |
1.5220 |
1.5513 |
1.6320 |
|
| S4 |
1.4512 |
1.4805 |
1.6126 |
|
|
| 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 |
4.3% |
0.0464 |
2.8% |
24% |
False |
False |
7,991 |
| 10 |
1.7050 |
1.5283 |
0.1767 |
10.7% |
0.0501 |
3.0% |
70% |
False |
False |
7,661 |
| 20 |
1.7050 |
1.3810 |
0.3240 |
19.6% |
0.0516 |
3.1% |
83% |
False |
False |
6,353 |
| 40 |
1.7050 |
1.3793 |
0.3257 |
19.7% |
0.0513 |
3.1% |
84% |
False |
False |
4,994 |
| 60 |
1.7050 |
1.1783 |
0.5267 |
31.9% |
0.0513 |
3.1% |
90% |
False |
False |
4,327 |
| 80 |
1.7050 |
1.1525 |
0.5525 |
33.5% |
0.0527 |
3.2% |
90% |
False |
False |
3,736 |
| 100 |
1.7050 |
1.1425 |
0.5625 |
34.1% |
0.0484 |
2.9% |
90% |
False |
False |
3,183 |
| 120 |
1.7050 |
1.1425 |
0.5625 |
34.1% |
0.0459 |
2.8% |
90% |
False |
False |
2,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9195 |
|
2.618 |
1.8341 |
|
1.618 |
1.7818 |
|
1.000 |
1.7495 |
|
0.618 |
1.7295 |
|
HIGH |
1.6972 |
|
0.618 |
1.6772 |
|
0.500 |
1.6711 |
|
0.382 |
1.6649 |
|
LOW |
1.6449 |
|
0.618 |
1.6126 |
|
1.000 |
1.5926 |
|
1.618 |
1.5603 |
|
2.618 |
1.5080 |
|
4.250 |
1.4226 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6711 |
1.6750 |
| PP |
1.6645 |
1.6671 |
| S1 |
1.6580 |
1.6593 |
|