NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7605 |
1.7289 |
-0.0316 |
-1.8% |
1.6650 |
| High |
1.7966 |
1.7581 |
-0.0385 |
-2.1% |
1.7050 |
| Low |
1.7508 |
1.7014 |
-0.0494 |
-2.8% |
1.6342 |
| Close |
1.7548 |
1.7509 |
-0.0039 |
-0.2% |
1.6515 |
| Range |
0.0458 |
0.0567 |
0.0109 |
23.8% |
0.0708 |
| ATR |
0.0561 |
0.0561 |
0.0000 |
0.1% |
0.0000 |
| Volume |
19,362 |
20,436 |
1,074 |
5.5% |
39,956 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9069 |
1.8856 |
1.7821 |
|
| R3 |
1.8502 |
1.8289 |
1.7665 |
|
| R2 |
1.7935 |
1.7935 |
1.7613 |
|
| R1 |
1.7722 |
1.7722 |
1.7561 |
1.7829 |
| PP |
1.7368 |
1.7368 |
1.7368 |
1.7421 |
| S1 |
1.7155 |
1.7155 |
1.7457 |
1.7262 |
| S2 |
1.6801 |
1.6801 |
1.7405 |
|
| S3 |
1.6234 |
1.6588 |
1.7353 |
|
| S4 |
1.5667 |
1.6021 |
1.7197 |
|
|
| 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 |
1.7966 |
1.6449 |
0.1517 |
8.7% |
0.0563 |
3.2% |
70% |
False |
False |
14,522 |
| 10 |
1.7966 |
1.6342 |
0.1624 |
9.3% |
0.0498 |
2.8% |
72% |
False |
False |
11,332 |
| 20 |
1.7966 |
1.3810 |
0.4156 |
23.7% |
0.0522 |
3.0% |
89% |
False |
False |
8,301 |
| 40 |
1.7966 |
1.3793 |
0.4173 |
23.8% |
0.0528 |
3.0% |
89% |
False |
False |
6,270 |
| 60 |
1.7966 |
1.2493 |
0.5473 |
31.3% |
0.0521 |
3.0% |
92% |
False |
False |
5,243 |
| 80 |
1.7966 |
1.1525 |
0.6441 |
36.8% |
0.0520 |
3.0% |
93% |
False |
False |
4,421 |
| 100 |
1.7966 |
1.1525 |
0.6441 |
36.8% |
0.0501 |
2.9% |
93% |
False |
False |
3,782 |
| 120 |
1.7966 |
1.1425 |
0.6541 |
37.4% |
0.0477 |
2.7% |
93% |
False |
False |
3,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9991 |
|
2.618 |
1.9065 |
|
1.618 |
1.8498 |
|
1.000 |
1.8148 |
|
0.618 |
1.7931 |
|
HIGH |
1.7581 |
|
0.618 |
1.7364 |
|
0.500 |
1.7298 |
|
0.382 |
1.7231 |
|
LOW |
1.7014 |
|
0.618 |
1.6664 |
|
1.000 |
1.6447 |
|
1.618 |
1.6097 |
|
2.618 |
1.5530 |
|
4.250 |
1.4604 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7439 |
1.7491 |
| PP |
1.7368 |
1.7473 |
| S1 |
1.7298 |
1.7455 |
|