NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7289 |
1.7580 |
0.0291 |
1.7% |
1.6660 |
| High |
1.7581 |
1.7897 |
0.0316 |
1.8% |
1.7966 |
| Low |
1.7014 |
1.7495 |
0.0481 |
2.8% |
1.6650 |
| Close |
1.7509 |
1.7878 |
0.0369 |
2.1% |
1.7878 |
| Range |
0.0567 |
0.0402 |
-0.0165 |
-29.1% |
0.1316 |
| ATR |
0.0561 |
0.0550 |
-0.0011 |
-2.0% |
0.0000 |
| Volume |
20,436 |
16,481 |
-3,955 |
-19.4% |
79,393 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8963 |
1.8822 |
1.8099 |
|
| R3 |
1.8561 |
1.8420 |
1.7989 |
|
| R2 |
1.8159 |
1.8159 |
1.7952 |
|
| R1 |
1.8018 |
1.8018 |
1.7915 |
1.8089 |
| PP |
1.7757 |
1.7757 |
1.7757 |
1.7792 |
| S1 |
1.7616 |
1.7616 |
1.7841 |
1.7687 |
| S2 |
1.7355 |
1.7355 |
1.7804 |
|
| S3 |
1.6953 |
1.7214 |
1.7767 |
|
| S4 |
1.6551 |
1.6812 |
1.7657 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1446 |
2.0978 |
1.8602 |
|
| R3 |
2.0130 |
1.9662 |
1.8240 |
|
| R2 |
1.8814 |
1.8814 |
1.8119 |
|
| R1 |
1.8346 |
1.8346 |
1.7999 |
1.8580 |
| PP |
1.7498 |
1.7498 |
1.7498 |
1.7615 |
| S1 |
1.7030 |
1.7030 |
1.7757 |
1.7264 |
| S2 |
1.6182 |
1.6182 |
1.7637 |
|
| S3 |
1.4866 |
1.5714 |
1.7516 |
|
| S4 |
1.3550 |
1.4398 |
1.7154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7966 |
1.6650 |
0.1316 |
7.4% |
0.0539 |
3.0% |
93% |
False |
False |
15,878 |
| 10 |
1.7966 |
1.6342 |
0.1624 |
9.1% |
0.0501 |
2.8% |
95% |
False |
False |
11,934 |
| 20 |
1.7966 |
1.3810 |
0.4156 |
23.2% |
0.0521 |
2.9% |
98% |
False |
False |
8,949 |
| 40 |
1.7966 |
1.3793 |
0.4173 |
23.3% |
0.0529 |
3.0% |
98% |
False |
False |
6,635 |
| 60 |
1.7966 |
1.2493 |
0.5473 |
30.6% |
0.0518 |
2.9% |
98% |
False |
False |
5,462 |
| 80 |
1.7966 |
1.1525 |
0.6441 |
36.0% |
0.0517 |
2.9% |
99% |
False |
False |
4,618 |
| 100 |
1.7966 |
1.1525 |
0.6441 |
36.0% |
0.0500 |
2.8% |
99% |
False |
False |
3,945 |
| 120 |
1.7966 |
1.1425 |
0.6541 |
36.6% |
0.0481 |
2.7% |
99% |
False |
False |
3,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9606 |
|
2.618 |
1.8949 |
|
1.618 |
1.8547 |
|
1.000 |
1.8299 |
|
0.618 |
1.8145 |
|
HIGH |
1.7897 |
|
0.618 |
1.7743 |
|
0.500 |
1.7696 |
|
0.382 |
1.7649 |
|
LOW |
1.7495 |
|
0.618 |
1.7247 |
|
1.000 |
1.7093 |
|
1.618 |
1.6845 |
|
2.618 |
1.6443 |
|
4.250 |
1.5787 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7817 |
1.7749 |
| PP |
1.7757 |
1.7619 |
| S1 |
1.7696 |
1.7490 |
|