NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7580 |
1.7678 |
0.0098 |
0.6% |
1.6660 |
| High |
1.7897 |
1.8088 |
0.0191 |
1.1% |
1.7966 |
| Low |
1.7495 |
1.7331 |
-0.0164 |
-0.9% |
1.6650 |
| Close |
1.7878 |
1.8016 |
0.0138 |
0.8% |
1.7878 |
| Range |
0.0402 |
0.0757 |
0.0355 |
88.3% |
0.1316 |
| ATR |
0.0550 |
0.0565 |
0.0015 |
2.7% |
0.0000 |
| Volume |
16,481 |
10,591 |
-5,890 |
-35.7% |
79,393 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0083 |
1.9806 |
1.8432 |
|
| R3 |
1.9326 |
1.9049 |
1.8224 |
|
| R2 |
1.8569 |
1.8569 |
1.8155 |
|
| R1 |
1.8292 |
1.8292 |
1.8085 |
1.8431 |
| PP |
1.7812 |
1.7812 |
1.7812 |
1.7881 |
| S1 |
1.7535 |
1.7535 |
1.7947 |
1.7674 |
| S2 |
1.7055 |
1.7055 |
1.7877 |
|
| S3 |
1.6298 |
1.6778 |
1.7808 |
|
| S4 |
1.5541 |
1.6021 |
1.7600 |
|
|
| 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 |
1.8088 |
1.6944 |
0.1144 |
6.3% |
0.0572 |
3.2% |
94% |
True |
False |
15,801 |
| 10 |
1.8088 |
1.6438 |
0.1650 |
9.2% |
0.0538 |
3.0% |
96% |
True |
False |
12,428 |
| 20 |
1.8088 |
1.3930 |
0.4158 |
23.1% |
0.0525 |
2.9% |
98% |
True |
False |
9,354 |
| 40 |
1.8088 |
1.3793 |
0.4295 |
23.8% |
0.0541 |
3.0% |
98% |
True |
False |
6,847 |
| 60 |
1.8088 |
1.2493 |
0.5595 |
31.1% |
0.0521 |
2.9% |
99% |
True |
False |
5,558 |
| 80 |
1.8088 |
1.1525 |
0.6563 |
36.4% |
0.0521 |
2.9% |
99% |
True |
False |
4,726 |
| 100 |
1.8088 |
1.1525 |
0.6563 |
36.4% |
0.0504 |
2.8% |
99% |
True |
False |
4,045 |
| 120 |
1.8088 |
1.1425 |
0.6663 |
37.0% |
0.0487 |
2.7% |
99% |
True |
False |
3,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1305 |
|
2.618 |
2.0070 |
|
1.618 |
1.9313 |
|
1.000 |
1.8845 |
|
0.618 |
1.8556 |
|
HIGH |
1.8088 |
|
0.618 |
1.7799 |
|
0.500 |
1.7710 |
|
0.382 |
1.7620 |
|
LOW |
1.7331 |
|
0.618 |
1.6863 |
|
1.000 |
1.6574 |
|
1.618 |
1.6106 |
|
2.618 |
1.5349 |
|
4.250 |
1.4114 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7914 |
1.7861 |
| PP |
1.7812 |
1.7706 |
| S1 |
1.7710 |
1.7551 |
|