NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7678 |
1.8150 |
0.0472 |
2.7% |
1.6660 |
| High |
1.8088 |
1.8388 |
0.0300 |
1.7% |
1.7966 |
| Low |
1.7331 |
1.7973 |
0.0642 |
3.7% |
1.6650 |
| Close |
1.8016 |
1.8327 |
0.0311 |
1.7% |
1.7878 |
| Range |
0.0757 |
0.0415 |
-0.0342 |
-45.2% |
0.1316 |
| ATR |
0.0565 |
0.0554 |
-0.0011 |
-1.9% |
0.0000 |
| Volume |
10,591 |
11,242 |
651 |
6.1% |
79,393 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9474 |
1.9316 |
1.8555 |
|
| R3 |
1.9059 |
1.8901 |
1.8441 |
|
| R2 |
1.8644 |
1.8644 |
1.8403 |
|
| R1 |
1.8486 |
1.8486 |
1.8365 |
1.8565 |
| PP |
1.8229 |
1.8229 |
1.8229 |
1.8269 |
| S1 |
1.8071 |
1.8071 |
1.8289 |
1.8150 |
| S2 |
1.7814 |
1.7814 |
1.8251 |
|
| S3 |
1.7399 |
1.7656 |
1.8213 |
|
| S4 |
1.6984 |
1.7241 |
1.8099 |
|
|
| 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 |
1.8388 |
1.7014 |
0.1374 |
7.5% |
0.0520 |
2.8% |
96% |
True |
False |
15,622 |
| 10 |
1.8388 |
1.6449 |
0.1939 |
10.6% |
0.0535 |
2.9% |
97% |
True |
False |
12,825 |
| 20 |
1.8388 |
1.4096 |
0.4292 |
23.4% |
0.0530 |
2.9% |
99% |
True |
False |
9,735 |
| 40 |
1.8388 |
1.3793 |
0.4595 |
25.1% |
0.0531 |
2.9% |
99% |
True |
False |
7,062 |
| 60 |
1.8388 |
1.2493 |
0.5895 |
32.2% |
0.0522 |
2.8% |
99% |
True |
False |
5,699 |
| 80 |
1.8388 |
1.1525 |
0.6863 |
37.4% |
0.0523 |
2.9% |
99% |
True |
False |
4,846 |
| 100 |
1.8388 |
1.1525 |
0.6863 |
37.4% |
0.0502 |
2.7% |
99% |
True |
False |
4,152 |
| 120 |
1.8388 |
1.1425 |
0.6963 |
38.0% |
0.0485 |
2.6% |
99% |
True |
False |
3,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0152 |
|
2.618 |
1.9474 |
|
1.618 |
1.9059 |
|
1.000 |
1.8803 |
|
0.618 |
1.8644 |
|
HIGH |
1.8388 |
|
0.618 |
1.8229 |
|
0.500 |
1.8181 |
|
0.382 |
1.8132 |
|
LOW |
1.7973 |
|
0.618 |
1.7717 |
|
1.000 |
1.7558 |
|
1.618 |
1.7302 |
|
2.618 |
1.6887 |
|
4.250 |
1.6209 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8278 |
1.8171 |
| PP |
1.8229 |
1.8015 |
| S1 |
1.8181 |
1.7860 |
|