NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8161 |
1.8547 |
0.0386 |
2.1% |
1.7678 |
| High |
1.8640 |
1.8870 |
0.0230 |
1.2% |
1.8870 |
| Low |
1.8112 |
1.8523 |
0.0411 |
2.3% |
1.7331 |
| Close |
1.8579 |
1.8802 |
0.0223 |
1.2% |
1.8802 |
| Range |
0.0528 |
0.0347 |
-0.0181 |
-34.3% |
0.1539 |
| ATR |
0.0552 |
0.0538 |
-0.0015 |
-2.7% |
0.0000 |
| Volume |
11,047 |
16,380 |
5,333 |
48.3% |
49,260 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9773 |
1.9634 |
1.8993 |
|
| R3 |
1.9426 |
1.9287 |
1.8897 |
|
| R2 |
1.9079 |
1.9079 |
1.8866 |
|
| R1 |
1.8940 |
1.8940 |
1.8834 |
1.9010 |
| PP |
1.8732 |
1.8732 |
1.8732 |
1.8766 |
| S1 |
1.8593 |
1.8593 |
1.8770 |
1.8663 |
| S2 |
1.8385 |
1.8385 |
1.8738 |
|
| S3 |
1.8038 |
1.8246 |
1.8707 |
|
| S4 |
1.7691 |
1.7899 |
1.8611 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2951 |
2.2416 |
1.9648 |
|
| R3 |
2.1412 |
2.0877 |
1.9225 |
|
| R2 |
1.9873 |
1.9873 |
1.9084 |
|
| R1 |
1.9338 |
1.9338 |
1.8943 |
1.9606 |
| PP |
1.8334 |
1.8334 |
1.8334 |
1.8468 |
| S1 |
1.7799 |
1.7799 |
1.8661 |
1.8067 |
| S2 |
1.6795 |
1.6795 |
1.8520 |
|
| S3 |
1.5256 |
1.6260 |
1.8379 |
|
| S4 |
1.3717 |
1.4721 |
1.7956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8870 |
1.7331 |
0.1539 |
8.2% |
0.0490 |
2.6% |
96% |
True |
False |
13,148 |
| 10 |
1.8870 |
1.6449 |
0.2421 |
12.9% |
0.0526 |
2.8% |
97% |
True |
False |
13,835 |
| 20 |
1.8870 |
1.4677 |
0.4193 |
22.3% |
0.0526 |
2.8% |
98% |
True |
False |
10,449 |
| 40 |
1.8870 |
1.3810 |
0.5060 |
26.9% |
0.0527 |
2.8% |
99% |
True |
False |
7,604 |
| 60 |
1.8870 |
1.2700 |
0.6170 |
32.8% |
0.0520 |
2.8% |
99% |
True |
False |
6,089 |
| 80 |
1.8870 |
1.1525 |
0.7345 |
39.1% |
0.0517 |
2.7% |
99% |
True |
False |
5,153 |
| 100 |
1.8870 |
1.1525 |
0.7345 |
39.1% |
0.0501 |
2.7% |
99% |
True |
False |
4,417 |
| 120 |
1.8870 |
1.1425 |
0.7445 |
39.6% |
0.0487 |
2.6% |
99% |
True |
False |
3,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0345 |
|
2.618 |
1.9778 |
|
1.618 |
1.9431 |
|
1.000 |
1.9217 |
|
0.618 |
1.9084 |
|
HIGH |
1.8870 |
|
0.618 |
1.8737 |
|
0.500 |
1.8697 |
|
0.382 |
1.8656 |
|
LOW |
1.8523 |
|
0.618 |
1.8309 |
|
1.000 |
1.8176 |
|
1.618 |
1.7962 |
|
2.618 |
1.7615 |
|
4.250 |
1.7048 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8767 |
1.8675 |
| PP |
1.8732 |
1.8548 |
| S1 |
1.8697 |
1.8422 |
|