NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9350 |
1.9338 |
-0.0012 |
-0.1% |
1.8825 |
| High |
1.9455 |
1.9660 |
0.0205 |
1.1% |
1.9781 |
| Low |
1.9047 |
1.9200 |
0.0153 |
0.8% |
1.8489 |
| Close |
1.9219 |
1.9532 |
0.0313 |
1.6% |
1.9378 |
| Range |
0.0408 |
0.0460 |
0.0052 |
12.7% |
0.1292 |
| ATR |
0.0548 |
0.0542 |
-0.0006 |
-1.2% |
0.0000 |
| Volume |
18,132 |
23,501 |
5,369 |
29.6% |
85,050 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0844 |
2.0648 |
1.9785 |
|
| R3 |
2.0384 |
2.0188 |
1.9659 |
|
| R2 |
1.9924 |
1.9924 |
1.9616 |
|
| R1 |
1.9728 |
1.9728 |
1.9574 |
1.9826 |
| PP |
1.9464 |
1.9464 |
1.9464 |
1.9513 |
| S1 |
1.9268 |
1.9268 |
1.9490 |
1.9366 |
| S2 |
1.9004 |
1.9004 |
1.9448 |
|
| S3 |
1.8544 |
1.8808 |
1.9406 |
|
| S4 |
1.8084 |
1.8348 |
1.9279 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.3092 |
2.2527 |
2.0089 |
|
| R3 |
2.1800 |
2.1235 |
1.9733 |
|
| R2 |
2.0508 |
2.0508 |
1.9615 |
|
| R1 |
1.9943 |
1.9943 |
1.9496 |
2.0226 |
| PP |
1.9216 |
1.9216 |
1.9216 |
1.9357 |
| S1 |
1.8651 |
1.8651 |
1.9260 |
1.8934 |
| S2 |
1.7924 |
1.7924 |
1.9141 |
|
| S3 |
1.6632 |
1.7359 |
1.9023 |
|
| S4 |
1.5340 |
1.6067 |
1.8667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9781 |
1.8489 |
0.1292 |
6.6% |
0.0611 |
3.1% |
81% |
False |
False |
19,906 |
| 10 |
1.9781 |
1.7973 |
0.1808 |
9.3% |
0.0511 |
2.6% |
86% |
False |
False |
16,535 |
| 20 |
1.9781 |
1.6438 |
0.3343 |
17.1% |
0.0524 |
2.7% |
93% |
False |
False |
14,481 |
| 40 |
1.9781 |
1.3810 |
0.5971 |
30.6% |
0.0509 |
2.6% |
96% |
False |
False |
9,944 |
| 60 |
1.9781 |
1.3129 |
0.6652 |
34.1% |
0.0524 |
2.7% |
96% |
False |
False |
7,754 |
| 80 |
1.9781 |
1.1525 |
0.8256 |
42.3% |
0.0523 |
2.7% |
97% |
False |
False |
6,536 |
| 100 |
1.9781 |
1.1525 |
0.8256 |
42.3% |
0.0521 |
2.7% |
97% |
False |
False |
5,589 |
| 120 |
1.9781 |
1.1425 |
0.8356 |
42.8% |
0.0490 |
2.5% |
97% |
False |
False |
4,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1615 |
|
2.618 |
2.0864 |
|
1.618 |
2.0404 |
|
1.000 |
2.0120 |
|
0.618 |
1.9944 |
|
HIGH |
1.9660 |
|
0.618 |
1.9484 |
|
0.500 |
1.9430 |
|
0.382 |
1.9376 |
|
LOW |
1.9200 |
|
0.618 |
1.8916 |
|
1.000 |
1.8740 |
|
1.618 |
1.8456 |
|
2.618 |
1.7996 |
|
4.250 |
1.7245 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9498 |
1.9493 |
| PP |
1.9464 |
1.9453 |
| S1 |
1.9430 |
1.9414 |
|