NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9338 |
1.9600 |
0.0262 |
1.4% |
1.8825 |
| High |
1.9660 |
2.0000 |
0.0340 |
1.7% |
1.9781 |
| Low |
1.9200 |
1.9505 |
0.0305 |
1.6% |
1.8489 |
| Close |
1.9532 |
1.9989 |
0.0457 |
2.3% |
1.9378 |
| Range |
0.0460 |
0.0495 |
0.0035 |
7.6% |
0.1292 |
| ATR |
0.0542 |
0.0539 |
-0.0003 |
-0.6% |
0.0000 |
| Volume |
23,501 |
22,257 |
-1,244 |
-5.3% |
85,050 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1316 |
2.1148 |
2.0261 |
|
| R3 |
2.0821 |
2.0653 |
2.0125 |
|
| R2 |
2.0326 |
2.0326 |
2.0080 |
|
| R1 |
2.0158 |
2.0158 |
2.0034 |
2.0242 |
| PP |
1.9831 |
1.9831 |
1.9831 |
1.9874 |
| S1 |
1.9663 |
1.9663 |
1.9944 |
1.9747 |
| S2 |
1.9336 |
1.9336 |
1.9898 |
|
| S3 |
1.8841 |
1.9168 |
1.9853 |
|
| S4 |
1.8346 |
1.8673 |
1.9717 |
|
|
| 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 |
2.0000 |
1.8886 |
0.1114 |
5.6% |
0.0556 |
2.8% |
99% |
True |
False |
21,152 |
| 10 |
2.0000 |
1.8112 |
0.1888 |
9.4% |
0.0519 |
2.6% |
99% |
True |
False |
17,636 |
| 20 |
2.0000 |
1.6449 |
0.3551 |
17.8% |
0.0527 |
2.6% |
100% |
True |
False |
15,230 |
| 40 |
2.0000 |
1.3810 |
0.6190 |
31.0% |
0.0511 |
2.6% |
100% |
True |
False |
10,391 |
| 60 |
2.0000 |
1.3588 |
0.6412 |
32.1% |
0.0522 |
2.6% |
100% |
True |
False |
8,100 |
| 80 |
2.0000 |
1.1525 |
0.8475 |
42.4% |
0.0523 |
2.6% |
100% |
True |
False |
6,779 |
| 100 |
2.0000 |
1.1525 |
0.8475 |
42.4% |
0.0520 |
2.6% |
100% |
True |
False |
5,801 |
| 120 |
2.0000 |
1.1425 |
0.8575 |
42.9% |
0.0489 |
2.4% |
100% |
True |
False |
4,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2104 |
|
2.618 |
2.1296 |
|
1.618 |
2.0801 |
|
1.000 |
2.0495 |
|
0.618 |
2.0306 |
|
HIGH |
2.0000 |
|
0.618 |
1.9811 |
|
0.500 |
1.9753 |
|
0.382 |
1.9694 |
|
LOW |
1.9505 |
|
0.618 |
1.9199 |
|
1.000 |
1.9010 |
|
1.618 |
1.8704 |
|
2.618 |
1.8209 |
|
4.250 |
1.7401 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9910 |
1.9834 |
| PP |
1.9831 |
1.9679 |
| S1 |
1.9753 |
1.9524 |
|