NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9600 |
2.0025 |
0.0425 |
2.2% |
1.8825 |
| High |
2.0000 |
2.0526 |
0.0526 |
2.6% |
1.9781 |
| Low |
1.9505 |
2.0025 |
0.0520 |
2.7% |
1.8489 |
| Close |
1.9989 |
2.0436 |
0.0447 |
2.2% |
1.9378 |
| Range |
0.0495 |
0.0501 |
0.0006 |
1.2% |
0.1292 |
| ATR |
0.0539 |
0.0539 |
0.0000 |
0.0% |
0.0000 |
| Volume |
22,257 |
25,557 |
3,300 |
14.8% |
85,050 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1832 |
2.1635 |
2.0712 |
|
| R3 |
2.1331 |
2.1134 |
2.0574 |
|
| R2 |
2.0830 |
2.0830 |
2.0528 |
|
| R1 |
2.0633 |
2.0633 |
2.0482 |
2.0732 |
| PP |
2.0329 |
2.0329 |
2.0329 |
2.0378 |
| S1 |
2.0132 |
2.0132 |
2.0390 |
2.0231 |
| S2 |
1.9828 |
1.9828 |
2.0344 |
|
| S3 |
1.9327 |
1.9631 |
2.0298 |
|
| S4 |
1.8826 |
1.9130 |
2.0160 |
|
|
| 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 |
2.0526 |
1.9047 |
0.1479 |
7.2% |
0.0494 |
2.4% |
94% |
True |
False |
22,353 |
| 10 |
2.0526 |
1.8489 |
0.2037 |
10.0% |
0.0517 |
2.5% |
96% |
True |
False |
19,087 |
| 20 |
2.0526 |
1.6449 |
0.4077 |
20.0% |
0.0531 |
2.6% |
98% |
True |
False |
16,160 |
| 40 |
2.0526 |
1.3810 |
0.6716 |
32.9% |
0.0515 |
2.5% |
99% |
True |
False |
10,888 |
| 60 |
2.0526 |
1.3720 |
0.6806 |
33.3% |
0.0518 |
2.5% |
99% |
True |
False |
8,502 |
| 80 |
2.0526 |
1.1525 |
0.9001 |
44.0% |
0.0518 |
2.5% |
99% |
True |
False |
7,075 |
| 100 |
2.0526 |
1.1525 |
0.9001 |
44.0% |
0.0524 |
2.6% |
99% |
True |
False |
6,049 |
| 120 |
2.0526 |
1.1425 |
0.9101 |
44.5% |
0.0491 |
2.4% |
99% |
True |
False |
5,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2655 |
|
2.618 |
2.1838 |
|
1.618 |
2.1337 |
|
1.000 |
2.1027 |
|
0.618 |
2.0836 |
|
HIGH |
2.0526 |
|
0.618 |
2.0335 |
|
0.500 |
2.0276 |
|
0.382 |
2.0216 |
|
LOW |
2.0025 |
|
0.618 |
1.9715 |
|
1.000 |
1.9524 |
|
1.618 |
1.9214 |
|
2.618 |
1.8713 |
|
4.250 |
1.7896 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.0383 |
2.0245 |
| PP |
2.0329 |
2.0054 |
| S1 |
2.0276 |
1.9863 |
|