NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2.0025 |
2.0350 |
0.0325 |
1.6% |
1.9350 |
| High |
2.0526 |
2.0395 |
-0.0131 |
-0.6% |
2.0526 |
| Low |
2.0025 |
1.9989 |
-0.0036 |
-0.2% |
1.9047 |
| Close |
2.0436 |
2.0247 |
-0.0189 |
-0.9% |
2.0247 |
| Range |
0.0501 |
0.0406 |
-0.0095 |
-19.0% |
0.1479 |
| ATR |
0.0539 |
0.0532 |
-0.0007 |
-1.2% |
0.0000 |
| Volume |
25,557 |
29,328 |
3,771 |
14.8% |
118,775 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1428 |
2.1244 |
2.0470 |
|
| R3 |
2.1022 |
2.0838 |
2.0359 |
|
| R2 |
2.0616 |
2.0616 |
2.0321 |
|
| R1 |
2.0432 |
2.0432 |
2.0284 |
2.0321 |
| PP |
2.0210 |
2.0210 |
2.0210 |
2.0155 |
| S1 |
2.0026 |
2.0026 |
2.0210 |
1.9915 |
| S2 |
1.9804 |
1.9804 |
2.0173 |
|
| S3 |
1.9398 |
1.9620 |
2.0135 |
|
| S4 |
1.8992 |
1.9214 |
2.0024 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.4377 |
2.3791 |
2.1060 |
|
| R3 |
2.2898 |
2.2312 |
2.0654 |
|
| R2 |
2.1419 |
2.1419 |
2.0518 |
|
| R1 |
2.0833 |
2.0833 |
2.0383 |
2.1126 |
| PP |
1.9940 |
1.9940 |
1.9940 |
2.0087 |
| S1 |
1.9354 |
1.9354 |
2.0111 |
1.9647 |
| S2 |
1.8461 |
1.8461 |
1.9976 |
|
| S3 |
1.6982 |
1.7875 |
1.9840 |
|
| S4 |
1.5503 |
1.6396 |
1.9434 |
|
|
| 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 |
7.3% |
0.0454 |
2.2% |
81% |
False |
False |
23,755 |
| 10 |
2.0526 |
1.8489 |
0.2037 |
10.1% |
0.0522 |
2.6% |
86% |
False |
False |
20,382 |
| 20 |
2.0526 |
1.6449 |
0.4077 |
20.1% |
0.0524 |
2.6% |
93% |
False |
False |
17,109 |
| 40 |
2.0526 |
1.3810 |
0.6716 |
33.2% |
0.0518 |
2.6% |
96% |
False |
False |
11,564 |
| 60 |
2.0526 |
1.3793 |
0.6733 |
33.3% |
0.0515 |
2.5% |
96% |
False |
False |
8,941 |
| 80 |
2.0526 |
1.1525 |
0.9001 |
44.5% |
0.0520 |
2.6% |
97% |
False |
False |
7,418 |
| 100 |
2.0526 |
1.1525 |
0.9001 |
44.5% |
0.0524 |
2.6% |
97% |
False |
False |
6,337 |
| 120 |
2.0526 |
1.1425 |
0.9101 |
44.9% |
0.0489 |
2.4% |
97% |
False |
False |
5,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2121 |
|
2.618 |
2.1458 |
|
1.618 |
2.1052 |
|
1.000 |
2.0801 |
|
0.618 |
2.0646 |
|
HIGH |
2.0395 |
|
0.618 |
2.0240 |
|
0.500 |
2.0192 |
|
0.382 |
2.0144 |
|
LOW |
1.9989 |
|
0.618 |
1.9738 |
|
1.000 |
1.9583 |
|
1.618 |
1.9332 |
|
2.618 |
1.8926 |
|
4.250 |
1.8264 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.0229 |
2.0170 |
| PP |
2.0210 |
2.0093 |
| S1 |
2.0192 |
2.0016 |
|