NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9172 |
1.8570 |
-0.0602 |
-3.1% |
2.0250 |
| High |
1.9260 |
1.9103 |
-0.0157 |
-0.8% |
2.0844 |
| Low |
1.8250 |
1.8318 |
0.0068 |
0.4% |
1.9071 |
| Close |
1.8555 |
1.8907 |
0.0352 |
1.9% |
1.9172 |
| Range |
0.1010 |
0.0785 |
-0.0225 |
-22.3% |
0.1773 |
| ATR |
0.0616 |
0.0628 |
0.0012 |
2.0% |
0.0000 |
| Volume |
49,940 |
47,439 |
-2,501 |
-5.0% |
122,281 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1131 |
2.0804 |
1.9339 |
|
| R3 |
2.0346 |
2.0019 |
1.9123 |
|
| R2 |
1.9561 |
1.9561 |
1.9051 |
|
| R1 |
1.9234 |
1.9234 |
1.8979 |
1.9398 |
| PP |
1.8776 |
1.8776 |
1.8776 |
1.8858 |
| S1 |
1.8449 |
1.8449 |
1.8835 |
1.8613 |
| S2 |
1.7991 |
1.7991 |
1.8763 |
|
| S3 |
1.7206 |
1.7664 |
1.8691 |
|
| S4 |
1.6421 |
1.6879 |
1.8475 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.5015 |
2.3866 |
2.0147 |
|
| R3 |
2.3242 |
2.2093 |
1.9660 |
|
| R2 |
2.1469 |
2.1469 |
1.9497 |
|
| R1 |
2.0320 |
2.0320 |
1.9335 |
2.0008 |
| PP |
1.9696 |
1.9696 |
1.9696 |
1.9540 |
| S1 |
1.8547 |
1.8547 |
1.9009 |
1.8235 |
| S2 |
1.7923 |
1.7923 |
1.8847 |
|
| S3 |
1.6150 |
1.6774 |
1.8684 |
|
| S4 |
1.4377 |
1.5001 |
1.8197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0450 |
1.8250 |
0.2200 |
11.6% |
0.0795 |
4.2% |
30% |
False |
False |
36,227 |
| 10 |
2.0844 |
1.8250 |
0.2594 |
13.7% |
0.0667 |
3.5% |
25% |
False |
False |
29,680 |
| 20 |
2.0844 |
1.7973 |
0.2871 |
15.2% |
0.0589 |
3.1% |
33% |
False |
False |
23,107 |
| 40 |
2.0844 |
1.3930 |
0.6914 |
36.6% |
0.0557 |
2.9% |
72% |
False |
False |
16,230 |
| 60 |
2.0844 |
1.3793 |
0.7051 |
37.3% |
0.0557 |
2.9% |
73% |
False |
False |
12,267 |
| 80 |
2.0844 |
1.2493 |
0.8351 |
44.2% |
0.0538 |
2.8% |
77% |
False |
False |
9,946 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
49.3% |
0.0535 |
2.8% |
79% |
False |
False |
8,402 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
49.3% |
0.0518 |
2.7% |
79% |
False |
False |
7,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2439 |
|
2.618 |
2.1158 |
|
1.618 |
2.0373 |
|
1.000 |
1.9888 |
|
0.618 |
1.9588 |
|
HIGH |
1.9103 |
|
0.618 |
1.8803 |
|
0.500 |
1.8711 |
|
0.382 |
1.8618 |
|
LOW |
1.8318 |
|
0.618 |
1.7833 |
|
1.000 |
1.7533 |
|
1.618 |
1.7048 |
|
2.618 |
1.6263 |
|
4.250 |
1.4982 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8842 |
1.9218 |
| PP |
1.8776 |
1.9114 |
| S1 |
1.8711 |
1.9011 |
|