NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8570 |
1.8619 |
0.0049 |
0.3% |
2.0250 |
| High |
1.9103 |
1.8786 |
-0.0317 |
-1.7% |
2.0844 |
| Low |
1.8318 |
1.8421 |
0.0103 |
0.6% |
1.9071 |
| Close |
1.8907 |
1.8500 |
-0.0407 |
-2.2% |
1.9172 |
| Range |
0.0785 |
0.0365 |
-0.0420 |
-53.5% |
0.1773 |
| ATR |
0.0628 |
0.0618 |
-0.0010 |
-1.6% |
0.0000 |
| Volume |
47,439 |
36,871 |
-10,568 |
-22.3% |
122,281 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9664 |
1.9447 |
1.8701 |
|
| R3 |
1.9299 |
1.9082 |
1.8600 |
|
| R2 |
1.8934 |
1.8934 |
1.8567 |
|
| R1 |
1.8717 |
1.8717 |
1.8533 |
1.8643 |
| PP |
1.8569 |
1.8569 |
1.8569 |
1.8532 |
| S1 |
1.8352 |
1.8352 |
1.8467 |
1.8278 |
| S2 |
1.8204 |
1.8204 |
1.8433 |
|
| S3 |
1.7839 |
1.7987 |
1.8400 |
|
| S4 |
1.7474 |
1.7622 |
1.8299 |
|
|
| 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 |
2.0203 |
1.8250 |
0.1953 |
10.6% |
0.0721 |
3.9% |
13% |
False |
False |
38,007 |
| 10 |
2.0844 |
1.8250 |
0.2594 |
14.0% |
0.0654 |
3.5% |
10% |
False |
False |
31,141 |
| 20 |
2.0844 |
1.8112 |
0.2732 |
14.8% |
0.0587 |
3.2% |
14% |
False |
False |
24,389 |
| 40 |
2.0844 |
1.4096 |
0.6748 |
36.5% |
0.0558 |
3.0% |
65% |
False |
False |
17,062 |
| 60 |
2.0844 |
1.3793 |
0.7051 |
38.1% |
0.0550 |
3.0% |
67% |
False |
False |
12,838 |
| 80 |
2.0844 |
1.2493 |
0.8351 |
45.1% |
0.0538 |
2.9% |
72% |
False |
False |
10,371 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
50.4% |
0.0536 |
2.9% |
75% |
False |
False |
8,755 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
50.4% |
0.0516 |
2.8% |
75% |
False |
False |
7,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0337 |
|
2.618 |
1.9742 |
|
1.618 |
1.9377 |
|
1.000 |
1.9151 |
|
0.618 |
1.9012 |
|
HIGH |
1.8786 |
|
0.618 |
1.8647 |
|
0.500 |
1.8604 |
|
0.382 |
1.8560 |
|
LOW |
1.8421 |
|
0.618 |
1.8195 |
|
1.000 |
1.8056 |
|
1.618 |
1.7830 |
|
2.618 |
1.7465 |
|
4.250 |
1.6870 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8604 |
1.8755 |
| PP |
1.8569 |
1.8670 |
| S1 |
1.8535 |
1.8585 |
|