NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9069 |
1.8750 |
-0.0319 |
-1.7% |
1.9172 |
| High |
1.9303 |
1.9550 |
0.0247 |
1.3% |
1.9303 |
| Low |
1.8607 |
1.8606 |
-0.0001 |
0.0% |
1.8250 |
| Close |
1.8719 |
1.9354 |
0.0635 |
3.4% |
1.8719 |
| Range |
0.0696 |
0.0944 |
0.0248 |
35.6% |
0.1053 |
| ATR |
0.0636 |
0.0658 |
0.0022 |
3.5% |
0.0000 |
| Volume |
40,340 |
36,714 |
-3,626 |
-9.0% |
214,227 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2002 |
2.1622 |
1.9873 |
|
| R3 |
2.1058 |
2.0678 |
1.9614 |
|
| R2 |
2.0114 |
2.0114 |
1.9527 |
|
| R1 |
1.9734 |
1.9734 |
1.9441 |
1.9924 |
| PP |
1.9170 |
1.9170 |
1.9170 |
1.9265 |
| S1 |
1.8790 |
1.8790 |
1.9267 |
1.8980 |
| S2 |
1.8226 |
1.8226 |
1.9181 |
|
| S3 |
1.7282 |
1.7846 |
1.9094 |
|
| S4 |
1.6338 |
1.6902 |
1.8835 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1916 |
2.1371 |
1.9298 |
|
| R3 |
2.0863 |
2.0318 |
1.9009 |
|
| R2 |
1.9810 |
1.9810 |
1.8912 |
|
| R1 |
1.9265 |
1.9265 |
1.8816 |
1.9011 |
| PP |
1.8757 |
1.8757 |
1.8757 |
1.8631 |
| S1 |
1.8212 |
1.8212 |
1.8622 |
1.7958 |
| S2 |
1.7704 |
1.7704 |
1.8526 |
|
| S3 |
1.6651 |
1.7159 |
1.8429 |
|
| S4 |
1.5598 |
1.6106 |
1.8140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9550 |
1.8318 |
0.1232 |
6.4% |
0.0719 |
3.7% |
84% |
True |
False |
40,200 |
| 10 |
2.0844 |
1.8250 |
0.2594 |
13.4% |
0.0754 |
3.9% |
43% |
False |
False |
35,808 |
| 20 |
2.0844 |
1.8250 |
0.2594 |
13.4% |
0.0647 |
3.3% |
43% |
False |
False |
28,136 |
| 40 |
2.0844 |
1.5283 |
0.5561 |
28.7% |
0.0576 |
3.0% |
73% |
False |
False |
19,557 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
36.3% |
0.0557 |
2.9% |
79% |
False |
False |
14,561 |
| 80 |
2.0844 |
1.2700 |
0.8144 |
42.1% |
0.0551 |
2.8% |
82% |
False |
False |
11,724 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
48.2% |
0.0543 |
2.8% |
84% |
False |
False |
9,876 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
48.2% |
0.0524 |
2.7% |
84% |
False |
False |
8,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.3562 |
|
2.618 |
2.2021 |
|
1.618 |
2.1077 |
|
1.000 |
2.0494 |
|
0.618 |
2.0133 |
|
HIGH |
1.9550 |
|
0.618 |
1.9189 |
|
0.500 |
1.9078 |
|
0.382 |
1.8967 |
|
LOW |
1.8606 |
|
0.618 |
1.8023 |
|
1.000 |
1.7662 |
|
1.618 |
1.7079 |
|
2.618 |
1.6135 |
|
4.250 |
1.4594 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9262 |
1.9240 |
| PP |
1.9170 |
1.9125 |
| S1 |
1.9078 |
1.9011 |
|