NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8750 |
1.9392 |
0.0642 |
3.4% |
1.9172 |
| High |
1.9550 |
1.9807 |
0.0257 |
1.3% |
1.9303 |
| Low |
1.8606 |
1.8726 |
0.0120 |
0.6% |
1.8250 |
| Close |
1.9354 |
1.9020 |
-0.0334 |
-1.7% |
1.8719 |
| Range |
0.0944 |
0.1081 |
0.0137 |
14.5% |
0.1053 |
| ATR |
0.0658 |
0.0688 |
0.0030 |
4.6% |
0.0000 |
| Volume |
36,714 |
35,191 |
-1,523 |
-4.1% |
214,227 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2427 |
2.1805 |
1.9615 |
|
| R3 |
2.1346 |
2.0724 |
1.9317 |
|
| R2 |
2.0265 |
2.0265 |
1.9218 |
|
| R1 |
1.9643 |
1.9643 |
1.9119 |
1.9414 |
| PP |
1.9184 |
1.9184 |
1.9184 |
1.9070 |
| S1 |
1.8562 |
1.8562 |
1.8921 |
1.8333 |
| S2 |
1.8103 |
1.8103 |
1.8822 |
|
| S3 |
1.7022 |
1.7481 |
1.8723 |
|
| S4 |
1.5941 |
1.6400 |
1.8425 |
|
|
| 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 |
1.9807 |
1.8421 |
0.1386 |
7.3% |
0.0778 |
4.1% |
43% |
True |
False |
37,750 |
| 10 |
2.0450 |
1.8250 |
0.2200 |
11.6% |
0.0787 |
4.1% |
35% |
False |
False |
36,988 |
| 20 |
2.0844 |
1.8250 |
0.2594 |
13.6% |
0.0681 |
3.6% |
30% |
False |
False |
29,254 |
| 40 |
2.0844 |
1.5769 |
0.5075 |
26.7% |
0.0585 |
3.1% |
64% |
False |
False |
20,251 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
37.0% |
0.0566 |
3.0% |
74% |
False |
False |
15,049 |
| 80 |
2.0844 |
1.2700 |
0.8144 |
42.8% |
0.0561 |
3.0% |
78% |
False |
False |
12,131 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
49.0% |
0.0548 |
2.9% |
80% |
False |
False |
10,210 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
49.0% |
0.0532 |
2.8% |
80% |
False |
False |
8,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.4401 |
|
2.618 |
2.2637 |
|
1.618 |
2.1556 |
|
1.000 |
2.0888 |
|
0.618 |
2.0475 |
|
HIGH |
1.9807 |
|
0.618 |
1.9394 |
|
0.500 |
1.9267 |
|
0.382 |
1.9139 |
|
LOW |
1.8726 |
|
0.618 |
1.8058 |
|
1.000 |
1.7645 |
|
1.618 |
1.6977 |
|
2.618 |
1.5896 |
|
4.250 |
1.4132 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9267 |
1.9207 |
| PP |
1.9184 |
1.9144 |
| S1 |
1.9102 |
1.9082 |
|