NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7530 |
1.7473 |
-0.0057 |
-0.3% |
1.8750 |
| High |
1.7609 |
1.7677 |
0.0068 |
0.4% |
1.9807 |
| Low |
1.7195 |
1.7127 |
-0.0068 |
-0.4% |
1.7755 |
| Close |
1.7404 |
1.7328 |
-0.0076 |
-0.4% |
1.7908 |
| Range |
0.0414 |
0.0550 |
0.0136 |
32.9% |
0.2052 |
| ATR |
0.0731 |
0.0718 |
-0.0013 |
-1.8% |
0.0000 |
| Volume |
43,102 |
36,606 |
-6,496 |
-15.1% |
164,003 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9027 |
1.8728 |
1.7631 |
|
| R3 |
1.8477 |
1.8178 |
1.7479 |
|
| R2 |
1.7927 |
1.7927 |
1.7429 |
|
| R1 |
1.7628 |
1.7628 |
1.7378 |
1.7503 |
| PP |
1.7377 |
1.7377 |
1.7377 |
1.7315 |
| S1 |
1.7078 |
1.7078 |
1.7278 |
1.6953 |
| S2 |
1.6827 |
1.6827 |
1.7227 |
|
| S3 |
1.6277 |
1.6528 |
1.7177 |
|
| S4 |
1.5727 |
1.5978 |
1.7026 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.4646 |
2.3329 |
1.9037 |
|
| R3 |
2.2594 |
2.1277 |
1.8472 |
|
| R2 |
2.0542 |
2.0542 |
1.8284 |
|
| R1 |
1.9225 |
1.9225 |
1.8096 |
1.8858 |
| PP |
1.8490 |
1.8490 |
1.8490 |
1.8306 |
| S1 |
1.7173 |
1.7173 |
1.7720 |
1.6806 |
| S2 |
1.6438 |
1.6438 |
1.7532 |
|
| S3 |
1.4386 |
1.5121 |
1.7344 |
|
| S4 |
1.2334 |
1.3069 |
1.6779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9807 |
1.7127 |
0.2680 |
15.5% |
0.0815 |
4.7% |
8% |
False |
True |
41,399 |
| 10 |
1.9807 |
1.7127 |
0.2680 |
15.5% |
0.0767 |
4.4% |
8% |
False |
True |
40,799 |
| 20 |
2.0844 |
1.7127 |
0.3717 |
21.5% |
0.0701 |
4.0% |
5% |
False |
True |
34,043 |
| 40 |
2.0844 |
1.6342 |
0.4502 |
26.0% |
0.0611 |
3.5% |
22% |
False |
False |
23,816 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
40.6% |
0.0579 |
3.3% |
50% |
False |
False |
17,676 |
| 80 |
2.0844 |
1.3129 |
0.7715 |
44.5% |
0.0568 |
3.3% |
54% |
False |
False |
14,077 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
53.8% |
0.0556 |
3.2% |
62% |
False |
False |
11,859 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
53.8% |
0.0550 |
3.2% |
62% |
False |
False |
10,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0015 |
|
2.618 |
1.9117 |
|
1.618 |
1.8567 |
|
1.000 |
1.8227 |
|
0.618 |
1.8017 |
|
HIGH |
1.7677 |
|
0.618 |
1.7467 |
|
0.500 |
1.7402 |
|
0.382 |
1.7337 |
|
LOW |
1.7127 |
|
0.618 |
1.6787 |
|
1.000 |
1.6577 |
|
1.618 |
1.6237 |
|
2.618 |
1.5687 |
|
4.250 |
1.4790 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7402 |
1.7912 |
| PP |
1.7377 |
1.7717 |
| S1 |
1.7353 |
1.7523 |
|