NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7473 |
1.7190 |
-0.0283 |
-1.6% |
1.8750 |
| High |
1.7677 |
1.7200 |
-0.0477 |
-2.7% |
1.9807 |
| Low |
1.7127 |
1.6290 |
-0.0837 |
-4.9% |
1.7755 |
| Close |
1.7328 |
1.6333 |
-0.0995 |
-5.7% |
1.7908 |
| Range |
0.0550 |
0.0910 |
0.0360 |
65.5% |
0.2052 |
| ATR |
0.0718 |
0.0741 |
0.0023 |
3.2% |
0.0000 |
| Volume |
36,606 |
36,113 |
-493 |
-1.3% |
164,003 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9338 |
1.8745 |
1.6834 |
|
| R3 |
1.8428 |
1.7835 |
1.6583 |
|
| R2 |
1.7518 |
1.7518 |
1.6500 |
|
| R1 |
1.6925 |
1.6925 |
1.6416 |
1.6767 |
| PP |
1.6608 |
1.6608 |
1.6608 |
1.6528 |
| S1 |
1.6015 |
1.6015 |
1.6250 |
1.5857 |
| S2 |
1.5698 |
1.5698 |
1.6166 |
|
| S3 |
1.4788 |
1.5105 |
1.6083 |
|
| S4 |
1.3878 |
1.4195 |
1.5833 |
|
|
| 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 |
1.9506 |
1.6290 |
0.3216 |
19.7% |
0.0780 |
4.8% |
1% |
False |
True |
41,583 |
| 10 |
1.9807 |
1.6290 |
0.3517 |
21.5% |
0.0779 |
4.8% |
1% |
False |
True |
39,667 |
| 20 |
2.0844 |
1.6290 |
0.4554 |
27.9% |
0.0723 |
4.4% |
1% |
False |
True |
34,673 |
| 40 |
2.0844 |
1.6290 |
0.4554 |
27.9% |
0.0624 |
3.8% |
1% |
False |
True |
24,577 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
43.1% |
0.0580 |
3.6% |
36% |
False |
False |
18,187 |
| 80 |
2.0844 |
1.3129 |
0.7715 |
47.2% |
0.0573 |
3.5% |
42% |
False |
False |
14,484 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
57.1% |
0.0563 |
3.4% |
52% |
False |
False |
12,163 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
57.1% |
0.0555 |
3.4% |
52% |
False |
False |
10,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1068 |
|
2.618 |
1.9582 |
|
1.618 |
1.8672 |
|
1.000 |
1.8110 |
|
0.618 |
1.7762 |
|
HIGH |
1.7200 |
|
0.618 |
1.6852 |
|
0.500 |
1.6745 |
|
0.382 |
1.6638 |
|
LOW |
1.6290 |
|
0.618 |
1.5728 |
|
1.000 |
1.5380 |
|
1.618 |
1.4818 |
|
2.618 |
1.3908 |
|
4.250 |
1.2423 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6745 |
1.6984 |
| PP |
1.6608 |
1.6767 |
| S1 |
1.6470 |
1.6550 |
|