NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6490 |
1.6698 |
0.0208 |
1.3% |
1.7530 |
| High |
1.6791 |
1.6707 |
-0.0084 |
-0.5% |
1.7677 |
| Low |
1.6241 |
1.6282 |
0.0041 |
0.3% |
1.6241 |
| Close |
1.6638 |
1.6505 |
-0.0133 |
-0.8% |
1.6505 |
| Range |
0.0550 |
0.0425 |
-0.0125 |
-22.7% |
0.1436 |
| ATR |
0.0728 |
0.0706 |
-0.0022 |
-3.0% |
0.0000 |
| Volume |
55,771 |
42,398 |
-13,373 |
-24.0% |
213,990 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7773 |
1.7564 |
1.6739 |
|
| R3 |
1.7348 |
1.7139 |
1.6622 |
|
| R2 |
1.6923 |
1.6923 |
1.6583 |
|
| R1 |
1.6714 |
1.6714 |
1.6544 |
1.6606 |
| PP |
1.6498 |
1.6498 |
1.6498 |
1.6444 |
| S1 |
1.6289 |
1.6289 |
1.6466 |
1.6181 |
| S2 |
1.6073 |
1.6073 |
1.6427 |
|
| S3 |
1.5648 |
1.5864 |
1.6388 |
|
| S4 |
1.5223 |
1.5439 |
1.6271 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1116 |
2.0246 |
1.7295 |
|
| R3 |
1.9680 |
1.8810 |
1.6900 |
|
| R2 |
1.8244 |
1.8244 |
1.6768 |
|
| R1 |
1.7374 |
1.7374 |
1.6637 |
1.7091 |
| PP |
1.6808 |
1.6808 |
1.6808 |
1.6666 |
| S1 |
1.5938 |
1.5938 |
1.6373 |
1.5655 |
| S2 |
1.5372 |
1.5372 |
1.6242 |
|
| S3 |
1.3936 |
1.4502 |
1.6110 |
|
| S4 |
1.2500 |
1.3066 |
1.5715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7677 |
1.6241 |
0.1436 |
8.7% |
0.0570 |
3.5% |
18% |
False |
False |
42,798 |
| 10 |
1.9807 |
1.6241 |
0.3566 |
21.6% |
0.0760 |
4.6% |
7% |
False |
False |
41,833 |
| 20 |
2.0844 |
1.6241 |
0.4603 |
27.9% |
0.0722 |
4.4% |
6% |
False |
False |
37,191 |
| 40 |
2.0844 |
1.6241 |
0.4603 |
27.9% |
0.0627 |
3.8% |
6% |
False |
False |
26,675 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
42.6% |
0.0584 |
3.5% |
38% |
False |
False |
19,656 |
| 80 |
2.0844 |
1.3720 |
0.7124 |
43.2% |
0.0569 |
3.4% |
39% |
False |
False |
15,674 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
56.5% |
0.0559 |
3.4% |
53% |
False |
False |
13,098 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
56.5% |
0.0557 |
3.4% |
53% |
False |
False |
11,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8513 |
|
2.618 |
1.7820 |
|
1.618 |
1.7395 |
|
1.000 |
1.7132 |
|
0.618 |
1.6970 |
|
HIGH |
1.6707 |
|
0.618 |
1.6545 |
|
0.500 |
1.6495 |
|
0.382 |
1.6444 |
|
LOW |
1.6282 |
|
0.618 |
1.6019 |
|
1.000 |
1.5857 |
|
1.618 |
1.5594 |
|
2.618 |
1.5169 |
|
4.250 |
1.4476 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6502 |
1.6721 |
| PP |
1.6498 |
1.6649 |
| S1 |
1.6495 |
1.6577 |
|