NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6698 |
1.6501 |
-0.0197 |
-1.2% |
1.7530 |
| High |
1.6707 |
1.6658 |
-0.0049 |
-0.3% |
1.7677 |
| Low |
1.6282 |
1.6010 |
-0.0272 |
-1.7% |
1.6241 |
| Close |
1.6505 |
1.6394 |
-0.0111 |
-0.7% |
1.6505 |
| Range |
0.0425 |
0.0648 |
0.0223 |
52.5% |
0.1436 |
| ATR |
0.0706 |
0.0702 |
-0.0004 |
-0.6% |
0.0000 |
| Volume |
42,398 |
33,466 |
-8,932 |
-21.1% |
213,990 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8298 |
1.7994 |
1.6750 |
|
| R3 |
1.7650 |
1.7346 |
1.6572 |
|
| R2 |
1.7002 |
1.7002 |
1.6513 |
|
| R1 |
1.6698 |
1.6698 |
1.6453 |
1.6526 |
| PP |
1.6354 |
1.6354 |
1.6354 |
1.6268 |
| S1 |
1.6050 |
1.6050 |
1.6335 |
1.5878 |
| S2 |
1.5706 |
1.5706 |
1.6275 |
|
| S3 |
1.5058 |
1.5402 |
1.6216 |
|
| S4 |
1.4410 |
1.4754 |
1.6038 |
|
|
| 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 |
1.6010 |
0.1667 |
10.2% |
0.0617 |
3.8% |
23% |
False |
True |
40,870 |
| 10 |
1.9807 |
1.6010 |
0.3797 |
23.2% |
0.0755 |
4.6% |
10% |
False |
True |
41,145 |
| 20 |
2.0844 |
1.6010 |
0.4834 |
29.5% |
0.0734 |
4.5% |
8% |
False |
True |
37,398 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
29.5% |
0.0629 |
3.8% |
8% |
False |
True |
27,253 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
42.9% |
0.0590 |
3.6% |
37% |
False |
False |
20,175 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
43.0% |
0.0570 |
3.5% |
37% |
False |
False |
16,055 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
56.8% |
0.0562 |
3.4% |
52% |
False |
False |
13,414 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
56.8% |
0.0559 |
3.4% |
52% |
False |
False |
11,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9412 |
|
2.618 |
1.8354 |
|
1.618 |
1.7706 |
|
1.000 |
1.7306 |
|
0.618 |
1.7058 |
|
HIGH |
1.6658 |
|
0.618 |
1.6410 |
|
0.500 |
1.6334 |
|
0.382 |
1.6258 |
|
LOW |
1.6010 |
|
0.618 |
1.5610 |
|
1.000 |
1.5362 |
|
1.618 |
1.4962 |
|
2.618 |
1.4314 |
|
4.250 |
1.3256 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6374 |
1.6401 |
| PP |
1.6354 |
1.6398 |
| S1 |
1.6334 |
1.6396 |
|