NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6448 |
1.6574 |
0.0126 |
0.8% |
1.7530 |
| High |
1.6710 |
1.7177 |
0.0467 |
2.8% |
1.7677 |
| Low |
1.6350 |
1.6525 |
0.0175 |
1.1% |
1.6241 |
| Close |
1.6466 |
1.7081 |
0.0615 |
3.7% |
1.6505 |
| Range |
0.0360 |
0.0652 |
0.0292 |
81.1% |
0.1436 |
| ATR |
0.0677 |
0.0680 |
0.0002 |
0.4% |
0.0000 |
| Volume |
35,134 |
33,534 |
-1,600 |
-4.6% |
213,990 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8884 |
1.8634 |
1.7440 |
|
| R3 |
1.8232 |
1.7982 |
1.7260 |
|
| R2 |
1.7580 |
1.7580 |
1.7201 |
|
| R1 |
1.7330 |
1.7330 |
1.7141 |
1.7455 |
| PP |
1.6928 |
1.6928 |
1.6928 |
1.6990 |
| S1 |
1.6678 |
1.6678 |
1.7021 |
1.6803 |
| S2 |
1.6276 |
1.6276 |
1.6961 |
|
| S3 |
1.5624 |
1.6026 |
1.6902 |
|
| S4 |
1.4972 |
1.5374 |
1.6722 |
|
|
| 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 |
1.7177 |
1.6010 |
0.1167 |
6.8% |
0.0527 |
3.1% |
92% |
True |
False |
40,060 |
| 10 |
1.9506 |
1.6010 |
0.3496 |
20.5% |
0.0654 |
3.8% |
31% |
False |
False |
40,822 |
| 20 |
2.0450 |
1.6010 |
0.4440 |
26.0% |
0.0720 |
4.2% |
24% |
False |
False |
38,905 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
28.3% |
0.0627 |
3.7% |
22% |
False |
False |
28,453 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
41.2% |
0.0586 |
3.4% |
47% |
False |
False |
21,172 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
41.3% |
0.0573 |
3.4% |
47% |
False |
False |
16,813 |
| 100 |
2.0844 |
1.1817 |
0.9027 |
52.8% |
0.0560 |
3.3% |
58% |
False |
False |
14,058 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
54.6% |
0.0559 |
3.3% |
60% |
False |
False |
12,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9948 |
|
2.618 |
1.8884 |
|
1.618 |
1.8232 |
|
1.000 |
1.7829 |
|
0.618 |
1.7580 |
|
HIGH |
1.7177 |
|
0.618 |
1.6928 |
|
0.500 |
1.6851 |
|
0.382 |
1.6774 |
|
LOW |
1.6525 |
|
0.618 |
1.6122 |
|
1.000 |
1.5873 |
|
1.618 |
1.5470 |
|
2.618 |
1.4818 |
|
4.250 |
1.3754 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7004 |
1.6919 |
| PP |
1.6928 |
1.6756 |
| S1 |
1.6851 |
1.6594 |
|