NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8397 |
1.9076 |
0.0679 |
3.7% |
1.7555 |
| High |
1.9279 |
1.9368 |
0.0089 |
0.5% |
1.9368 |
| Low |
1.8335 |
1.8950 |
0.0615 |
3.4% |
1.7516 |
| Close |
1.9132 |
1.9159 |
0.0027 |
0.1% |
1.9159 |
| Range |
0.0944 |
0.0418 |
-0.0526 |
-55.7% |
0.1852 |
| ATR |
0.0675 |
0.0657 |
-0.0018 |
-2.7% |
0.0000 |
| Volume |
27,748 |
19,582 |
-8,166 |
-29.4% |
130,505 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0413 |
2.0204 |
1.9389 |
|
| R3 |
1.9995 |
1.9786 |
1.9274 |
|
| R2 |
1.9577 |
1.9577 |
1.9236 |
|
| R1 |
1.9368 |
1.9368 |
1.9197 |
1.9473 |
| PP |
1.9159 |
1.9159 |
1.9159 |
1.9211 |
| S1 |
1.8950 |
1.8950 |
1.9121 |
1.9055 |
| S2 |
1.8741 |
1.8741 |
1.9082 |
|
| S3 |
1.8323 |
1.8532 |
1.9044 |
|
| S4 |
1.7905 |
1.8114 |
1.8929 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.4237 |
2.3550 |
2.0178 |
|
| R3 |
2.2385 |
2.1698 |
1.9668 |
|
| R2 |
2.0533 |
2.0533 |
1.9499 |
|
| R1 |
1.9846 |
1.9846 |
1.9329 |
2.0190 |
| PP |
1.8681 |
1.8681 |
1.8681 |
1.8853 |
| S1 |
1.7994 |
1.7994 |
1.8989 |
1.8338 |
| S2 |
1.6829 |
1.6829 |
1.8819 |
|
| S3 |
1.4977 |
1.6142 |
1.8650 |
|
| S4 |
1.3125 |
1.4290 |
1.8140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9368 |
1.7516 |
0.1852 |
9.7% |
0.0631 |
3.3% |
89% |
True |
False |
26,101 |
| 10 |
1.9368 |
1.6010 |
0.3358 |
17.5% |
0.0597 |
3.1% |
94% |
True |
False |
29,975 |
| 20 |
1.9807 |
1.6010 |
0.3797 |
19.8% |
0.0679 |
3.5% |
83% |
False |
False |
35,904 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
25.2% |
0.0640 |
3.3% |
65% |
False |
False |
30,861 |
| 60 |
2.0844 |
1.4450 |
0.6394 |
33.4% |
0.0602 |
3.1% |
74% |
False |
False |
23,942 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
36.8% |
0.0584 |
3.0% |
76% |
False |
False |
19,060 |
| 100 |
2.0844 |
1.2700 |
0.8144 |
42.5% |
0.0569 |
3.0% |
79% |
False |
False |
15,856 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
48.6% |
0.0557 |
2.9% |
82% |
False |
False |
13,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1145 |
|
2.618 |
2.0462 |
|
1.618 |
2.0044 |
|
1.000 |
1.9786 |
|
0.618 |
1.9626 |
|
HIGH |
1.9368 |
|
0.618 |
1.9208 |
|
0.500 |
1.9159 |
|
0.382 |
1.9110 |
|
LOW |
1.8950 |
|
0.618 |
1.8692 |
|
1.000 |
1.8532 |
|
1.618 |
1.8274 |
|
2.618 |
1.7856 |
|
4.250 |
1.7174 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9159 |
1.8947 |
| PP |
1.9159 |
1.8735 |
| S1 |
1.9159 |
1.8523 |
|