NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9160 |
1.9270 |
0.0110 |
0.6% |
1.7555 |
| High |
1.9436 |
1.9475 |
0.0039 |
0.2% |
1.9368 |
| Low |
1.9070 |
1.8960 |
-0.0110 |
-0.6% |
1.7516 |
| Close |
1.9347 |
1.9106 |
-0.0241 |
-1.2% |
1.9159 |
| Range |
0.0366 |
0.0515 |
0.0149 |
40.7% |
0.1852 |
| ATR |
0.0636 |
0.0627 |
-0.0009 |
-1.4% |
0.0000 |
| Volume |
18,850 |
18,428 |
-422 |
-2.2% |
130,505 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0725 |
2.0431 |
1.9389 |
|
| R3 |
2.0210 |
1.9916 |
1.9248 |
|
| R2 |
1.9695 |
1.9695 |
1.9200 |
|
| R1 |
1.9401 |
1.9401 |
1.9153 |
1.9291 |
| PP |
1.9180 |
1.9180 |
1.9180 |
1.9125 |
| S1 |
1.8886 |
1.8886 |
1.9059 |
1.8776 |
| S2 |
1.8665 |
1.8665 |
1.9012 |
|
| S3 |
1.8150 |
1.8371 |
1.8964 |
|
| S4 |
1.7635 |
1.7856 |
1.8823 |
|
|
| 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 |
1.9475 |
1.7677 |
0.1798 |
9.4% |
0.0606 |
3.2% |
79% |
True |
False |
22,268 |
| 10 |
1.9475 |
1.6525 |
0.2950 |
15.4% |
0.0585 |
3.1% |
87% |
True |
False |
26,843 |
| 20 |
1.9807 |
1.6010 |
0.3797 |
19.9% |
0.0641 |
3.4% |
82% |
False |
False |
33,915 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
25.3% |
0.0644 |
3.4% |
64% |
False |
False |
31,025 |
| 60 |
2.0844 |
1.5283 |
0.5561 |
29.1% |
0.0598 |
3.1% |
69% |
False |
False |
24,343 |
| 80 |
2.0844 |
1.3810 |
0.7034 |
36.8% |
0.0578 |
3.0% |
75% |
False |
False |
19,399 |
| 100 |
2.0844 |
1.2700 |
0.8144 |
42.6% |
0.0569 |
3.0% |
79% |
False |
False |
16,162 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
48.8% |
0.0559 |
2.9% |
81% |
False |
False |
13,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1664 |
|
2.618 |
2.0823 |
|
1.618 |
2.0308 |
|
1.000 |
1.9990 |
|
0.618 |
1.9793 |
|
HIGH |
1.9475 |
|
0.618 |
1.9278 |
|
0.500 |
1.9218 |
|
0.382 |
1.9157 |
|
LOW |
1.8960 |
|
0.618 |
1.8642 |
|
1.000 |
1.8445 |
|
1.618 |
1.8127 |
|
2.618 |
1.7612 |
|
4.250 |
1.6771 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9218 |
1.9213 |
| PP |
1.9180 |
1.9177 |
| S1 |
1.9143 |
1.9142 |
|