NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9270 |
1.9040 |
-0.0230 |
-1.2% |
1.7555 |
| High |
1.9475 |
1.9135 |
-0.0340 |
-1.7% |
1.9368 |
| Low |
1.8960 |
1.8263 |
-0.0697 |
-3.7% |
1.7516 |
| Close |
1.9106 |
1.8550 |
-0.0556 |
-2.9% |
1.9159 |
| Range |
0.0515 |
0.0872 |
0.0357 |
69.3% |
0.1852 |
| ATR |
0.0627 |
0.0645 |
0.0017 |
2.8% |
0.0000 |
| Volume |
18,428 |
17,321 |
-1,107 |
-6.0% |
130,505 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1265 |
2.0780 |
1.9030 |
|
| R3 |
2.0393 |
1.9908 |
1.8790 |
|
| R2 |
1.9521 |
1.9521 |
1.8710 |
|
| R1 |
1.9036 |
1.9036 |
1.8630 |
1.8843 |
| PP |
1.8649 |
1.8649 |
1.8649 |
1.8553 |
| S1 |
1.8164 |
1.8164 |
1.8470 |
1.7971 |
| S2 |
1.7777 |
1.7777 |
1.8390 |
|
| S3 |
1.6905 |
1.7292 |
1.8310 |
|
| S4 |
1.6033 |
1.6420 |
1.8070 |
|
|
| 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 |
1.8263 |
0.1212 |
6.5% |
0.0623 |
3.4% |
24% |
False |
True |
20,385 |
| 10 |
1.9475 |
1.6807 |
0.2668 |
14.4% |
0.0607 |
3.3% |
65% |
False |
False |
25,221 |
| 20 |
1.9506 |
1.6010 |
0.3496 |
18.8% |
0.0630 |
3.4% |
73% |
False |
False |
33,022 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
26.1% |
0.0655 |
3.5% |
53% |
False |
False |
31,138 |
| 60 |
2.0844 |
1.5769 |
0.5075 |
27.4% |
0.0600 |
3.2% |
55% |
False |
False |
24,508 |
| 80 |
2.0844 |
1.3810 |
0.7034 |
37.9% |
0.0582 |
3.1% |
67% |
False |
False |
19,542 |
| 100 |
2.0844 |
1.2700 |
0.8144 |
43.9% |
0.0575 |
3.1% |
72% |
False |
False |
16,309 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
50.2% |
0.0562 |
3.0% |
75% |
False |
False |
14,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2841 |
|
2.618 |
2.1418 |
|
1.618 |
2.0546 |
|
1.000 |
2.0007 |
|
0.618 |
1.9674 |
|
HIGH |
1.9135 |
|
0.618 |
1.8802 |
|
0.500 |
1.8699 |
|
0.382 |
1.8596 |
|
LOW |
1.8263 |
|
0.618 |
1.7724 |
|
1.000 |
1.7391 |
|
1.618 |
1.6852 |
|
2.618 |
1.5980 |
|
4.250 |
1.4557 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8699 |
1.8869 |
| PP |
1.8649 |
1.8763 |
| S1 |
1.8600 |
1.8656 |
|