NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8468 |
1.9899 |
0.1431 |
7.7% |
1.9160 |
| High |
2.0000 |
2.0650 |
0.0650 |
3.3% |
2.0650 |
| Low |
1.8450 |
1.9491 |
0.1041 |
5.6% |
1.8263 |
| Close |
1.9911 |
2.0448 |
0.0537 |
2.7% |
2.0448 |
| Range |
0.1550 |
0.1159 |
-0.0391 |
-25.2% |
0.2387 |
| ATR |
0.0710 |
0.0742 |
0.0032 |
4.5% |
0.0000 |
| Volume |
16,406 |
14,894 |
-1,512 |
-9.2% |
85,899 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.3673 |
2.3220 |
2.1085 |
|
| R3 |
2.2514 |
2.2061 |
2.0767 |
|
| R2 |
2.1355 |
2.1355 |
2.0660 |
|
| R1 |
2.0902 |
2.0902 |
2.0554 |
2.1129 |
| PP |
2.0196 |
2.0196 |
2.0196 |
2.0310 |
| S1 |
1.9743 |
1.9743 |
2.0342 |
1.9970 |
| S2 |
1.9037 |
1.9037 |
2.0236 |
|
| S3 |
1.7878 |
1.8584 |
2.0129 |
|
| S4 |
1.6719 |
1.7425 |
1.9811 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.6948 |
2.6085 |
2.1761 |
|
| R3 |
2.4561 |
2.3698 |
2.1104 |
|
| R2 |
2.2174 |
2.2174 |
2.0886 |
|
| R1 |
2.1311 |
2.1311 |
2.0667 |
2.1743 |
| PP |
1.9787 |
1.9787 |
1.9787 |
2.0003 |
| S1 |
1.8924 |
1.8924 |
2.0229 |
1.9356 |
| S2 |
1.7400 |
1.7400 |
2.0010 |
|
| S3 |
1.5013 |
1.6537 |
1.9792 |
|
| S4 |
1.2626 |
1.4150 |
1.9135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0650 |
1.8263 |
0.2387 |
11.7% |
0.0892 |
4.4% |
92% |
True |
False |
17,179 |
| 10 |
2.0650 |
1.7516 |
0.3134 |
15.3% |
0.0762 |
3.7% |
94% |
True |
False |
21,640 |
| 20 |
2.0650 |
1.6010 |
0.4640 |
22.7% |
0.0664 |
3.2% |
96% |
True |
False |
29,982 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
23.6% |
0.0684 |
3.3% |
92% |
False |
False |
31,031 |
| 60 |
2.0844 |
1.6010 |
0.4834 |
23.6% |
0.0631 |
3.1% |
92% |
False |
False |
24,868 |
| 80 |
2.0844 |
1.3810 |
0.7034 |
34.4% |
0.0606 |
3.0% |
94% |
False |
False |
19,845 |
| 100 |
2.0844 |
1.2700 |
0.8144 |
39.8% |
0.0593 |
2.9% |
95% |
False |
False |
16,545 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
45.6% |
0.0576 |
2.8% |
96% |
False |
False |
14,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.5576 |
|
2.618 |
2.3684 |
|
1.618 |
2.2525 |
|
1.000 |
2.1809 |
|
0.618 |
2.1366 |
|
HIGH |
2.0650 |
|
0.618 |
2.0207 |
|
0.500 |
2.0071 |
|
0.382 |
1.9934 |
|
LOW |
1.9491 |
|
0.618 |
1.8775 |
|
1.000 |
1.8332 |
|
1.618 |
1.7616 |
|
2.618 |
1.6457 |
|
4.250 |
1.4565 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.0322 |
2.0118 |
| PP |
2.0196 |
1.9787 |
| S1 |
2.0071 |
1.9457 |
|