NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6970 |
1.6660 |
-0.0310 |
-1.8% |
1.6650 |
| High |
1.6972 |
1.7238 |
0.0266 |
1.6% |
1.7050 |
| Low |
1.6449 |
1.6650 |
0.0201 |
1.2% |
1.6342 |
| Close |
1.6515 |
1.7211 |
0.0696 |
4.2% |
1.6515 |
| Range |
0.0523 |
0.0588 |
0.0065 |
12.4% |
0.0708 |
| ATR |
0.0544 |
0.0557 |
0.0013 |
2.4% |
0.0000 |
| Volume |
9,702 |
10,977 |
1,275 |
13.1% |
39,956 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8797 |
1.8592 |
1.7534 |
|
| R3 |
1.8209 |
1.8004 |
1.7373 |
|
| R2 |
1.7621 |
1.7621 |
1.7319 |
|
| R1 |
1.7416 |
1.7416 |
1.7265 |
1.7519 |
| PP |
1.7033 |
1.7033 |
1.7033 |
1.7084 |
| S1 |
1.6828 |
1.6828 |
1.7157 |
1.6931 |
| S2 |
1.6445 |
1.6445 |
1.7103 |
|
| S3 |
1.5857 |
1.6240 |
1.7049 |
|
| S4 |
1.5269 |
1.5652 |
1.6888 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8760 |
1.8345 |
1.6904 |
|
| R3 |
1.8052 |
1.7637 |
1.6710 |
|
| R2 |
1.7344 |
1.7344 |
1.6645 |
|
| R1 |
1.6929 |
1.6929 |
1.6580 |
1.6783 |
| PP |
1.6636 |
1.6636 |
1.6636 |
1.6562 |
| S1 |
1.6221 |
1.6221 |
1.6450 |
1.6075 |
| S2 |
1.5928 |
1.5928 |
1.6385 |
|
| S3 |
1.5220 |
1.5513 |
1.6320 |
|
| S4 |
1.4512 |
1.4805 |
1.6126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7238 |
1.6438 |
0.0800 |
4.6% |
0.0503 |
2.9% |
97% |
True |
False |
9,056 |
| 10 |
1.7238 |
1.5769 |
0.1469 |
8.5% |
0.0487 |
2.8% |
98% |
True |
False |
8,013 |
| 20 |
1.7238 |
1.3810 |
0.3428 |
19.9% |
0.0505 |
2.9% |
99% |
True |
False |
6,610 |
| 40 |
1.7238 |
1.3793 |
0.3445 |
20.0% |
0.0519 |
3.0% |
99% |
True |
False |
5,173 |
| 60 |
1.7238 |
1.1817 |
0.5421 |
31.5% |
0.0516 |
3.0% |
100% |
True |
False |
4,461 |
| 80 |
1.7238 |
1.1525 |
0.5713 |
33.2% |
0.0524 |
3.0% |
100% |
True |
False |
3,837 |
| 100 |
1.7238 |
1.1425 |
0.5813 |
33.8% |
0.0486 |
2.8% |
100% |
True |
False |
3,290 |
| 120 |
1.7238 |
1.1425 |
0.5813 |
33.8% |
0.0463 |
2.7% |
100% |
True |
False |
2,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9737 |
|
2.618 |
1.8777 |
|
1.618 |
1.8189 |
|
1.000 |
1.7826 |
|
0.618 |
1.7601 |
|
HIGH |
1.7238 |
|
0.618 |
1.7013 |
|
0.500 |
1.6944 |
|
0.382 |
1.6875 |
|
LOW |
1.6650 |
|
0.618 |
1.6287 |
|
1.000 |
1.6062 |
|
1.618 |
1.5699 |
|
2.618 |
1.5111 |
|
4.250 |
1.4151 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7122 |
1.7089 |
| PP |
1.7033 |
1.6966 |
| S1 |
1.6944 |
1.6844 |
|