NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2.0250 |
2.0090 |
-0.0160 |
-0.8% |
1.9350 |
| High |
2.0378 |
2.0844 |
0.0466 |
2.3% |
2.0526 |
| Low |
1.9837 |
2.0090 |
0.0253 |
1.3% |
1.9047 |
| Close |
2.0306 |
2.0435 |
0.0129 |
0.6% |
2.0247 |
| Range |
0.0541 |
0.0754 |
0.0213 |
39.4% |
0.1479 |
| ATR |
0.0533 |
0.0548 |
0.0016 |
3.0% |
0.0000 |
| Volume |
15,134 |
23,390 |
8,256 |
54.6% |
118,775 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2718 |
2.2331 |
2.0850 |
|
| R3 |
2.1964 |
2.1577 |
2.0642 |
|
| R2 |
2.1210 |
2.1210 |
2.0573 |
|
| R1 |
2.0823 |
2.0823 |
2.0504 |
2.1017 |
| PP |
2.0456 |
2.0456 |
2.0456 |
2.0553 |
| S1 |
2.0069 |
2.0069 |
2.0366 |
2.0263 |
| S2 |
1.9702 |
1.9702 |
2.0297 |
|
| S3 |
1.8948 |
1.9315 |
2.0228 |
|
| S4 |
1.8194 |
1.8561 |
2.0020 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.4377 |
2.3791 |
2.1060 |
|
| R3 |
2.2898 |
2.2312 |
2.0654 |
|
| R2 |
2.1419 |
2.1419 |
2.0518 |
|
| R1 |
2.0833 |
2.0833 |
2.0383 |
2.1126 |
| PP |
1.9940 |
1.9940 |
1.9940 |
2.0087 |
| S1 |
1.9354 |
1.9354 |
2.0111 |
1.9647 |
| S2 |
1.8461 |
1.8461 |
1.9976 |
|
| S3 |
1.6982 |
1.7875 |
1.9840 |
|
| S4 |
1.5503 |
1.6396 |
1.9434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0844 |
1.9505 |
0.1339 |
6.6% |
0.0539 |
2.6% |
69% |
True |
False |
23,133 |
| 10 |
2.0844 |
1.8489 |
0.2355 |
11.5% |
0.0575 |
2.8% |
83% |
True |
False |
21,520 |
| 20 |
2.0844 |
1.6944 |
0.3900 |
19.1% |
0.0534 |
2.6% |
90% |
True |
False |
18,001 |
| 40 |
2.0844 |
1.3810 |
0.7034 |
34.4% |
0.0519 |
2.5% |
94% |
True |
False |
12,305 |
| 60 |
2.0844 |
1.3793 |
0.7051 |
34.5% |
0.0524 |
2.6% |
94% |
True |
False |
9,449 |
| 80 |
2.0844 |
1.1817 |
0.9027 |
44.2% |
0.0520 |
2.5% |
95% |
True |
False |
7,846 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
45.6% |
0.0526 |
2.6% |
96% |
True |
False |
6,669 |
| 120 |
2.0844 |
1.1425 |
0.9419 |
46.1% |
0.0494 |
2.4% |
96% |
True |
False |
5,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.4049 |
|
2.618 |
2.2818 |
|
1.618 |
2.2064 |
|
1.000 |
2.1598 |
|
0.618 |
2.1310 |
|
HIGH |
2.0844 |
|
0.618 |
2.0556 |
|
0.500 |
2.0467 |
|
0.382 |
2.0378 |
|
LOW |
2.0090 |
|
0.618 |
1.9624 |
|
1.000 |
1.9336 |
|
1.618 |
1.8870 |
|
2.618 |
1.8116 |
|
4.250 |
1.6886 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.0467 |
2.0404 |
| PP |
2.0456 |
2.0372 |
| S1 |
2.0446 |
2.0341 |
|