NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8593 |
1.7530 |
-0.1063 |
-5.7% |
1.8750 |
| High |
1.8696 |
1.7609 |
-0.1087 |
-5.8% |
1.9807 |
| Low |
1.7755 |
1.7195 |
-0.0560 |
-3.2% |
1.7755 |
| Close |
1.7908 |
1.7404 |
-0.0504 |
-2.8% |
1.7908 |
| Range |
0.0941 |
0.0414 |
-0.0527 |
-56.0% |
0.2052 |
| ATR |
0.0733 |
0.0731 |
-0.0001 |
-0.2% |
0.0000 |
| Volume |
52,755 |
43,102 |
-9,653 |
-18.3% |
164,003 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8645 |
1.8438 |
1.7632 |
|
| R3 |
1.8231 |
1.8024 |
1.7518 |
|
| R2 |
1.7817 |
1.7817 |
1.7480 |
|
| R1 |
1.7610 |
1.7610 |
1.7442 |
1.7507 |
| PP |
1.7403 |
1.7403 |
1.7403 |
1.7351 |
| S1 |
1.7196 |
1.7196 |
1.7366 |
1.7093 |
| S2 |
1.6989 |
1.6989 |
1.7328 |
|
| S3 |
1.6575 |
1.6782 |
1.7290 |
|
| S4 |
1.6161 |
1.6368 |
1.7176 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.4646 |
2.3329 |
1.9037 |
|
| R3 |
2.2594 |
2.1277 |
1.8472 |
|
| R2 |
2.0542 |
2.0542 |
1.8284 |
|
| R1 |
1.9225 |
1.9225 |
1.8096 |
1.8858 |
| PP |
1.8490 |
1.8490 |
1.8490 |
1.8306 |
| S1 |
1.7173 |
1.7173 |
1.7720 |
1.6806 |
| S2 |
1.6438 |
1.6438 |
1.7532 |
|
| S3 |
1.4386 |
1.5121 |
1.7344 |
|
| S4 |
1.2334 |
1.3069 |
1.6779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9807 |
1.7195 |
0.2612 |
15.0% |
0.0893 |
5.1% |
8% |
False |
True |
41,421 |
| 10 |
1.9807 |
1.7195 |
0.2612 |
15.0% |
0.0813 |
4.7% |
8% |
False |
True |
42,133 |
| 20 |
2.0844 |
1.7195 |
0.3649 |
21.0% |
0.0694 |
4.0% |
6% |
False |
True |
33,119 |
| 40 |
2.0844 |
1.6342 |
0.4502 |
25.9% |
0.0606 |
3.5% |
24% |
False |
False |
23,162 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
40.4% |
0.0579 |
3.3% |
51% |
False |
False |
17,136 |
| 80 |
2.0844 |
1.2725 |
0.8119 |
46.7% |
0.0572 |
3.3% |
58% |
False |
False |
13,681 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
53.5% |
0.0555 |
3.2% |
63% |
False |
False |
11,528 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
53.5% |
0.0547 |
3.1% |
63% |
False |
False |
9,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9369 |
|
2.618 |
1.8693 |
|
1.618 |
1.8279 |
|
1.000 |
1.8023 |
|
0.618 |
1.7865 |
|
HIGH |
1.7609 |
|
0.618 |
1.7451 |
|
0.500 |
1.7402 |
|
0.382 |
1.7353 |
|
LOW |
1.7195 |
|
0.618 |
1.6939 |
|
1.000 |
1.6781 |
|
1.618 |
1.6525 |
|
2.618 |
1.6111 |
|
4.250 |
1.5436 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7403 |
1.8351 |
| PP |
1.7403 |
1.8035 |
| S1 |
1.7402 |
1.7720 |
|