NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3025 |
1.3630 |
0.0605 |
4.6% |
1.4240 |
| High |
1.3170 |
1.4074 |
0.0904 |
6.9% |
1.4300 |
| Low |
1.2575 |
1.3500 |
0.0925 |
7.4% |
1.2550 |
| Close |
1.2947 |
1.3936 |
0.0989 |
7.6% |
1.2532 |
| Range |
0.0595 |
0.0574 |
-0.0021 |
-3.5% |
0.1750 |
| ATR |
0.0467 |
0.0515 |
0.0047 |
10.1% |
0.0000 |
| Volume |
487 |
865 |
378 |
77.6% |
3,942 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5559 |
1.5321 |
1.4252 |
|
| R3 |
1.4985 |
1.4747 |
1.4094 |
|
| R2 |
1.4411 |
1.4411 |
1.4041 |
|
| R1 |
1.4173 |
1.4173 |
1.3989 |
1.4292 |
| PP |
1.3837 |
1.3837 |
1.3837 |
1.3896 |
| S1 |
1.3599 |
1.3599 |
1.3883 |
1.3718 |
| S2 |
1.3263 |
1.3263 |
1.3831 |
|
| S3 |
1.2689 |
1.3025 |
1.3778 |
|
| S4 |
1.2115 |
1.2451 |
1.3620 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8377 |
1.7205 |
1.3495 |
|
| R3 |
1.6627 |
1.5455 |
1.3013 |
|
| R2 |
1.4877 |
1.4877 |
1.2853 |
|
| R1 |
1.3705 |
1.3705 |
1.2692 |
1.3416 |
| PP |
1.3127 |
1.3127 |
1.3127 |
1.2983 |
| S1 |
1.1955 |
1.1955 |
1.2372 |
1.1666 |
| S2 |
1.1377 |
1.1377 |
1.2211 |
|
| S3 |
0.9627 |
1.0205 |
1.2051 |
|
| S4 |
0.7877 |
0.8455 |
1.1570 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6514 |
|
2.618 |
1.5577 |
|
1.618 |
1.5003 |
|
1.000 |
1.4648 |
|
0.618 |
1.4429 |
|
HIGH |
1.4074 |
|
0.618 |
1.3855 |
|
0.500 |
1.3787 |
|
0.382 |
1.3719 |
|
LOW |
1.3500 |
|
0.618 |
1.3145 |
|
1.000 |
1.2926 |
|
1.618 |
1.2571 |
|
2.618 |
1.1997 |
|
4.250 |
1.1061 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3886 |
1.3732 |
| PP |
1.3837 |
1.3528 |
| S1 |
1.3787 |
1.3325 |
|