NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3364 |
1.4000 |
0.0636 |
4.8% |
1.2633 |
| High |
1.3971 |
1.4181 |
0.0210 |
1.5% |
1.3971 |
| Low |
1.3362 |
1.3774 |
0.0412 |
3.1% |
1.2249 |
| Close |
1.3742 |
1.3751 |
0.0009 |
0.1% |
1.3742 |
| Range |
0.0609 |
0.0407 |
-0.0202 |
-33.2% |
0.1722 |
| ATR |
0.0556 |
0.0547 |
-0.0008 |
-1.5% |
0.0000 |
| Volume |
1,327 |
874 |
-453 |
-34.1% |
7,680 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5123 |
1.4844 |
1.3975 |
|
| R3 |
1.4716 |
1.4437 |
1.3863 |
|
| R2 |
1.4309 |
1.4309 |
1.3826 |
|
| R1 |
1.4030 |
1.4030 |
1.3788 |
1.3966 |
| PP |
1.3902 |
1.3902 |
1.3902 |
1.3870 |
| S1 |
1.3623 |
1.3623 |
1.3714 |
1.3559 |
| S2 |
1.3495 |
1.3495 |
1.3676 |
|
| S3 |
1.3088 |
1.3216 |
1.3639 |
|
| S4 |
1.2681 |
1.2809 |
1.3527 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8487 |
1.7836 |
1.4689 |
|
| R3 |
1.6765 |
1.6114 |
1.4216 |
|
| R2 |
1.5043 |
1.5043 |
1.4058 |
|
| R1 |
1.4392 |
1.4392 |
1.3900 |
1.4718 |
| PP |
1.3321 |
1.3321 |
1.3321 |
1.3483 |
| S1 |
1.2670 |
1.2670 |
1.3584 |
1.2996 |
| S2 |
1.1599 |
1.1599 |
1.3426 |
|
| S3 |
0.9877 |
1.0948 |
1.3268 |
|
| S4 |
0.8155 |
0.9226 |
1.2795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4181 |
1.2725 |
0.1456 |
10.6% |
0.0433 |
3.1% |
70% |
True |
False |
1,394 |
| 10 |
1.4181 |
1.2249 |
0.1932 |
14.0% |
0.0517 |
3.8% |
78% |
True |
False |
1,402 |
| 20 |
1.4181 |
1.2249 |
0.1932 |
14.0% |
0.0484 |
3.5% |
78% |
True |
False |
1,595 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
25.8% |
0.0442 |
3.2% |
66% |
False |
False |
1,167 |
| 60 |
1.5887 |
1.1425 |
0.4462 |
32.4% |
0.0356 |
2.6% |
52% |
False |
False |
961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5911 |
|
2.618 |
1.5247 |
|
1.618 |
1.4840 |
|
1.000 |
1.4588 |
|
0.618 |
1.4433 |
|
HIGH |
1.4181 |
|
0.618 |
1.4026 |
|
0.500 |
1.3978 |
|
0.382 |
1.3929 |
|
LOW |
1.3774 |
|
0.618 |
1.3522 |
|
1.000 |
1.3367 |
|
1.618 |
1.3115 |
|
2.618 |
1.2708 |
|
4.250 |
1.2044 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3978 |
1.3741 |
| PP |
1.3902 |
1.3731 |
| S1 |
1.3827 |
1.3722 |
|