NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4000 |
1.4200 |
0.0200 |
1.4% |
1.2633 |
| High |
1.4181 |
1.4207 |
0.0026 |
0.2% |
1.3971 |
| Low |
1.3774 |
1.3530 |
-0.0244 |
-1.8% |
1.2249 |
| Close |
1.3751 |
1.3469 |
-0.0282 |
-2.1% |
1.3742 |
| Range |
0.0407 |
0.0677 |
0.0270 |
66.3% |
0.1722 |
| ATR |
0.0547 |
0.0557 |
0.0009 |
1.7% |
0.0000 |
| Volume |
874 |
1,240 |
366 |
41.9% |
7,680 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5766 |
1.5295 |
1.3841 |
|
| R3 |
1.5089 |
1.4618 |
1.3655 |
|
| R2 |
1.4412 |
1.4412 |
1.3593 |
|
| R1 |
1.3941 |
1.3941 |
1.3531 |
1.3838 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3684 |
| S1 |
1.3264 |
1.3264 |
1.3407 |
1.3161 |
| S2 |
1.3058 |
1.3058 |
1.3345 |
|
| S3 |
1.2381 |
1.2587 |
1.3283 |
|
| S4 |
1.1704 |
1.1910 |
1.3097 |
|
|
| 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 |
1.4207 |
1.2987 |
0.1220 |
9.1% |
0.0528 |
3.9% |
40% |
True |
False |
1,385 |
| 10 |
1.4207 |
1.2249 |
0.1958 |
14.5% |
0.0535 |
4.0% |
62% |
True |
False |
1,407 |
| 20 |
1.4207 |
1.2249 |
0.1958 |
14.5% |
0.0506 |
3.8% |
62% |
True |
False |
1,562 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
26.4% |
0.0444 |
3.3% |
58% |
False |
False |
1,177 |
| 60 |
1.5887 |
1.1425 |
0.4462 |
33.1% |
0.0363 |
2.7% |
46% |
False |
False |
979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7084 |
|
2.618 |
1.5979 |
|
1.618 |
1.5302 |
|
1.000 |
1.4884 |
|
0.618 |
1.4625 |
|
HIGH |
1.4207 |
|
0.618 |
1.3948 |
|
0.500 |
1.3869 |
|
0.382 |
1.3789 |
|
LOW |
1.3530 |
|
0.618 |
1.3112 |
|
1.000 |
1.2853 |
|
1.618 |
1.2435 |
|
2.618 |
1.1758 |
|
4.250 |
1.0653 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3869 |
1.3785 |
| PP |
1.3735 |
1.3679 |
| S1 |
1.3602 |
1.3574 |
|