NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3040 |
-0.0260 |
-2.0% |
1.4000 |
| High |
1.3396 |
1.3040 |
-0.0356 |
-2.7% |
1.4207 |
| Low |
1.2929 |
1.2145 |
-0.0784 |
-6.1% |
1.2929 |
| Close |
1.3053 |
1.2137 |
-0.0916 |
-7.0% |
1.3053 |
| Range |
0.0467 |
0.0895 |
0.0428 |
91.6% |
0.1278 |
| ATR |
0.0529 |
0.0556 |
0.0027 |
5.1% |
0.0000 |
| Volume |
2,774 |
1,877 |
-897 |
-32.3% |
14,046 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5126 |
1.4526 |
1.2629 |
|
| R3 |
1.4231 |
1.3631 |
1.2383 |
|
| R2 |
1.3336 |
1.3336 |
1.2301 |
|
| R1 |
1.2736 |
1.2736 |
1.2219 |
1.2589 |
| PP |
1.2441 |
1.2441 |
1.2441 |
1.2367 |
| S1 |
1.1841 |
1.1841 |
1.2055 |
1.1694 |
| S2 |
1.1546 |
1.1546 |
1.1973 |
|
| S3 |
1.0651 |
1.0946 |
1.1891 |
|
| S4 |
0.9756 |
1.0051 |
1.1645 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7230 |
1.6420 |
1.3756 |
|
| R3 |
1.5952 |
1.5142 |
1.3404 |
|
| R2 |
1.4674 |
1.4674 |
1.3287 |
|
| R1 |
1.3864 |
1.3864 |
1.3170 |
1.3630 |
| PP |
1.3396 |
1.3396 |
1.3396 |
1.3280 |
| S1 |
1.2586 |
1.2586 |
1.2936 |
1.2352 |
| S2 |
1.2118 |
1.2118 |
1.2819 |
|
| S3 |
1.0840 |
1.1308 |
1.2702 |
|
| S4 |
0.9562 |
1.0030 |
1.2350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4207 |
1.2145 |
0.2062 |
17.0% |
0.0551 |
4.5% |
0% |
False |
True |
3,009 |
| 10 |
1.4207 |
1.2145 |
0.2062 |
17.0% |
0.0492 |
4.1% |
0% |
False |
True |
2,202 |
| 20 |
1.4207 |
1.2145 |
0.2062 |
17.0% |
0.0549 |
4.5% |
0% |
False |
True |
1,946 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
29.2% |
0.0438 |
3.6% |
20% |
False |
False |
1,446 |
| 60 |
1.5191 |
1.1425 |
0.3766 |
31.0% |
0.0393 |
3.2% |
19% |
False |
False |
1,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6844 |
|
2.618 |
1.5383 |
|
1.618 |
1.4488 |
|
1.000 |
1.3935 |
|
0.618 |
1.3593 |
|
HIGH |
1.3040 |
|
0.618 |
1.2698 |
|
0.500 |
1.2593 |
|
0.382 |
1.2487 |
|
LOW |
1.2145 |
|
0.618 |
1.1592 |
|
1.000 |
1.1250 |
|
1.618 |
1.0697 |
|
2.618 |
0.9802 |
|
4.250 |
0.8341 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2593 |
1.2894 |
| PP |
1.2441 |
1.2641 |
| S1 |
1.2289 |
1.2389 |
|