NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3040 |
1.1716 |
-0.1324 |
-10.2% |
1.4000 |
| High |
1.3040 |
1.1863 |
-0.1177 |
-9.0% |
1.4207 |
| Low |
1.2145 |
1.1567 |
-0.0578 |
-4.8% |
1.2929 |
| Close |
1.2137 |
1.1577 |
-0.0560 |
-4.6% |
1.3053 |
| Range |
0.0895 |
0.0296 |
-0.0599 |
-66.9% |
0.1278 |
| ATR |
0.0556 |
0.0557 |
0.0001 |
0.2% |
0.0000 |
| Volume |
1,877 |
1,933 |
56 |
3.0% |
14,046 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2557 |
1.2363 |
1.1740 |
|
| R3 |
1.2261 |
1.2067 |
1.1658 |
|
| R2 |
1.1965 |
1.1965 |
1.1631 |
|
| R1 |
1.1771 |
1.1771 |
1.1604 |
1.1720 |
| PP |
1.1669 |
1.1669 |
1.1669 |
1.1644 |
| S1 |
1.1475 |
1.1475 |
1.1550 |
1.1424 |
| S2 |
1.1373 |
1.1373 |
1.1523 |
|
| S3 |
1.1077 |
1.1179 |
1.1496 |
|
| S4 |
1.0781 |
1.0883 |
1.1414 |
|
|
| 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 |
1.3880 |
1.1567 |
0.2313 |
20.0% |
0.0475 |
4.1% |
0% |
False |
True |
3,148 |
| 10 |
1.4207 |
1.1567 |
0.2640 |
22.8% |
0.0501 |
4.3% |
0% |
False |
True |
2,267 |
| 20 |
1.4207 |
1.1567 |
0.2640 |
22.8% |
0.0544 |
4.7% |
0% |
False |
True |
2,014 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
30.7% |
0.0428 |
3.7% |
4% |
False |
False |
1,468 |
| 60 |
1.5191 |
1.1425 |
0.3766 |
32.5% |
0.0394 |
3.4% |
4% |
False |
False |
1,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3121 |
|
2.618 |
1.2638 |
|
1.618 |
1.2342 |
|
1.000 |
1.2159 |
|
0.618 |
1.2046 |
|
HIGH |
1.1863 |
|
0.618 |
1.1750 |
|
0.500 |
1.1715 |
|
0.382 |
1.1680 |
|
LOW |
1.1567 |
|
0.618 |
1.1384 |
|
1.000 |
1.1271 |
|
1.618 |
1.1088 |
|
2.618 |
1.0792 |
|
4.250 |
1.0309 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1715 |
1.2482 |
| PP |
1.1669 |
1.2180 |
| S1 |
1.1623 |
1.1879 |
|