NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1525 |
1.1955 |
0.0430 |
3.7% |
1.3040 |
| High |
1.2315 |
1.2241 |
-0.0074 |
-0.6% |
1.3040 |
| Low |
1.1525 |
1.1783 |
0.0258 |
2.2% |
1.1525 |
| Close |
1.2315 |
1.2225 |
-0.0090 |
-0.7% |
1.2225 |
| Range |
0.0790 |
0.0458 |
-0.0332 |
-42.0% |
0.1515 |
| ATR |
0.0574 |
0.0571 |
-0.0003 |
-0.5% |
0.0000 |
| Volume |
1,345 |
2,896 |
1,551 |
115.3% |
8,051 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3457 |
1.3299 |
1.2477 |
|
| R3 |
1.2999 |
1.2841 |
1.2351 |
|
| R2 |
1.2541 |
1.2541 |
1.2309 |
|
| R1 |
1.2383 |
1.2383 |
1.2267 |
1.2462 |
| PP |
1.2083 |
1.2083 |
1.2083 |
1.2123 |
| S1 |
1.1925 |
1.1925 |
1.2183 |
1.2004 |
| S2 |
1.1625 |
1.1625 |
1.2141 |
|
| S3 |
1.1167 |
1.1467 |
1.2099 |
|
| S4 |
1.0709 |
1.1009 |
1.1973 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6808 |
1.6032 |
1.3058 |
|
| R3 |
1.5293 |
1.4517 |
1.2642 |
|
| R2 |
1.3778 |
1.3778 |
1.2503 |
|
| R1 |
1.3002 |
1.3002 |
1.2364 |
1.2633 |
| PP |
1.2263 |
1.2263 |
1.2263 |
1.2079 |
| S1 |
1.1487 |
1.1487 |
1.2086 |
1.1118 |
| S2 |
1.0748 |
1.0748 |
1.1947 |
|
| S3 |
0.9233 |
0.9972 |
1.1808 |
|
| S4 |
0.7718 |
0.8457 |
1.1392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3396 |
1.1525 |
0.1871 |
15.3% |
0.0581 |
4.8% |
37% |
False |
False |
2,165 |
| 10 |
1.4207 |
1.1525 |
0.2682 |
21.9% |
0.0532 |
4.3% |
26% |
False |
False |
2,342 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
21.9% |
0.0551 |
4.5% |
26% |
False |
False |
1,963 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
29.0% |
0.0441 |
3.6% |
23% |
False |
False |
1,534 |
| 60 |
1.5191 |
1.1425 |
0.3766 |
30.8% |
0.0411 |
3.4% |
21% |
False |
False |
1,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4188 |
|
2.618 |
1.3440 |
|
1.618 |
1.2982 |
|
1.000 |
1.2699 |
|
0.618 |
1.2524 |
|
HIGH |
1.2241 |
|
0.618 |
1.2066 |
|
0.500 |
1.2012 |
|
0.382 |
1.1958 |
|
LOW |
1.1783 |
|
0.618 |
1.1500 |
|
1.000 |
1.1325 |
|
1.618 |
1.1042 |
|
2.618 |
1.0584 |
|
4.250 |
0.9837 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2154 |
1.2123 |
| PP |
1.2083 |
1.2022 |
| S1 |
1.2012 |
1.1920 |
|