NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1955 |
1.2465 |
0.0510 |
4.3% |
1.3040 |
| High |
1.2241 |
1.2497 |
0.0256 |
2.1% |
1.3040 |
| Low |
1.1783 |
1.1817 |
0.0034 |
0.3% |
1.1525 |
| Close |
1.2225 |
1.2003 |
-0.0222 |
-1.8% |
1.2225 |
| Range |
0.0458 |
0.0680 |
0.0222 |
48.5% |
0.1515 |
| ATR |
0.0571 |
0.0579 |
0.0008 |
1.4% |
0.0000 |
| Volume |
2,896 |
2,394 |
-502 |
-17.3% |
8,051 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4146 |
1.3754 |
1.2377 |
|
| R3 |
1.3466 |
1.3074 |
1.2190 |
|
| R2 |
1.2786 |
1.2786 |
1.2128 |
|
| R1 |
1.2394 |
1.2394 |
1.2065 |
1.2250 |
| PP |
1.2106 |
1.2106 |
1.2106 |
1.2034 |
| S1 |
1.1714 |
1.1714 |
1.1941 |
1.1570 |
| S2 |
1.1426 |
1.1426 |
1.1878 |
|
| S3 |
1.0746 |
1.1034 |
1.1816 |
|
| S4 |
1.0066 |
1.0354 |
1.1629 |
|
|
| 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 |
1.3040 |
1.1525 |
0.1515 |
12.6% |
0.0624 |
5.2% |
32% |
False |
False |
2,089 |
| 10 |
1.4207 |
1.1525 |
0.2682 |
22.3% |
0.0539 |
4.5% |
18% |
False |
False |
2,449 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
22.3% |
0.0535 |
4.5% |
18% |
False |
False |
1,931 |
| 40 |
1.4975 |
1.1425 |
0.3550 |
29.6% |
0.0455 |
3.8% |
16% |
False |
False |
1,535 |
| 60 |
1.5191 |
1.1425 |
0.3766 |
31.4% |
0.0422 |
3.5% |
15% |
False |
False |
1,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5387 |
|
2.618 |
1.4277 |
|
1.618 |
1.3597 |
|
1.000 |
1.3177 |
|
0.618 |
1.2917 |
|
HIGH |
1.2497 |
|
0.618 |
1.2237 |
|
0.500 |
1.2157 |
|
0.382 |
1.2077 |
|
LOW |
1.1817 |
|
0.618 |
1.1397 |
|
1.000 |
1.1137 |
|
1.618 |
1.0717 |
|
2.618 |
1.0037 |
|
4.250 |
0.8927 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2157 |
1.2011 |
| PP |
1.2106 |
1.2008 |
| S1 |
1.2054 |
1.2006 |
|