NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2465 |
1.1988 |
-0.0477 |
-3.8% |
1.3040 |
| High |
1.2497 |
1.2181 |
-0.0316 |
-2.5% |
1.3040 |
| Low |
1.1817 |
1.1988 |
0.0171 |
1.4% |
1.1525 |
| Close |
1.2003 |
1.2272 |
0.0269 |
2.2% |
1.2225 |
| Range |
0.0680 |
0.0193 |
-0.0487 |
-71.6% |
0.1515 |
| ATR |
0.0579 |
0.0551 |
-0.0028 |
-4.8% |
0.0000 |
| Volume |
2,394 |
1,307 |
-1,087 |
-45.4% |
8,051 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2726 |
1.2692 |
1.2378 |
|
| R3 |
1.2533 |
1.2499 |
1.2325 |
|
| R2 |
1.2340 |
1.2340 |
1.2307 |
|
| R1 |
1.2306 |
1.2306 |
1.2290 |
1.2323 |
| PP |
1.2147 |
1.2147 |
1.2147 |
1.2156 |
| S1 |
1.2113 |
1.2113 |
1.2254 |
1.2130 |
| S2 |
1.1954 |
1.1954 |
1.2237 |
|
| S3 |
1.1761 |
1.1920 |
1.2219 |
|
| S4 |
1.1568 |
1.1727 |
1.2166 |
|
|
| 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 |
1.2497 |
1.1525 |
0.0972 |
7.9% |
0.0483 |
3.9% |
77% |
False |
False |
1,975 |
| 10 |
1.4207 |
1.1525 |
0.2682 |
21.9% |
0.0517 |
4.2% |
28% |
False |
False |
2,492 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
21.9% |
0.0517 |
4.2% |
28% |
False |
False |
1,947 |
| 40 |
1.4975 |
1.1466 |
0.3509 |
28.6% |
0.0458 |
3.7% |
23% |
False |
False |
1,561 |
| 60 |
1.5191 |
1.1425 |
0.3766 |
30.7% |
0.0425 |
3.5% |
22% |
False |
False |
1,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3001 |
|
2.618 |
1.2686 |
|
1.618 |
1.2493 |
|
1.000 |
1.2374 |
|
0.618 |
1.2300 |
|
HIGH |
1.2181 |
|
0.618 |
1.2107 |
|
0.500 |
1.2085 |
|
0.382 |
1.2062 |
|
LOW |
1.1988 |
|
0.618 |
1.1869 |
|
1.000 |
1.1795 |
|
1.618 |
1.1676 |
|
2.618 |
1.1483 |
|
4.250 |
1.1168 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2210 |
1.2228 |
| PP |
1.2147 |
1.2184 |
| S1 |
1.2085 |
1.2140 |
|