NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1988 |
1.2377 |
0.0389 |
3.2% |
1.3040 |
| High |
1.2181 |
1.2824 |
0.0643 |
5.3% |
1.3040 |
| Low |
1.1988 |
1.2312 |
0.0324 |
2.7% |
1.1525 |
| Close |
1.2272 |
1.2757 |
0.0485 |
4.0% |
1.2225 |
| Range |
0.0193 |
0.0512 |
0.0319 |
165.3% |
0.1515 |
| ATR |
0.0551 |
0.0551 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,307 |
1,355 |
48 |
3.7% |
8,051 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4167 |
1.3974 |
1.3039 |
|
| R3 |
1.3655 |
1.3462 |
1.2898 |
|
| R2 |
1.3143 |
1.3143 |
1.2851 |
|
| R1 |
1.2950 |
1.2950 |
1.2804 |
1.3047 |
| PP |
1.2631 |
1.2631 |
1.2631 |
1.2679 |
| S1 |
1.2438 |
1.2438 |
1.2710 |
1.2535 |
| S2 |
1.2119 |
1.2119 |
1.2663 |
|
| S3 |
1.1607 |
1.1926 |
1.2616 |
|
| S4 |
1.1095 |
1.1414 |
1.2475 |
|
|
| 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 |
1.2824 |
1.1525 |
0.1299 |
10.2% |
0.0527 |
4.1% |
95% |
True |
False |
1,859 |
| 10 |
1.3880 |
1.1525 |
0.2355 |
18.5% |
0.0501 |
3.9% |
52% |
False |
False |
2,503 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
21.0% |
0.0518 |
4.1% |
46% |
False |
False |
1,955 |
| 40 |
1.4975 |
1.1525 |
0.3450 |
27.0% |
0.0471 |
3.7% |
36% |
False |
False |
1,592 |
| 60 |
1.5191 |
1.1425 |
0.3766 |
29.5% |
0.0434 |
3.4% |
35% |
False |
False |
1,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5000 |
|
2.618 |
1.4164 |
|
1.618 |
1.3652 |
|
1.000 |
1.3336 |
|
0.618 |
1.3140 |
|
HIGH |
1.2824 |
|
0.618 |
1.2628 |
|
0.500 |
1.2568 |
|
0.382 |
1.2508 |
|
LOW |
1.2312 |
|
0.618 |
1.1996 |
|
1.000 |
1.1800 |
|
1.618 |
1.1484 |
|
2.618 |
1.0972 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2694 |
1.2612 |
| PP |
1.2631 |
1.2466 |
| S1 |
1.2568 |
1.2321 |
|