NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6489 |
1.6799 |
0.0310 |
1.9% |
1.5317 |
| High |
1.6921 |
1.6917 |
-0.0004 |
0.0% |
1.6921 |
| Low |
1.6162 |
1.6544 |
0.0382 |
2.4% |
1.5283 |
| Close |
1.6564 |
1.6884 |
0.0320 |
1.9% |
1.6884 |
| Range |
0.0759 |
0.0373 |
-0.0386 |
-50.9% |
0.1638 |
| ATR |
0.0578 |
0.0563 |
-0.0015 |
-2.5% |
0.0000 |
| Volume |
9,033 |
10,461 |
1,428 |
15.8% |
36,660 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7901 |
1.7765 |
1.7089 |
|
| R3 |
1.7528 |
1.7392 |
1.6987 |
|
| R2 |
1.7155 |
1.7155 |
1.6952 |
|
| R1 |
1.7019 |
1.7019 |
1.6918 |
1.7087 |
| PP |
1.6782 |
1.6782 |
1.6782 |
1.6816 |
| S1 |
1.6646 |
1.6646 |
1.6850 |
1.6714 |
| S2 |
1.6409 |
1.6409 |
1.6816 |
|
| S3 |
1.6036 |
1.6273 |
1.6781 |
|
| S4 |
1.5663 |
1.5900 |
1.6679 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1277 |
2.0718 |
1.7785 |
|
| R3 |
1.9639 |
1.9080 |
1.7334 |
|
| R2 |
1.8001 |
1.8001 |
1.7184 |
|
| R1 |
1.7442 |
1.7442 |
1.7034 |
1.7722 |
| PP |
1.6363 |
1.6363 |
1.6363 |
1.6502 |
| S1 |
1.5804 |
1.5804 |
1.6734 |
1.6084 |
| S2 |
1.4725 |
1.4725 |
1.6584 |
|
| S3 |
1.3087 |
1.4166 |
1.6434 |
|
| S4 |
1.1449 |
1.2528 |
1.5983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6921 |
1.5283 |
0.1638 |
9.7% |
0.0538 |
3.2% |
98% |
False |
False |
7,332 |
| 10 |
1.6921 |
1.3810 |
0.3111 |
18.4% |
0.0542 |
3.2% |
99% |
False |
False |
5,964 |
| 20 |
1.6921 |
1.3810 |
0.3111 |
18.4% |
0.0516 |
3.1% |
99% |
False |
False |
5,396 |
| 40 |
1.6921 |
1.3129 |
0.3792 |
22.5% |
0.0526 |
3.1% |
99% |
False |
False |
4,339 |
| 60 |
1.6921 |
1.1525 |
0.5396 |
32.0% |
0.0520 |
3.1% |
99% |
False |
False |
3,888 |
| 80 |
1.6921 |
1.1525 |
0.5396 |
32.0% |
0.0520 |
3.1% |
99% |
False |
False |
3,314 |
| 100 |
1.6921 |
1.1425 |
0.5496 |
32.6% |
0.0487 |
2.9% |
99% |
False |
False |
2,828 |
| 120 |
1.6921 |
1.1425 |
0.5496 |
32.6% |
0.0445 |
2.6% |
99% |
False |
False |
2,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8502 |
|
2.618 |
1.7894 |
|
1.618 |
1.7521 |
|
1.000 |
1.7290 |
|
0.618 |
1.7148 |
|
HIGH |
1.6917 |
|
0.618 |
1.6775 |
|
0.500 |
1.6731 |
|
0.382 |
1.6686 |
|
LOW |
1.6544 |
|
0.618 |
1.6313 |
|
1.000 |
1.6171 |
|
1.618 |
1.5940 |
|
2.618 |
1.5567 |
|
4.250 |
1.4959 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6833 |
1.6718 |
| PP |
1.6782 |
1.6553 |
| S1 |
1.6731 |
1.6387 |
|