NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6799 |
1.6650 |
-0.0149 |
-0.9% |
1.5317 |
| High |
1.6917 |
1.6733 |
-0.0184 |
-1.1% |
1.6921 |
| Low |
1.6544 |
1.6342 |
-0.0202 |
-1.2% |
1.5283 |
| Close |
1.6884 |
1.6651 |
-0.0233 |
-1.4% |
1.6884 |
| Range |
0.0373 |
0.0391 |
0.0018 |
4.8% |
0.1638 |
| ATR |
0.0563 |
0.0562 |
-0.0002 |
-0.3% |
0.0000 |
| Volume |
10,461 |
5,653 |
-4,808 |
-46.0% |
36,660 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7748 |
1.7591 |
1.6866 |
|
| R3 |
1.7357 |
1.7200 |
1.6759 |
|
| R2 |
1.6966 |
1.6966 |
1.6723 |
|
| R1 |
1.6809 |
1.6809 |
1.6687 |
1.6888 |
| PP |
1.6575 |
1.6575 |
1.6575 |
1.6615 |
| S1 |
1.6418 |
1.6418 |
1.6615 |
1.6497 |
| S2 |
1.6184 |
1.6184 |
1.6579 |
|
| S3 |
1.5793 |
1.6027 |
1.6543 |
|
| S4 |
1.5402 |
1.5636 |
1.6436 |
|
|
| 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 |
1.5769 |
0.1152 |
6.9% |
0.0471 |
2.8% |
77% |
False |
False |
6,971 |
| 10 |
1.6921 |
1.3930 |
0.2991 |
18.0% |
0.0512 |
3.1% |
91% |
False |
False |
6,279 |
| 20 |
1.6921 |
1.3810 |
0.3111 |
18.7% |
0.0494 |
3.0% |
91% |
False |
False |
5,407 |
| 40 |
1.6921 |
1.3129 |
0.3792 |
22.8% |
0.0523 |
3.1% |
93% |
False |
False |
4,391 |
| 60 |
1.6921 |
1.1525 |
0.5396 |
32.4% |
0.0522 |
3.1% |
95% |
False |
False |
3,887 |
| 80 |
1.6921 |
1.1525 |
0.5396 |
32.4% |
0.0520 |
3.1% |
95% |
False |
False |
3,366 |
| 100 |
1.6921 |
1.1425 |
0.5496 |
33.0% |
0.0483 |
2.9% |
95% |
False |
False |
2,879 |
| 120 |
1.6921 |
1.1425 |
0.5496 |
33.0% |
0.0448 |
2.7% |
95% |
False |
False |
2,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8395 |
|
2.618 |
1.7757 |
|
1.618 |
1.7366 |
|
1.000 |
1.7124 |
|
0.618 |
1.6975 |
|
HIGH |
1.6733 |
|
0.618 |
1.6584 |
|
0.500 |
1.6538 |
|
0.382 |
1.6491 |
|
LOW |
1.6342 |
|
0.618 |
1.6100 |
|
1.000 |
1.5951 |
|
1.618 |
1.5709 |
|
2.618 |
1.5318 |
|
4.250 |
1.4680 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6613 |
1.6615 |
| PP |
1.6575 |
1.6578 |
| S1 |
1.6538 |
1.6542 |
|