NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6650 |
1.6769 |
0.0119 |
0.7% |
1.5317 |
| High |
1.6733 |
1.6879 |
0.0146 |
0.9% |
1.6921 |
| Low |
1.6342 |
1.6438 |
0.0096 |
0.6% |
1.5283 |
| Close |
1.6651 |
1.6610 |
-0.0041 |
-0.2% |
1.6884 |
| Range |
0.0391 |
0.0441 |
0.0050 |
12.8% |
0.1638 |
| ATR |
0.0562 |
0.0553 |
-0.0009 |
-1.5% |
0.0000 |
| Volume |
5,653 |
7,278 |
1,625 |
28.7% |
36,660 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7965 |
1.7729 |
1.6853 |
|
| R3 |
1.7524 |
1.7288 |
1.6731 |
|
| R2 |
1.7083 |
1.7083 |
1.6691 |
|
| R1 |
1.6847 |
1.6847 |
1.6650 |
1.6745 |
| PP |
1.6642 |
1.6642 |
1.6642 |
1.6591 |
| S1 |
1.6406 |
1.6406 |
1.6570 |
1.6304 |
| S2 |
1.6201 |
1.6201 |
1.6529 |
|
| S3 |
1.5760 |
1.5965 |
1.6489 |
|
| S4 |
1.5319 |
1.5524 |
1.6367 |
|
|
| 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 |
1.5853 |
0.1068 |
6.4% |
0.0489 |
2.9% |
71% |
False |
False |
7,678 |
| 10 |
1.6921 |
1.4096 |
0.2825 |
17.0% |
0.0525 |
3.2% |
89% |
False |
False |
6,644 |
| 20 |
1.6921 |
1.3810 |
0.3111 |
18.7% |
0.0495 |
3.0% |
90% |
False |
False |
5,551 |
| 40 |
1.6921 |
1.3588 |
0.3333 |
20.1% |
0.0519 |
3.1% |
91% |
False |
False |
4,534 |
| 60 |
1.6921 |
1.1525 |
0.5396 |
32.5% |
0.0522 |
3.1% |
94% |
False |
False |
3,962 |
| 80 |
1.6921 |
1.1525 |
0.5396 |
32.5% |
0.0518 |
3.1% |
94% |
False |
False |
3,444 |
| 100 |
1.6921 |
1.1425 |
0.5496 |
33.1% |
0.0482 |
2.9% |
94% |
False |
False |
2,944 |
| 120 |
1.6921 |
1.1425 |
0.5496 |
33.1% |
0.0452 |
2.7% |
94% |
False |
False |
2,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8753 |
|
2.618 |
1.8034 |
|
1.618 |
1.7593 |
|
1.000 |
1.7320 |
|
0.618 |
1.7152 |
|
HIGH |
1.6879 |
|
0.618 |
1.6711 |
|
0.500 |
1.6659 |
|
0.382 |
1.6606 |
|
LOW |
1.6438 |
|
0.618 |
1.6165 |
|
1.000 |
1.5997 |
|
1.618 |
1.5724 |
|
2.618 |
1.5283 |
|
4.250 |
1.4564 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6659 |
1.6630 |
| PP |
1.6642 |
1.6623 |
| S1 |
1.6626 |
1.6617 |
|