NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6660 |
1.7241 |
0.0581 |
3.5% |
1.6650 |
| High |
1.7238 |
1.7622 |
0.0384 |
2.2% |
1.7050 |
| Low |
1.6650 |
1.6944 |
0.0294 |
1.8% |
1.6342 |
| Close |
1.7211 |
1.7461 |
0.0250 |
1.5% |
1.6515 |
| Range |
0.0588 |
0.0678 |
0.0090 |
15.3% |
0.0708 |
| ATR |
0.0557 |
0.0565 |
0.0009 |
1.6% |
0.0000 |
| Volume |
10,977 |
12,137 |
1,160 |
10.6% |
39,956 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9376 |
1.9097 |
1.7834 |
|
| R3 |
1.8698 |
1.8419 |
1.7647 |
|
| R2 |
1.8020 |
1.8020 |
1.7585 |
|
| R1 |
1.7741 |
1.7741 |
1.7523 |
1.7881 |
| PP |
1.7342 |
1.7342 |
1.7342 |
1.7412 |
| S1 |
1.7063 |
1.7063 |
1.7399 |
1.7203 |
| S2 |
1.6664 |
1.6664 |
1.7337 |
|
| S3 |
1.5986 |
1.6385 |
1.7275 |
|
| S4 |
1.5308 |
1.5707 |
1.7088 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8760 |
1.8345 |
1.6904 |
|
| R3 |
1.8052 |
1.7637 |
1.6710 |
|
| R2 |
1.7344 |
1.7344 |
1.6645 |
|
| R1 |
1.6929 |
1.6929 |
1.6580 |
1.6783 |
| PP |
1.6636 |
1.6636 |
1.6636 |
1.6562 |
| S1 |
1.6221 |
1.6221 |
1.6450 |
1.6075 |
| S2 |
1.5928 |
1.5928 |
1.6385 |
|
| S3 |
1.5220 |
1.5513 |
1.6320 |
|
| S4 |
1.4512 |
1.4805 |
1.6126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7622 |
1.6449 |
0.1173 |
6.7% |
0.0550 |
3.2% |
86% |
True |
False |
10,027 |
| 10 |
1.7622 |
1.5853 |
0.1769 |
10.1% |
0.0520 |
3.0% |
91% |
True |
False |
8,852 |
| 20 |
1.7622 |
1.3810 |
0.3812 |
21.8% |
0.0505 |
2.9% |
96% |
True |
False |
6,990 |
| 40 |
1.7622 |
1.3793 |
0.3829 |
21.9% |
0.0520 |
3.0% |
96% |
True |
False |
5,442 |
| 60 |
1.7622 |
1.1988 |
0.5634 |
32.3% |
0.0516 |
3.0% |
97% |
True |
False |
4,624 |
| 80 |
1.7622 |
1.1525 |
0.6097 |
34.9% |
0.0521 |
3.0% |
97% |
True |
False |
3,950 |
| 100 |
1.7622 |
1.1425 |
0.6197 |
35.5% |
0.0491 |
2.8% |
97% |
True |
False |
3,388 |
| 120 |
1.7622 |
1.1425 |
0.6197 |
35.5% |
0.0469 |
2.7% |
97% |
True |
False |
2,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0504 |
|
2.618 |
1.9397 |
|
1.618 |
1.8719 |
|
1.000 |
1.8300 |
|
0.618 |
1.8041 |
|
HIGH |
1.7622 |
|
0.618 |
1.7363 |
|
0.500 |
1.7283 |
|
0.382 |
1.7203 |
|
LOW |
1.6944 |
|
0.618 |
1.6525 |
|
1.000 |
1.6266 |
|
1.618 |
1.5847 |
|
2.618 |
1.5169 |
|
4.250 |
1.4063 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7402 |
1.7319 |
| PP |
1.7342 |
1.7177 |
| S1 |
1.7283 |
1.7036 |
|