NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7241 |
1.7605 |
0.0364 |
2.1% |
1.6650 |
| High |
1.7622 |
1.7966 |
0.0344 |
2.0% |
1.7050 |
| Low |
1.6944 |
1.7508 |
0.0564 |
3.3% |
1.6342 |
| Close |
1.7461 |
1.7548 |
0.0087 |
0.5% |
1.6515 |
| Range |
0.0678 |
0.0458 |
-0.0220 |
-32.4% |
0.0708 |
| ATR |
0.0565 |
0.0561 |
-0.0004 |
-0.8% |
0.0000 |
| Volume |
12,137 |
19,362 |
7,225 |
59.5% |
39,956 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9048 |
1.8756 |
1.7800 |
|
| R3 |
1.8590 |
1.8298 |
1.7674 |
|
| R2 |
1.8132 |
1.8132 |
1.7632 |
|
| R1 |
1.7840 |
1.7840 |
1.7590 |
1.7757 |
| PP |
1.7674 |
1.7674 |
1.7674 |
1.7633 |
| S1 |
1.7382 |
1.7382 |
1.7506 |
1.7299 |
| S2 |
1.7216 |
1.7216 |
1.7464 |
|
| S3 |
1.6758 |
1.6924 |
1.7422 |
|
| S4 |
1.6300 |
1.6466 |
1.7296 |
|
|
| 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 |
1.7966 |
1.6449 |
0.1517 |
8.6% |
0.0558 |
3.2% |
72% |
True |
False |
12,506 |
| 10 |
1.7966 |
1.6162 |
0.1804 |
10.3% |
0.0517 |
2.9% |
77% |
True |
False |
10,192 |
| 20 |
1.7966 |
1.3810 |
0.4156 |
23.7% |
0.0508 |
2.9% |
90% |
True |
False |
7,572 |
| 40 |
1.7966 |
1.3793 |
0.4173 |
23.8% |
0.0522 |
3.0% |
90% |
True |
False |
5,827 |
| 60 |
1.7966 |
1.2312 |
0.5654 |
32.2% |
0.0520 |
3.0% |
93% |
True |
False |
4,925 |
| 80 |
1.7966 |
1.1525 |
0.6441 |
36.7% |
0.0519 |
3.0% |
94% |
True |
False |
4,180 |
| 100 |
1.7966 |
1.1466 |
0.6500 |
37.0% |
0.0495 |
2.8% |
94% |
True |
False |
3,579 |
| 120 |
1.7966 |
1.1425 |
0.6541 |
37.3% |
0.0473 |
2.7% |
94% |
True |
False |
3,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9913 |
|
2.618 |
1.9165 |
|
1.618 |
1.8707 |
|
1.000 |
1.8424 |
|
0.618 |
1.8249 |
|
HIGH |
1.7966 |
|
0.618 |
1.7791 |
|
0.500 |
1.7737 |
|
0.382 |
1.7683 |
|
LOW |
1.7508 |
|
0.618 |
1.7225 |
|
1.000 |
1.7050 |
|
1.618 |
1.6767 |
|
2.618 |
1.6309 |
|
4.250 |
1.5562 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7737 |
1.7468 |
| PP |
1.7674 |
1.7388 |
| S1 |
1.7611 |
1.7308 |
|