NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8150 |
1.8161 |
0.0011 |
0.1% |
1.6660 |
| High |
1.8388 |
1.8640 |
0.0252 |
1.4% |
1.7966 |
| Low |
1.7973 |
1.8112 |
0.0139 |
0.8% |
1.6650 |
| Close |
1.8327 |
1.8579 |
0.0252 |
1.4% |
1.7878 |
| Range |
0.0415 |
0.0528 |
0.0113 |
27.2% |
0.1316 |
| ATR |
0.0554 |
0.0552 |
-0.0002 |
-0.3% |
0.0000 |
| Volume |
11,242 |
11,047 |
-195 |
-1.7% |
79,393 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0028 |
1.9831 |
1.8869 |
|
| R3 |
1.9500 |
1.9303 |
1.8724 |
|
| R2 |
1.8972 |
1.8972 |
1.8676 |
|
| R1 |
1.8775 |
1.8775 |
1.8627 |
1.8874 |
| PP |
1.8444 |
1.8444 |
1.8444 |
1.8493 |
| S1 |
1.8247 |
1.8247 |
1.8531 |
1.8346 |
| S2 |
1.7916 |
1.7916 |
1.8482 |
|
| S3 |
1.7388 |
1.7719 |
1.8434 |
|
| S4 |
1.6860 |
1.7191 |
1.8289 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1446 |
2.0978 |
1.8602 |
|
| R3 |
2.0130 |
1.9662 |
1.8240 |
|
| R2 |
1.8814 |
1.8814 |
1.8119 |
|
| R1 |
1.8346 |
1.8346 |
1.7999 |
1.8580 |
| PP |
1.7498 |
1.7498 |
1.7498 |
1.7615 |
| S1 |
1.7030 |
1.7030 |
1.7757 |
1.7264 |
| S2 |
1.6182 |
1.6182 |
1.7637 |
|
| S3 |
1.4866 |
1.5714 |
1.7516 |
|
| S4 |
1.3550 |
1.4398 |
1.7154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8640 |
1.7014 |
0.1626 |
8.8% |
0.0534 |
2.9% |
96% |
True |
False |
13,959 |
| 10 |
1.8640 |
1.6449 |
0.2191 |
11.8% |
0.0546 |
2.9% |
97% |
True |
False |
13,233 |
| 20 |
1.8640 |
1.4450 |
0.4190 |
22.6% |
0.0526 |
2.8% |
99% |
True |
False |
10,104 |
| 40 |
1.8640 |
1.3793 |
0.4847 |
26.1% |
0.0529 |
2.8% |
99% |
True |
False |
7,258 |
| 60 |
1.8640 |
1.2700 |
0.5940 |
32.0% |
0.0521 |
2.8% |
99% |
True |
False |
5,853 |
| 80 |
1.8640 |
1.1525 |
0.7115 |
38.3% |
0.0515 |
2.8% |
99% |
True |
False |
4,965 |
| 100 |
1.8640 |
1.1525 |
0.7115 |
38.3% |
0.0502 |
2.7% |
99% |
True |
False |
4,256 |
| 120 |
1.8640 |
1.1425 |
0.7215 |
38.8% |
0.0488 |
2.6% |
99% |
True |
False |
3,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0884 |
|
2.618 |
2.0022 |
|
1.618 |
1.9494 |
|
1.000 |
1.9168 |
|
0.618 |
1.8966 |
|
HIGH |
1.8640 |
|
0.618 |
1.8438 |
|
0.500 |
1.8376 |
|
0.382 |
1.8314 |
|
LOW |
1.8112 |
|
0.618 |
1.7786 |
|
1.000 |
1.7584 |
|
1.618 |
1.7258 |
|
2.618 |
1.6730 |
|
4.250 |
1.5868 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8511 |
1.8381 |
| PP |
1.8444 |
1.8183 |
| S1 |
1.8376 |
1.7986 |
|