NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8547 |
1.8825 |
0.0278 |
1.5% |
1.7678 |
| High |
1.8870 |
1.9198 |
0.0328 |
1.7% |
1.8870 |
| Low |
1.8523 |
1.8825 |
0.0302 |
1.6% |
1.7331 |
| Close |
1.8802 |
1.9123 |
0.0321 |
1.7% |
1.8802 |
| Range |
0.0347 |
0.0373 |
0.0026 |
7.5% |
0.1539 |
| ATR |
0.0538 |
0.0527 |
-0.0010 |
-1.9% |
0.0000 |
| Volume |
16,380 |
14,325 |
-2,055 |
-12.5% |
49,260 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0168 |
2.0018 |
1.9328 |
|
| R3 |
1.9795 |
1.9645 |
1.9226 |
|
| R2 |
1.9422 |
1.9422 |
1.9191 |
|
| R1 |
1.9272 |
1.9272 |
1.9157 |
1.9347 |
| PP |
1.9049 |
1.9049 |
1.9049 |
1.9086 |
| S1 |
1.8899 |
1.8899 |
1.9089 |
1.8974 |
| S2 |
1.8676 |
1.8676 |
1.9055 |
|
| S3 |
1.8303 |
1.8526 |
1.9020 |
|
| S4 |
1.7930 |
1.8153 |
1.8918 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2951 |
2.2416 |
1.9648 |
|
| R3 |
2.1412 |
2.0877 |
1.9225 |
|
| R2 |
1.9873 |
1.9873 |
1.9084 |
|
| R1 |
1.9338 |
1.9338 |
1.8943 |
1.9606 |
| PP |
1.8334 |
1.8334 |
1.8334 |
1.8468 |
| S1 |
1.7799 |
1.7799 |
1.8661 |
1.8067 |
| S2 |
1.6795 |
1.6795 |
1.8520 |
|
| S3 |
1.5256 |
1.6260 |
1.8379 |
|
| S4 |
1.3717 |
1.4721 |
1.7956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9198 |
1.7331 |
0.1867 |
9.8% |
0.0484 |
2.5% |
96% |
True |
False |
12,717 |
| 10 |
1.9198 |
1.6650 |
0.2548 |
13.3% |
0.0511 |
2.7% |
97% |
True |
False |
14,297 |
| 20 |
1.9198 |
1.5283 |
0.3915 |
20.5% |
0.0506 |
2.6% |
98% |
True |
False |
10,979 |
| 40 |
1.9198 |
1.3810 |
0.5388 |
28.2% |
0.0512 |
2.7% |
99% |
True |
False |
7,774 |
| 60 |
1.9198 |
1.2700 |
0.6498 |
34.0% |
0.0520 |
2.7% |
99% |
True |
False |
6,254 |
| 80 |
1.9198 |
1.1525 |
0.7673 |
40.1% |
0.0517 |
2.7% |
99% |
True |
False |
5,311 |
| 100 |
1.9198 |
1.1525 |
0.7673 |
40.1% |
0.0500 |
2.6% |
99% |
True |
False |
4,556 |
| 120 |
1.9198 |
1.1425 |
0.7773 |
40.6% |
0.0486 |
2.5% |
99% |
True |
False |
3,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0783 |
|
2.618 |
2.0175 |
|
1.618 |
1.9802 |
|
1.000 |
1.9571 |
|
0.618 |
1.9429 |
|
HIGH |
1.9198 |
|
0.618 |
1.9056 |
|
0.500 |
1.9012 |
|
0.382 |
1.8967 |
|
LOW |
1.8825 |
|
0.618 |
1.8594 |
|
1.000 |
1.8452 |
|
1.618 |
1.8221 |
|
2.618 |
1.7848 |
|
4.250 |
1.7240 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9086 |
1.8967 |
| PP |
1.9049 |
1.8811 |
| S1 |
1.9012 |
1.8655 |
|