NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8825 |
1.9050 |
0.0225 |
1.2% |
1.7678 |
| High |
1.9198 |
1.9315 |
0.0117 |
0.6% |
1.8870 |
| Low |
1.8825 |
1.8920 |
0.0095 |
0.5% |
1.7331 |
| Close |
1.9123 |
1.9143 |
0.0020 |
0.1% |
1.8802 |
| Range |
0.0373 |
0.0395 |
0.0022 |
5.9% |
0.1539 |
| ATR |
0.0527 |
0.0518 |
-0.0009 |
-1.8% |
0.0000 |
| Volume |
14,325 |
12,824 |
-1,501 |
-10.5% |
49,260 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0311 |
2.0122 |
1.9360 |
|
| R3 |
1.9916 |
1.9727 |
1.9252 |
|
| R2 |
1.9521 |
1.9521 |
1.9215 |
|
| R1 |
1.9332 |
1.9332 |
1.9179 |
1.9427 |
| PP |
1.9126 |
1.9126 |
1.9126 |
1.9173 |
| S1 |
1.8937 |
1.8937 |
1.9107 |
1.9032 |
| S2 |
1.8731 |
1.8731 |
1.9071 |
|
| S3 |
1.8336 |
1.8542 |
1.9034 |
|
| S4 |
1.7941 |
1.8147 |
1.8926 |
|
|
| 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 |
1.9315 |
1.7973 |
0.1342 |
7.0% |
0.0412 |
2.2% |
87% |
True |
False |
13,163 |
| 10 |
1.9315 |
1.6944 |
0.2371 |
12.4% |
0.0492 |
2.6% |
93% |
True |
False |
14,482 |
| 20 |
1.9315 |
1.5769 |
0.3546 |
18.5% |
0.0490 |
2.6% |
95% |
True |
False |
11,248 |
| 40 |
1.9315 |
1.3810 |
0.5505 |
28.8% |
0.0509 |
2.7% |
97% |
True |
False |
7,946 |
| 60 |
1.9315 |
1.2700 |
0.6615 |
34.6% |
0.0521 |
2.7% |
97% |
True |
False |
6,424 |
| 80 |
1.9315 |
1.1525 |
0.7790 |
40.7% |
0.0515 |
2.7% |
98% |
True |
False |
5,449 |
| 100 |
1.9315 |
1.1525 |
0.7790 |
40.7% |
0.0502 |
2.6% |
98% |
True |
False |
4,678 |
| 120 |
1.9315 |
1.1425 |
0.7890 |
41.2% |
0.0489 |
2.6% |
98% |
True |
False |
4,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0994 |
|
2.618 |
2.0349 |
|
1.618 |
1.9954 |
|
1.000 |
1.9710 |
|
0.618 |
1.9559 |
|
HIGH |
1.9315 |
|
0.618 |
1.9164 |
|
0.500 |
1.9118 |
|
0.382 |
1.9071 |
|
LOW |
1.8920 |
|
0.618 |
1.8676 |
|
1.000 |
1.8525 |
|
1.618 |
1.8281 |
|
2.618 |
1.7886 |
|
4.250 |
1.7241 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9135 |
1.9068 |
| PP |
1.9126 |
1.8994 |
| S1 |
1.9118 |
1.8919 |
|