NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9050 |
1.9260 |
0.0210 |
1.1% |
1.7678 |
| High |
1.9315 |
1.9260 |
-0.0055 |
-0.3% |
1.8870 |
| Low |
1.8920 |
1.8489 |
-0.0431 |
-2.3% |
1.7331 |
| Close |
1.9143 |
1.8910 |
-0.0233 |
-1.2% |
1.8802 |
| Range |
0.0395 |
0.0771 |
0.0376 |
95.2% |
0.1539 |
| ATR |
0.0518 |
0.0536 |
0.0018 |
3.5% |
0.0000 |
| Volume |
12,824 |
16,027 |
3,203 |
25.0% |
49,260 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1199 |
2.0826 |
1.9334 |
|
| R3 |
2.0428 |
2.0055 |
1.9122 |
|
| R2 |
1.9657 |
1.9657 |
1.9051 |
|
| R1 |
1.9284 |
1.9284 |
1.8981 |
1.9085 |
| PP |
1.8886 |
1.8886 |
1.8886 |
1.8787 |
| S1 |
1.8513 |
1.8513 |
1.8839 |
1.8314 |
| S2 |
1.8115 |
1.8115 |
1.8769 |
|
| S3 |
1.7344 |
1.7742 |
1.8698 |
|
| S4 |
1.6573 |
1.6971 |
1.8486 |
|
|
| 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 |
1.8112 |
0.1203 |
6.4% |
0.0483 |
2.6% |
66% |
False |
False |
14,120 |
| 10 |
1.9315 |
1.7014 |
0.2301 |
12.2% |
0.0501 |
2.7% |
82% |
False |
False |
14,871 |
| 20 |
1.9315 |
1.5853 |
0.3462 |
18.3% |
0.0511 |
2.7% |
88% |
False |
False |
11,862 |
| 40 |
1.9315 |
1.3810 |
0.5505 |
29.1% |
0.0512 |
2.7% |
93% |
False |
False |
8,244 |
| 60 |
1.9315 |
1.2700 |
0.6615 |
35.0% |
0.0528 |
2.8% |
94% |
False |
False |
6,656 |
| 80 |
1.9315 |
1.1525 |
0.7790 |
41.2% |
0.0517 |
2.7% |
95% |
False |
False |
5,633 |
| 100 |
1.9315 |
1.1525 |
0.7790 |
41.2% |
0.0507 |
2.7% |
95% |
False |
False |
4,823 |
| 120 |
1.9315 |
1.1425 |
0.7890 |
41.7% |
0.0493 |
2.6% |
95% |
False |
False |
4,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2537 |
|
2.618 |
2.1278 |
|
1.618 |
2.0507 |
|
1.000 |
2.0031 |
|
0.618 |
1.9736 |
|
HIGH |
1.9260 |
|
0.618 |
1.8965 |
|
0.500 |
1.8875 |
|
0.382 |
1.8784 |
|
LOW |
1.8489 |
|
0.618 |
1.8013 |
|
1.000 |
1.7718 |
|
1.618 |
1.7242 |
|
2.618 |
1.6471 |
|
4.250 |
1.5212 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8898 |
1.8907 |
| PP |
1.8886 |
1.8905 |
| S1 |
1.8875 |
1.8902 |
|