NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9260 |
1.8886 |
-0.0374 |
-1.9% |
1.7678 |
| High |
1.9260 |
1.9695 |
0.0435 |
2.3% |
1.8870 |
| Low |
1.8489 |
1.8886 |
0.0397 |
2.1% |
1.7331 |
| Close |
1.8910 |
1.9497 |
0.0587 |
3.1% |
1.8802 |
| Range |
0.0771 |
0.0809 |
0.0038 |
4.9% |
0.1539 |
| ATR |
0.0536 |
0.0556 |
0.0019 |
3.6% |
0.0000 |
| Volume |
16,027 |
19,552 |
3,525 |
22.0% |
49,260 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1786 |
2.1451 |
1.9942 |
|
| R3 |
2.0977 |
2.0642 |
1.9719 |
|
| R2 |
2.0168 |
2.0168 |
1.9645 |
|
| R1 |
1.9833 |
1.9833 |
1.9571 |
2.0001 |
| PP |
1.9359 |
1.9359 |
1.9359 |
1.9443 |
| S1 |
1.9024 |
1.9024 |
1.9423 |
1.9192 |
| S2 |
1.8550 |
1.8550 |
1.9349 |
|
| S3 |
1.7741 |
1.8215 |
1.9275 |
|
| S4 |
1.6932 |
1.7406 |
1.9052 |
|
|
| 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 |
1.9695 |
1.8489 |
0.1206 |
6.2% |
0.0539 |
2.8% |
84% |
True |
False |
15,821 |
| 10 |
1.9695 |
1.7014 |
0.2681 |
13.8% |
0.0536 |
2.8% |
93% |
True |
False |
14,890 |
| 20 |
1.9695 |
1.6162 |
0.3533 |
18.1% |
0.0527 |
2.7% |
94% |
True |
False |
12,541 |
| 40 |
1.9695 |
1.3810 |
0.5885 |
30.2% |
0.0528 |
2.7% |
97% |
True |
False |
8,660 |
| 60 |
1.9695 |
1.2700 |
0.6995 |
35.9% |
0.0532 |
2.7% |
97% |
True |
False |
6,888 |
| 80 |
1.9695 |
1.1525 |
0.8170 |
41.9% |
0.0522 |
2.7% |
98% |
True |
False |
5,866 |
| 100 |
1.9695 |
1.1525 |
0.8170 |
41.9% |
0.0514 |
2.6% |
98% |
True |
False |
5,012 |
| 120 |
1.9695 |
1.1425 |
0.8270 |
42.4% |
0.0495 |
2.5% |
98% |
True |
False |
4,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.3133 |
|
2.618 |
2.1813 |
|
1.618 |
2.1004 |
|
1.000 |
2.0504 |
|
0.618 |
2.0195 |
|
HIGH |
1.9695 |
|
0.618 |
1.9386 |
|
0.500 |
1.9291 |
|
0.382 |
1.9195 |
|
LOW |
1.8886 |
|
0.618 |
1.8386 |
|
1.000 |
1.8077 |
|
1.618 |
1.7577 |
|
2.618 |
1.6768 |
|
4.250 |
1.5448 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9428 |
1.9362 |
| PP |
1.9359 |
1.9227 |
| S1 |
1.9291 |
1.9092 |
|