NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8886 |
1.9540 |
0.0654 |
3.5% |
1.8825 |
| High |
1.9695 |
1.9781 |
0.0086 |
0.4% |
1.9781 |
| Low |
1.8886 |
1.9175 |
0.0289 |
1.5% |
1.8489 |
| Close |
1.9497 |
1.9378 |
-0.0119 |
-0.6% |
1.9378 |
| Range |
0.0809 |
0.0606 |
-0.0203 |
-25.1% |
0.1292 |
| ATR |
0.0556 |
0.0559 |
0.0004 |
0.6% |
0.0000 |
| Volume |
19,552 |
22,322 |
2,770 |
14.2% |
85,050 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1263 |
2.0926 |
1.9711 |
|
| R3 |
2.0657 |
2.0320 |
1.9545 |
|
| R2 |
2.0051 |
2.0051 |
1.9489 |
|
| R1 |
1.9714 |
1.9714 |
1.9434 |
1.9580 |
| PP |
1.9445 |
1.9445 |
1.9445 |
1.9377 |
| S1 |
1.9108 |
1.9108 |
1.9322 |
1.8974 |
| S2 |
1.8839 |
1.8839 |
1.9267 |
|
| S3 |
1.8233 |
1.8502 |
1.9211 |
|
| S4 |
1.7627 |
1.7896 |
1.9045 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.3092 |
2.2527 |
2.0089 |
|
| R3 |
2.1800 |
2.1235 |
1.9733 |
|
| R2 |
2.0508 |
2.0508 |
1.9615 |
|
| R1 |
1.9943 |
1.9943 |
1.9496 |
2.0226 |
| PP |
1.9216 |
1.9216 |
1.9216 |
1.9357 |
| S1 |
1.8651 |
1.8651 |
1.9260 |
1.8934 |
| S2 |
1.7924 |
1.7924 |
1.9141 |
|
| S3 |
1.6632 |
1.7359 |
1.9023 |
|
| S4 |
1.5340 |
1.6067 |
1.8667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9781 |
1.8489 |
0.1292 |
6.7% |
0.0591 |
3.0% |
69% |
True |
False |
17,010 |
| 10 |
1.9781 |
1.7331 |
0.2450 |
12.6% |
0.0540 |
2.8% |
84% |
True |
False |
15,079 |
| 20 |
1.9781 |
1.6342 |
0.3439 |
17.7% |
0.0519 |
2.7% |
88% |
True |
False |
13,206 |
| 40 |
1.9781 |
1.3810 |
0.5971 |
30.8% |
0.0521 |
2.7% |
93% |
True |
False |
9,145 |
| 60 |
1.9781 |
1.2725 |
0.7056 |
36.4% |
0.0532 |
2.7% |
94% |
True |
False |
7,202 |
| 80 |
1.9781 |
1.1525 |
0.8256 |
42.6% |
0.0521 |
2.7% |
95% |
True |
False |
6,130 |
| 100 |
1.9781 |
1.1525 |
0.8256 |
42.6% |
0.0518 |
2.7% |
95% |
True |
False |
5,216 |
| 120 |
1.9781 |
1.1425 |
0.8356 |
43.1% |
0.0495 |
2.6% |
95% |
True |
False |
4,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2357 |
|
2.618 |
2.1368 |
|
1.618 |
2.0762 |
|
1.000 |
2.0387 |
|
0.618 |
2.0156 |
|
HIGH |
1.9781 |
|
0.618 |
1.9550 |
|
0.500 |
1.9478 |
|
0.382 |
1.9406 |
|
LOW |
1.9175 |
|
0.618 |
1.8800 |
|
1.000 |
1.8569 |
|
1.618 |
1.8194 |
|
2.618 |
1.7588 |
|
4.250 |
1.6600 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9478 |
1.9297 |
| PP |
1.9445 |
1.9216 |
| S1 |
1.9411 |
1.9135 |
|