NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9540 |
1.9350 |
-0.0190 |
-1.0% |
1.8825 |
| High |
1.9781 |
1.9455 |
-0.0326 |
-1.6% |
1.9781 |
| Low |
1.9175 |
1.9047 |
-0.0128 |
-0.7% |
1.8489 |
| Close |
1.9378 |
1.9219 |
-0.0159 |
-0.8% |
1.9378 |
| Range |
0.0606 |
0.0408 |
-0.0198 |
-32.7% |
0.1292 |
| ATR |
0.0559 |
0.0548 |
-0.0011 |
-1.9% |
0.0000 |
| Volume |
22,322 |
18,132 |
-4,190 |
-18.8% |
85,050 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0464 |
2.0250 |
1.9443 |
|
| R3 |
2.0056 |
1.9842 |
1.9331 |
|
| R2 |
1.9648 |
1.9648 |
1.9294 |
|
| R1 |
1.9434 |
1.9434 |
1.9256 |
1.9337 |
| PP |
1.9240 |
1.9240 |
1.9240 |
1.9192 |
| S1 |
1.9026 |
1.9026 |
1.9182 |
1.8929 |
| S2 |
1.8832 |
1.8832 |
1.9144 |
|
| S3 |
1.8424 |
1.8618 |
1.9107 |
|
| S4 |
1.8016 |
1.8210 |
1.8995 |
|
|
| 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% |
0.0598 |
3.1% |
57% |
False |
False |
17,771 |
| 10 |
1.9781 |
1.7331 |
0.2450 |
12.7% |
0.0541 |
2.8% |
77% |
False |
False |
15,244 |
| 20 |
1.9781 |
1.6342 |
0.3439 |
17.9% |
0.0521 |
2.7% |
84% |
False |
False |
13,589 |
| 40 |
1.9781 |
1.3810 |
0.5971 |
31.1% |
0.0518 |
2.7% |
91% |
False |
False |
9,493 |
| 60 |
1.9781 |
1.3129 |
0.6652 |
34.6% |
0.0524 |
2.7% |
92% |
False |
False |
7,422 |
| 80 |
1.9781 |
1.1525 |
0.8256 |
43.0% |
0.0520 |
2.7% |
93% |
False |
False |
6,314 |
| 100 |
1.9781 |
1.1525 |
0.8256 |
43.0% |
0.0520 |
2.7% |
93% |
False |
False |
5,369 |
| 120 |
1.9781 |
1.1425 |
0.8356 |
43.5% |
0.0493 |
2.6% |
93% |
False |
False |
4,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1189 |
|
2.618 |
2.0523 |
|
1.618 |
2.0115 |
|
1.000 |
1.9863 |
|
0.618 |
1.9707 |
|
HIGH |
1.9455 |
|
0.618 |
1.9299 |
|
0.500 |
1.9251 |
|
0.382 |
1.9203 |
|
LOW |
1.9047 |
|
0.618 |
1.8795 |
|
1.000 |
1.8639 |
|
1.618 |
1.8387 |
|
2.618 |
1.7979 |
|
4.250 |
1.7313 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9251 |
1.9334 |
| PP |
1.9240 |
1.9295 |
| S1 |
1.9230 |
1.9257 |
|