NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2.0350 |
2.0250 |
-0.0100 |
-0.5% |
1.9350 |
| High |
2.0395 |
2.0378 |
-0.0017 |
-0.1% |
2.0526 |
| Low |
1.9989 |
1.9837 |
-0.0152 |
-0.8% |
1.9047 |
| Close |
2.0247 |
2.0306 |
0.0059 |
0.3% |
2.0247 |
| Range |
0.0406 |
0.0541 |
0.0135 |
33.3% |
0.1479 |
| ATR |
0.0532 |
0.0533 |
0.0001 |
0.1% |
0.0000 |
| Volume |
29,328 |
15,134 |
-14,194 |
-48.4% |
118,775 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1797 |
2.1592 |
2.0604 |
|
| R3 |
2.1256 |
2.1051 |
2.0455 |
|
| R2 |
2.0715 |
2.0715 |
2.0405 |
|
| R1 |
2.0510 |
2.0510 |
2.0356 |
2.0613 |
| PP |
2.0174 |
2.0174 |
2.0174 |
2.0225 |
| S1 |
1.9969 |
1.9969 |
2.0256 |
2.0072 |
| S2 |
1.9633 |
1.9633 |
2.0207 |
|
| S3 |
1.9092 |
1.9428 |
2.0157 |
|
| S4 |
1.8551 |
1.8887 |
2.0008 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.4377 |
2.3791 |
2.1060 |
|
| R3 |
2.2898 |
2.2312 |
2.0654 |
|
| R2 |
2.1419 |
2.1419 |
2.0518 |
|
| R1 |
2.0833 |
2.0833 |
2.0383 |
2.1126 |
| PP |
1.9940 |
1.9940 |
1.9940 |
2.0087 |
| S1 |
1.9354 |
1.9354 |
2.0111 |
1.9647 |
| S2 |
1.8461 |
1.8461 |
1.9976 |
|
| S3 |
1.6982 |
1.7875 |
1.9840 |
|
| S4 |
1.5503 |
1.6396 |
1.9434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0526 |
1.9200 |
0.1326 |
6.5% |
0.0481 |
2.4% |
83% |
False |
False |
23,155 |
| 10 |
2.0526 |
1.8489 |
0.2037 |
10.0% |
0.0539 |
2.7% |
89% |
False |
False |
20,463 |
| 20 |
2.0526 |
1.6650 |
0.3876 |
19.1% |
0.0525 |
2.6% |
94% |
False |
False |
17,380 |
| 40 |
2.0526 |
1.3810 |
0.6716 |
33.1% |
0.0521 |
2.6% |
97% |
False |
False |
11,866 |
| 60 |
2.0526 |
1.3793 |
0.6733 |
33.2% |
0.0517 |
2.5% |
97% |
False |
False |
9,123 |
| 80 |
2.0526 |
1.1783 |
0.8743 |
43.1% |
0.0516 |
2.5% |
97% |
False |
False |
7,590 |
| 100 |
2.0526 |
1.1525 |
0.9001 |
44.3% |
0.0527 |
2.6% |
98% |
False |
False |
6,465 |
| 120 |
2.0526 |
1.1425 |
0.9101 |
44.8% |
0.0491 |
2.4% |
98% |
False |
False |
5,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2677 |
|
2.618 |
2.1794 |
|
1.618 |
2.1253 |
|
1.000 |
2.0919 |
|
0.618 |
2.0712 |
|
HIGH |
2.0378 |
|
0.618 |
2.0171 |
|
0.500 |
2.0108 |
|
0.382 |
2.0044 |
|
LOW |
1.9837 |
|
0.618 |
1.9503 |
|
1.000 |
1.9296 |
|
1.618 |
1.8962 |
|
2.618 |
1.8421 |
|
4.250 |
1.7538 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.0240 |
2.0265 |
| PP |
2.0174 |
2.0223 |
| S1 |
2.0108 |
2.0182 |
|