NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2.0090 |
2.0290 |
0.0200 |
1.0% |
1.9350 |
| High |
2.0844 |
2.0450 |
-0.0394 |
-1.9% |
2.0526 |
| Low |
2.0090 |
1.9719 |
-0.0371 |
-1.8% |
1.9047 |
| Close |
2.0435 |
2.0095 |
-0.0340 |
-1.7% |
2.0247 |
| Range |
0.0754 |
0.0731 |
-0.0023 |
-3.1% |
0.1479 |
| ATR |
0.0548 |
0.0562 |
0.0013 |
2.4% |
0.0000 |
| Volume |
23,390 |
27,972 |
4,582 |
19.6% |
118,775 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2281 |
2.1919 |
2.0497 |
|
| R3 |
2.1550 |
2.1188 |
2.0296 |
|
| R2 |
2.0819 |
2.0819 |
2.0229 |
|
| R1 |
2.0457 |
2.0457 |
2.0162 |
2.0273 |
| PP |
2.0088 |
2.0088 |
2.0088 |
1.9996 |
| S1 |
1.9726 |
1.9726 |
2.0028 |
1.9542 |
| S2 |
1.9357 |
1.9357 |
1.9961 |
|
| S3 |
1.8626 |
1.8995 |
1.9894 |
|
| S4 |
1.7895 |
1.8264 |
1.9693 |
|
|
| 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 |
2.0844 |
1.9719 |
0.1125 |
5.6% |
0.0587 |
2.9% |
33% |
False |
True |
24,276 |
| 10 |
2.0844 |
1.8886 |
0.1958 |
9.7% |
0.0571 |
2.8% |
62% |
False |
False |
22,714 |
| 20 |
2.0844 |
1.7014 |
0.3830 |
19.1% |
0.0536 |
2.7% |
80% |
False |
False |
18,793 |
| 40 |
2.0844 |
1.3810 |
0.7034 |
35.0% |
0.0521 |
2.6% |
89% |
False |
False |
12,891 |
| 60 |
2.0844 |
1.3793 |
0.7051 |
35.1% |
0.0525 |
2.6% |
89% |
False |
False |
9,892 |
| 80 |
2.0844 |
1.1988 |
0.8856 |
44.1% |
0.0521 |
2.6% |
92% |
False |
False |
8,166 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
46.4% |
0.0524 |
2.6% |
92% |
False |
False |
6,919 |
| 120 |
2.0844 |
1.1425 |
0.9419 |
46.9% |
0.0499 |
2.5% |
92% |
False |
False |
5,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.3557 |
|
2.618 |
2.2364 |
|
1.618 |
2.1633 |
|
1.000 |
2.1181 |
|
0.618 |
2.0902 |
|
HIGH |
2.0450 |
|
0.618 |
2.0171 |
|
0.500 |
2.0085 |
|
0.382 |
1.9998 |
|
LOW |
1.9719 |
|
0.618 |
1.9267 |
|
1.000 |
1.8988 |
|
1.618 |
1.8536 |
|
2.618 |
1.7805 |
|
4.250 |
1.6612 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.0092 |
2.0282 |
| PP |
2.0088 |
2.0219 |
| S1 |
2.0085 |
2.0157 |
|