NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2.0290 |
2.0000 |
-0.0290 |
-1.4% |
1.9350 |
| High |
2.0450 |
2.0203 |
-0.0247 |
-1.2% |
2.0526 |
| Low |
1.9719 |
1.9870 |
0.0151 |
0.8% |
1.9047 |
| Close |
2.0095 |
2.0078 |
-0.0017 |
-0.1% |
2.0247 |
| Range |
0.0731 |
0.0333 |
-0.0398 |
-54.4% |
0.1479 |
| ATR |
0.0562 |
0.0545 |
-0.0016 |
-2.9% |
0.0000 |
| Volume |
27,972 |
34,887 |
6,915 |
24.7% |
118,775 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1049 |
2.0897 |
2.0261 |
|
| R3 |
2.0716 |
2.0564 |
2.0170 |
|
| R2 |
2.0383 |
2.0383 |
2.0139 |
|
| R1 |
2.0231 |
2.0231 |
2.0109 |
2.0307 |
| PP |
2.0050 |
2.0050 |
2.0050 |
2.0089 |
| S1 |
1.9898 |
1.9898 |
2.0047 |
1.9974 |
| S2 |
1.9717 |
1.9717 |
2.0017 |
|
| S3 |
1.9384 |
1.9565 |
1.9986 |
|
| S4 |
1.9051 |
1.9232 |
1.9895 |
|
|
| 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% |
0.0553 |
2.8% |
32% |
False |
False |
26,142 |
| 10 |
2.0844 |
1.9047 |
0.1797 |
9.0% |
0.0524 |
2.6% |
57% |
False |
False |
24,248 |
| 20 |
2.0844 |
1.7014 |
0.3830 |
19.1% |
0.0530 |
2.6% |
80% |
False |
False |
19,569 |
| 40 |
2.0844 |
1.3810 |
0.7034 |
35.0% |
0.0519 |
2.6% |
89% |
False |
False |
13,570 |
| 60 |
2.0844 |
1.3793 |
0.7051 |
35.1% |
0.0525 |
2.6% |
89% |
False |
False |
10,408 |
| 80 |
2.0844 |
1.2312 |
0.8532 |
42.5% |
0.0522 |
2.6% |
91% |
False |
False |
8,586 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
46.4% |
0.0521 |
2.6% |
92% |
False |
False |
7,258 |
| 120 |
2.0844 |
1.1466 |
0.9378 |
46.7% |
0.0501 |
2.5% |
92% |
False |
False |
6,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1618 |
|
2.618 |
2.1075 |
|
1.618 |
2.0742 |
|
1.000 |
2.0536 |
|
0.618 |
2.0409 |
|
HIGH |
2.0203 |
|
0.618 |
2.0076 |
|
0.500 |
2.0037 |
|
0.382 |
1.9997 |
|
LOW |
1.9870 |
|
0.618 |
1.9664 |
|
1.000 |
1.9537 |
|
1.618 |
1.9331 |
|
2.618 |
1.8998 |
|
4.250 |
1.8455 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.0064 |
2.0282 |
| PP |
2.0050 |
2.0214 |
| S1 |
2.0037 |
2.0146 |
|