NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2.0000 |
1.9990 |
-0.0010 |
-0.1% |
2.0250 |
| High |
2.0203 |
2.0185 |
-0.0018 |
-0.1% |
2.0844 |
| Low |
1.9870 |
1.9071 |
-0.0799 |
-4.0% |
1.9071 |
| Close |
2.0078 |
1.9172 |
-0.0906 |
-4.5% |
1.9172 |
| Range |
0.0333 |
0.1114 |
0.0781 |
234.5% |
0.1773 |
| ATR |
0.0545 |
0.0586 |
0.0041 |
7.5% |
0.0000 |
| Volume |
34,887 |
20,898 |
-13,989 |
-40.1% |
122,281 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2818 |
2.2109 |
1.9785 |
|
| R3 |
2.1704 |
2.0995 |
1.9478 |
|
| R2 |
2.0590 |
2.0590 |
1.9376 |
|
| R1 |
1.9881 |
1.9881 |
1.9274 |
1.9679 |
| PP |
1.9476 |
1.9476 |
1.9476 |
1.9375 |
| S1 |
1.8767 |
1.8767 |
1.9070 |
1.8565 |
| S2 |
1.8362 |
1.8362 |
1.8968 |
|
| S3 |
1.7248 |
1.7653 |
1.8866 |
|
| S4 |
1.6134 |
1.6539 |
1.8559 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.5015 |
2.3866 |
2.0147 |
|
| R3 |
2.3242 |
2.2093 |
1.9660 |
|
| R2 |
2.1469 |
2.1469 |
1.9497 |
|
| R1 |
2.0320 |
2.0320 |
1.9335 |
2.0008 |
| PP |
1.9696 |
1.9696 |
1.9696 |
1.9540 |
| S1 |
1.8547 |
1.8547 |
1.9009 |
1.8235 |
| S2 |
1.7923 |
1.7923 |
1.8847 |
|
| S3 |
1.6150 |
1.6774 |
1.8684 |
|
| S4 |
1.4377 |
1.5001 |
1.8197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0844 |
1.9071 |
0.1773 |
9.2% |
0.0695 |
3.6% |
6% |
False |
True |
24,456 |
| 10 |
2.0844 |
1.9047 |
0.1797 |
9.4% |
0.0574 |
3.0% |
7% |
False |
False |
24,105 |
| 20 |
2.0844 |
1.7331 |
0.3513 |
18.3% |
0.0557 |
2.9% |
52% |
False |
False |
19,592 |
| 40 |
2.0844 |
1.3810 |
0.7034 |
36.7% |
0.0540 |
2.8% |
76% |
False |
False |
13,947 |
| 60 |
2.0844 |
1.3793 |
0.7051 |
36.8% |
0.0538 |
2.8% |
76% |
False |
False |
10,711 |
| 80 |
2.0844 |
1.2493 |
0.8351 |
43.6% |
0.0530 |
2.8% |
80% |
False |
False |
8,830 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
48.6% |
0.0528 |
2.8% |
82% |
False |
False |
7,455 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
48.6% |
0.0510 |
2.7% |
82% |
False |
False |
6,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.4920 |
|
2.618 |
2.3101 |
|
1.618 |
2.1987 |
|
1.000 |
2.1299 |
|
0.618 |
2.0873 |
|
HIGH |
2.0185 |
|
0.618 |
1.9759 |
|
0.500 |
1.9628 |
|
0.382 |
1.9497 |
|
LOW |
1.9071 |
|
0.618 |
1.8383 |
|
1.000 |
1.7957 |
|
1.618 |
1.7269 |
|
2.618 |
1.6155 |
|
4.250 |
1.4337 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9628 |
1.9761 |
| PP |
1.9476 |
1.9564 |
| S1 |
1.9324 |
1.9368 |
|