NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9990 |
1.9172 |
-0.0818 |
-4.1% |
2.0250 |
| High |
2.0185 |
1.9260 |
-0.0925 |
-4.6% |
2.0844 |
| Low |
1.9071 |
1.8250 |
-0.0821 |
-4.3% |
1.9071 |
| Close |
1.9172 |
1.8555 |
-0.0617 |
-3.2% |
1.9172 |
| Range |
0.1114 |
0.1010 |
-0.0104 |
-9.3% |
0.1773 |
| ATR |
0.0586 |
0.0616 |
0.0030 |
5.2% |
0.0000 |
| Volume |
20,898 |
49,940 |
29,042 |
139.0% |
122,281 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1718 |
2.1147 |
1.9111 |
|
| R3 |
2.0708 |
2.0137 |
1.8833 |
|
| R2 |
1.9698 |
1.9698 |
1.8740 |
|
| R1 |
1.9127 |
1.9127 |
1.8648 |
1.8908 |
| PP |
1.8688 |
1.8688 |
1.8688 |
1.8579 |
| S1 |
1.8117 |
1.8117 |
1.8462 |
1.7898 |
| S2 |
1.7678 |
1.7678 |
1.8370 |
|
| S3 |
1.6668 |
1.7107 |
1.8277 |
|
| S4 |
1.5658 |
1.6097 |
1.8000 |
|
|
| 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 |
1.8250 |
0.2594 |
14.0% |
0.0788 |
4.2% |
12% |
False |
True |
31,417 |
| 10 |
2.0844 |
1.8250 |
0.2594 |
14.0% |
0.0635 |
3.4% |
12% |
False |
True |
27,286 |
| 20 |
2.0844 |
1.7331 |
0.3513 |
18.9% |
0.0588 |
3.2% |
35% |
False |
False |
21,265 |
| 40 |
2.0844 |
1.3810 |
0.7034 |
37.9% |
0.0555 |
3.0% |
67% |
False |
False |
15,107 |
| 60 |
2.0844 |
1.3793 |
0.7051 |
38.0% |
0.0549 |
3.0% |
68% |
False |
False |
11,512 |
| 80 |
2.0844 |
1.2493 |
0.8351 |
45.0% |
0.0535 |
2.9% |
73% |
False |
False |
9,412 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
50.2% |
0.0531 |
2.9% |
75% |
False |
False |
7,947 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
50.2% |
0.0514 |
2.8% |
75% |
False |
False |
6,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.3553 |
|
2.618 |
2.1904 |
|
1.618 |
2.0894 |
|
1.000 |
2.0270 |
|
0.618 |
1.9884 |
|
HIGH |
1.9260 |
|
0.618 |
1.8874 |
|
0.500 |
1.8755 |
|
0.382 |
1.8636 |
|
LOW |
1.8250 |
|
0.618 |
1.7626 |
|
1.000 |
1.7240 |
|
1.618 |
1.6616 |
|
2.618 |
1.5606 |
|
4.250 |
1.3958 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8755 |
1.9227 |
| PP |
1.8688 |
1.9003 |
| S1 |
1.8622 |
1.8779 |
|