NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8619 |
1.8529 |
-0.0090 |
-0.5% |
2.0250 |
| High |
1.8786 |
1.9277 |
0.0491 |
2.6% |
2.0844 |
| Low |
1.8421 |
1.8471 |
0.0050 |
0.3% |
1.9071 |
| Close |
1.8500 |
1.9016 |
0.0516 |
2.8% |
1.9172 |
| Range |
0.0365 |
0.0806 |
0.0441 |
120.8% |
0.1773 |
| ATR |
0.0618 |
0.0631 |
0.0013 |
2.2% |
0.0000 |
| Volume |
36,871 |
39,637 |
2,766 |
7.5% |
122,281 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1339 |
2.0984 |
1.9459 |
|
| R3 |
2.0533 |
2.0178 |
1.9238 |
|
| R2 |
1.9727 |
1.9727 |
1.9164 |
|
| R1 |
1.9372 |
1.9372 |
1.9090 |
1.9550 |
| PP |
1.8921 |
1.8921 |
1.8921 |
1.9010 |
| S1 |
1.8566 |
1.8566 |
1.8942 |
1.8744 |
| S2 |
1.8115 |
1.8115 |
1.8868 |
|
| S3 |
1.7309 |
1.7760 |
1.8794 |
|
| S4 |
1.6503 |
1.6954 |
1.8573 |
|
|
| 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 |
2.0185 |
1.8250 |
0.1935 |
10.2% |
0.0816 |
4.3% |
40% |
False |
False |
38,957 |
| 10 |
2.0844 |
1.8250 |
0.2594 |
13.6% |
0.0685 |
3.6% |
30% |
False |
False |
32,549 |
| 20 |
2.0844 |
1.8250 |
0.2594 |
13.6% |
0.0601 |
3.2% |
30% |
False |
False |
25,818 |
| 40 |
2.0844 |
1.4450 |
0.6394 |
33.6% |
0.0563 |
3.0% |
71% |
False |
False |
17,961 |
| 60 |
2.0844 |
1.3793 |
0.7051 |
37.1% |
0.0553 |
2.9% |
74% |
False |
False |
13,445 |
| 80 |
2.0844 |
1.2700 |
0.8144 |
42.8% |
0.0541 |
2.8% |
78% |
False |
False |
10,844 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
49.0% |
0.0532 |
2.8% |
80% |
False |
False |
9,135 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
49.0% |
0.0518 |
2.7% |
80% |
False |
False |
7,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2703 |
|
2.618 |
2.1387 |
|
1.618 |
2.0581 |
|
1.000 |
2.0083 |
|
0.618 |
1.9775 |
|
HIGH |
1.9277 |
|
0.618 |
1.8969 |
|
0.500 |
1.8874 |
|
0.382 |
1.8779 |
|
LOW |
1.8471 |
|
0.618 |
1.7973 |
|
1.000 |
1.7665 |
|
1.618 |
1.7167 |
|
2.618 |
1.6361 |
|
4.250 |
1.5046 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8969 |
1.8943 |
| PP |
1.8921 |
1.8870 |
| S1 |
1.8874 |
1.8798 |
|