NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.8529 |
1.9069 |
0.0540 |
2.9% |
1.9172 |
| High |
1.9277 |
1.9303 |
0.0026 |
0.1% |
1.9303 |
| Low |
1.8471 |
1.8607 |
0.0136 |
0.7% |
1.8250 |
| Close |
1.9016 |
1.8719 |
-0.0297 |
-1.6% |
1.8719 |
| Range |
0.0806 |
0.0696 |
-0.0110 |
-13.6% |
0.1053 |
| ATR |
0.0631 |
0.0636 |
0.0005 |
0.7% |
0.0000 |
| Volume |
39,637 |
40,340 |
703 |
1.8% |
214,227 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0964 |
2.0538 |
1.9102 |
|
| R3 |
2.0268 |
1.9842 |
1.8910 |
|
| R2 |
1.9572 |
1.9572 |
1.8847 |
|
| R1 |
1.9146 |
1.9146 |
1.8783 |
1.9011 |
| PP |
1.8876 |
1.8876 |
1.8876 |
1.8809 |
| S1 |
1.8450 |
1.8450 |
1.8655 |
1.8315 |
| S2 |
1.8180 |
1.8180 |
1.8591 |
|
| S3 |
1.7484 |
1.7754 |
1.8528 |
|
| S4 |
1.6788 |
1.7058 |
1.8336 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1916 |
2.1371 |
1.9298 |
|
| R3 |
2.0863 |
2.0318 |
1.9009 |
|
| R2 |
1.9810 |
1.9810 |
1.8912 |
|
| R1 |
1.9265 |
1.9265 |
1.8816 |
1.9011 |
| PP |
1.8757 |
1.8757 |
1.8757 |
1.8631 |
| S1 |
1.8212 |
1.8212 |
1.8622 |
1.7958 |
| S2 |
1.7704 |
1.7704 |
1.8526 |
|
| S3 |
1.6651 |
1.7159 |
1.8429 |
|
| S4 |
1.5598 |
1.6106 |
1.8140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9303 |
1.8250 |
0.1053 |
5.6% |
0.0732 |
3.9% |
45% |
True |
False |
42,845 |
| 10 |
2.0844 |
1.8250 |
0.2594 |
13.9% |
0.0714 |
3.8% |
18% |
False |
False |
33,650 |
| 20 |
2.0844 |
1.8250 |
0.2594 |
13.9% |
0.0618 |
3.3% |
18% |
False |
False |
27,016 |
| 40 |
2.0844 |
1.4677 |
0.6167 |
32.9% |
0.0572 |
3.1% |
66% |
False |
False |
18,733 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
37.6% |
0.0557 |
3.0% |
70% |
False |
False |
14,074 |
| 80 |
2.0844 |
1.2700 |
0.8144 |
43.5% |
0.0544 |
2.9% |
74% |
False |
False |
11,321 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
49.8% |
0.0537 |
2.9% |
77% |
False |
False |
9,526 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
49.8% |
0.0521 |
2.8% |
77% |
False |
False |
8,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2261 |
|
2.618 |
2.1125 |
|
1.618 |
2.0429 |
|
1.000 |
1.9999 |
|
0.618 |
1.9733 |
|
HIGH |
1.9303 |
|
0.618 |
1.9037 |
|
0.500 |
1.8955 |
|
0.382 |
1.8873 |
|
LOW |
1.8607 |
|
0.618 |
1.8177 |
|
1.000 |
1.7911 |
|
1.618 |
1.7481 |
|
2.618 |
1.6785 |
|
4.250 |
1.5649 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8955 |
1.8862 |
| PP |
1.8876 |
1.8814 |
| S1 |
1.8798 |
1.8767 |
|