NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9392 |
1.9100 |
-0.0292 |
-1.5% |
1.9172 |
| High |
1.9807 |
1.9506 |
-0.0301 |
-1.5% |
1.9303 |
| Low |
1.8726 |
1.8419 |
-0.0307 |
-1.6% |
1.8250 |
| Close |
1.9020 |
1.8590 |
-0.0430 |
-2.3% |
1.8719 |
| Range |
0.1081 |
0.1087 |
0.0006 |
0.6% |
0.1053 |
| ATR |
0.0688 |
0.0717 |
0.0028 |
4.1% |
0.0000 |
| Volume |
35,191 |
39,343 |
4,152 |
11.8% |
214,227 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2099 |
2.1432 |
1.9188 |
|
| R3 |
2.1012 |
2.0345 |
1.8889 |
|
| R2 |
1.9925 |
1.9925 |
1.8789 |
|
| R1 |
1.9258 |
1.9258 |
1.8690 |
1.9048 |
| PP |
1.8838 |
1.8838 |
1.8838 |
1.8734 |
| S1 |
1.8171 |
1.8171 |
1.8490 |
1.7961 |
| S2 |
1.7751 |
1.7751 |
1.8391 |
|
| S3 |
1.6664 |
1.7084 |
1.8291 |
|
| S4 |
1.5577 |
1.5997 |
1.7992 |
|
|
| 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 |
1.9807 |
1.8419 |
0.1388 |
7.5% |
0.0923 |
5.0% |
12% |
False |
True |
38,245 |
| 10 |
2.0203 |
1.8250 |
0.1953 |
10.5% |
0.0822 |
4.4% |
17% |
False |
False |
38,126 |
| 20 |
2.0844 |
1.8250 |
0.2594 |
14.0% |
0.0697 |
3.7% |
13% |
False |
False |
30,420 |
| 40 |
2.0844 |
1.5853 |
0.4991 |
26.8% |
0.0604 |
3.2% |
55% |
False |
False |
21,141 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
37.8% |
0.0573 |
3.1% |
68% |
False |
False |
15,636 |
| 80 |
2.0844 |
1.2700 |
0.8144 |
43.8% |
0.0570 |
3.1% |
72% |
False |
False |
12,597 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
50.1% |
0.0553 |
3.0% |
76% |
False |
False |
10,590 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
50.1% |
0.0539 |
2.9% |
76% |
False |
False |
9,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.4126 |
|
2.618 |
2.2352 |
|
1.618 |
2.1265 |
|
1.000 |
2.0593 |
|
0.618 |
2.0178 |
|
HIGH |
1.9506 |
|
0.618 |
1.9091 |
|
0.500 |
1.8963 |
|
0.382 |
1.8834 |
|
LOW |
1.8419 |
|
0.618 |
1.7747 |
|
1.000 |
1.7332 |
|
1.618 |
1.6660 |
|
2.618 |
1.5573 |
|
4.250 |
1.3799 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8963 |
1.9113 |
| PP |
1.8838 |
1.8939 |
| S1 |
1.8714 |
1.8764 |
|