NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9100 |
1.8593 |
-0.0507 |
-2.7% |
1.9172 |
| High |
1.9506 |
1.8696 |
-0.0810 |
-4.2% |
1.9303 |
| Low |
1.8419 |
1.7755 |
-0.0664 |
-3.6% |
1.8250 |
| Close |
1.8590 |
1.7908 |
-0.0682 |
-3.7% |
1.8719 |
| Range |
0.1087 |
0.0941 |
-0.0146 |
-13.4% |
0.1053 |
| ATR |
0.0717 |
0.0733 |
0.0016 |
2.2% |
0.0000 |
| Volume |
39,343 |
52,755 |
13,412 |
34.1% |
214,227 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0943 |
2.0366 |
1.8426 |
|
| R3 |
2.0002 |
1.9425 |
1.8167 |
|
| R2 |
1.9061 |
1.9061 |
1.8081 |
|
| R1 |
1.8484 |
1.8484 |
1.7994 |
1.8302 |
| PP |
1.8120 |
1.8120 |
1.8120 |
1.8029 |
| S1 |
1.7543 |
1.7543 |
1.7822 |
1.7361 |
| S2 |
1.7179 |
1.7179 |
1.7735 |
|
| S3 |
1.6238 |
1.6602 |
1.7649 |
|
| S4 |
1.5297 |
1.5661 |
1.7390 |
|
|
| 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 |
1.7755 |
0.2052 |
11.5% |
0.0950 |
5.3% |
7% |
False |
True |
40,868 |
| 10 |
2.0185 |
1.7755 |
0.2430 |
13.6% |
0.0883 |
4.9% |
6% |
False |
True |
39,912 |
| 20 |
2.0844 |
1.7755 |
0.3089 |
17.2% |
0.0703 |
3.9% |
5% |
False |
True |
32,080 |
| 40 |
2.0844 |
1.6162 |
0.4682 |
26.1% |
0.0615 |
3.4% |
37% |
False |
False |
22,310 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
39.3% |
0.0586 |
3.3% |
58% |
False |
False |
16,467 |
| 80 |
2.0844 |
1.2700 |
0.8144 |
45.5% |
0.0575 |
3.2% |
64% |
False |
False |
13,186 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
52.0% |
0.0558 |
3.1% |
68% |
False |
False |
11,109 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
52.0% |
0.0546 |
3.0% |
68% |
False |
False |
9,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2695 |
|
2.618 |
2.1160 |
|
1.618 |
2.0219 |
|
1.000 |
1.9637 |
|
0.618 |
1.9278 |
|
HIGH |
1.8696 |
|
0.618 |
1.8337 |
|
0.500 |
1.8226 |
|
0.382 |
1.8114 |
|
LOW |
1.7755 |
|
0.618 |
1.7173 |
|
1.000 |
1.6814 |
|
1.618 |
1.6232 |
|
2.618 |
1.5291 |
|
4.250 |
1.3756 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8226 |
1.8781 |
| PP |
1.8120 |
1.8490 |
| S1 |
1.8014 |
1.8199 |
|