NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7190 |
1.6490 |
-0.0700 |
-4.1% |
1.8750 |
| High |
1.7200 |
1.6791 |
-0.0409 |
-2.4% |
1.9807 |
| Low |
1.6290 |
1.6241 |
-0.0049 |
-0.3% |
1.7755 |
| Close |
1.6333 |
1.6638 |
0.0305 |
1.9% |
1.7908 |
| Range |
0.0910 |
0.0550 |
-0.0360 |
-39.6% |
0.2052 |
| ATR |
0.0741 |
0.0728 |
-0.0014 |
-1.8% |
0.0000 |
| Volume |
36,113 |
55,771 |
19,658 |
54.4% |
164,003 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8207 |
1.7972 |
1.6941 |
|
| R3 |
1.7657 |
1.7422 |
1.6789 |
|
| R2 |
1.7107 |
1.7107 |
1.6739 |
|
| R1 |
1.6872 |
1.6872 |
1.6688 |
1.6990 |
| PP |
1.6557 |
1.6557 |
1.6557 |
1.6615 |
| S1 |
1.6322 |
1.6322 |
1.6588 |
1.6440 |
| S2 |
1.6007 |
1.6007 |
1.6537 |
|
| S3 |
1.5457 |
1.5772 |
1.6487 |
|
| S4 |
1.4907 |
1.5222 |
1.6336 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.4646 |
2.3329 |
1.9037 |
|
| R3 |
2.2594 |
2.1277 |
1.8472 |
|
| R2 |
2.0542 |
2.0542 |
1.8284 |
|
| R1 |
1.9225 |
1.9225 |
1.8096 |
1.8858 |
| PP |
1.8490 |
1.8490 |
1.8490 |
1.8306 |
| S1 |
1.7173 |
1.7173 |
1.7720 |
1.6806 |
| S2 |
1.6438 |
1.6438 |
1.7532 |
|
| S3 |
1.4386 |
1.5121 |
1.7344 |
|
| S4 |
1.2334 |
1.3069 |
1.6779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8696 |
1.6241 |
0.2455 |
14.8% |
0.0673 |
4.0% |
16% |
False |
True |
44,869 |
| 10 |
1.9807 |
1.6241 |
0.3566 |
21.4% |
0.0798 |
4.8% |
11% |
False |
True |
41,557 |
| 20 |
2.0844 |
1.6241 |
0.4603 |
27.7% |
0.0726 |
4.4% |
9% |
False |
True |
36,349 |
| 40 |
2.0844 |
1.6241 |
0.4603 |
27.7% |
0.0627 |
3.8% |
9% |
False |
True |
25,790 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
42.3% |
0.0583 |
3.5% |
40% |
False |
False |
19,043 |
| 80 |
2.0844 |
1.3588 |
0.7256 |
43.6% |
0.0573 |
3.4% |
42% |
False |
False |
15,162 |
| 100 |
2.0844 |
1.1525 |
0.9319 |
56.0% |
0.0564 |
3.4% |
55% |
False |
False |
12,693 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
56.0% |
0.0554 |
3.3% |
55% |
False |
False |
10,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9129 |
|
2.618 |
1.8231 |
|
1.618 |
1.7681 |
|
1.000 |
1.7341 |
|
0.618 |
1.7131 |
|
HIGH |
1.6791 |
|
0.618 |
1.6581 |
|
0.500 |
1.6516 |
|
0.382 |
1.6451 |
|
LOW |
1.6241 |
|
0.618 |
1.5901 |
|
1.000 |
1.5691 |
|
1.618 |
1.5351 |
|
2.618 |
1.4801 |
|
4.250 |
1.3904 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6597 |
1.6959 |
| PP |
1.6557 |
1.6852 |
| S1 |
1.6516 |
1.6745 |
|