NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6501 |
1.6448 |
-0.0053 |
-0.3% |
1.7530 |
| High |
1.6658 |
1.6710 |
0.0052 |
0.3% |
1.7677 |
| Low |
1.6010 |
1.6350 |
0.0340 |
2.1% |
1.6241 |
| Close |
1.6394 |
1.6466 |
0.0072 |
0.4% |
1.6505 |
| Range |
0.0648 |
0.0360 |
-0.0288 |
-44.4% |
0.1436 |
| ATR |
0.0702 |
0.0677 |
-0.0024 |
-3.5% |
0.0000 |
| Volume |
33,466 |
35,134 |
1,668 |
5.0% |
213,990 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7589 |
1.7387 |
1.6664 |
|
| R3 |
1.7229 |
1.7027 |
1.6565 |
|
| R2 |
1.6869 |
1.6869 |
1.6532 |
|
| R1 |
1.6667 |
1.6667 |
1.6499 |
1.6768 |
| PP |
1.6509 |
1.6509 |
1.6509 |
1.6559 |
| S1 |
1.6307 |
1.6307 |
1.6433 |
1.6408 |
| S2 |
1.6149 |
1.6149 |
1.6400 |
|
| S3 |
1.5789 |
1.5947 |
1.6367 |
|
| S4 |
1.5429 |
1.5587 |
1.6268 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1116 |
2.0246 |
1.7295 |
|
| R3 |
1.9680 |
1.8810 |
1.6900 |
|
| R2 |
1.8244 |
1.8244 |
1.6768 |
|
| R1 |
1.7374 |
1.7374 |
1.6637 |
1.7091 |
| PP |
1.6808 |
1.6808 |
1.6808 |
1.6666 |
| S1 |
1.5938 |
1.5938 |
1.6373 |
1.5655 |
| S2 |
1.5372 |
1.5372 |
1.6242 |
|
| S3 |
1.3936 |
1.4502 |
1.6110 |
|
| S4 |
1.2500 |
1.3066 |
1.5715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7200 |
1.6010 |
0.1190 |
7.2% |
0.0579 |
3.5% |
38% |
False |
False |
40,576 |
| 10 |
1.9807 |
1.6010 |
0.3797 |
23.1% |
0.0697 |
4.2% |
12% |
False |
False |
40,987 |
| 20 |
2.0844 |
1.6010 |
0.4834 |
29.4% |
0.0725 |
4.4% |
9% |
False |
False |
38,398 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
29.4% |
0.0625 |
3.8% |
9% |
False |
False |
27,889 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
42.7% |
0.0589 |
3.6% |
38% |
False |
False |
20,710 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
42.8% |
0.0569 |
3.5% |
38% |
False |
False |
16,441 |
| 100 |
2.0844 |
1.1783 |
0.9061 |
55.0% |
0.0558 |
3.4% |
52% |
False |
False |
13,752 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
56.6% |
0.0560 |
3.4% |
53% |
False |
False |
11,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8240 |
|
2.618 |
1.7652 |
|
1.618 |
1.7292 |
|
1.000 |
1.7070 |
|
0.618 |
1.6932 |
|
HIGH |
1.6710 |
|
0.618 |
1.6572 |
|
0.500 |
1.6530 |
|
0.382 |
1.6488 |
|
LOW |
1.6350 |
|
0.618 |
1.6128 |
|
1.000 |
1.5990 |
|
1.618 |
1.5768 |
|
2.618 |
1.5408 |
|
4.250 |
1.4820 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6530 |
1.6431 |
| PP |
1.6509 |
1.6395 |
| S1 |
1.6487 |
1.6360 |
|