NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6574 |
1.7158 |
0.0584 |
3.5% |
1.7530 |
| High |
1.7177 |
1.7200 |
0.0023 |
0.1% |
1.7677 |
| Low |
1.6525 |
1.6807 |
0.0282 |
1.7% |
1.6241 |
| Close |
1.7081 |
1.7135 |
0.0054 |
0.3% |
1.6505 |
| Range |
0.0652 |
0.0393 |
-0.0259 |
-39.7% |
0.1436 |
| ATR |
0.0680 |
0.0659 |
-0.0020 |
-3.0% |
0.0000 |
| Volume |
33,534 |
40,183 |
6,649 |
19.8% |
213,990 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8226 |
1.8074 |
1.7351 |
|
| R3 |
1.7833 |
1.7681 |
1.7243 |
|
| R2 |
1.7440 |
1.7440 |
1.7207 |
|
| R1 |
1.7288 |
1.7288 |
1.7171 |
1.7168 |
| PP |
1.7047 |
1.7047 |
1.7047 |
1.6987 |
| S1 |
1.6895 |
1.6895 |
1.7099 |
1.6775 |
| S2 |
1.6654 |
1.6654 |
1.7063 |
|
| S3 |
1.6261 |
1.6502 |
1.7027 |
|
| S4 |
1.5868 |
1.6109 |
1.6919 |
|
|
| 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 |
6.9% |
0.0496 |
2.9% |
95% |
True |
False |
36,943 |
| 10 |
1.8696 |
1.6010 |
0.2686 |
15.7% |
0.0584 |
3.4% |
42% |
False |
False |
40,906 |
| 20 |
2.0203 |
1.6010 |
0.4193 |
24.5% |
0.0703 |
4.1% |
27% |
False |
False |
39,516 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
28.2% |
0.0620 |
3.6% |
23% |
False |
False |
29,154 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
41.1% |
0.0581 |
3.4% |
47% |
False |
False |
21,766 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
41.1% |
0.0570 |
3.3% |
47% |
False |
False |
17,298 |
| 100 |
2.0844 |
1.1988 |
0.8856 |
51.7% |
0.0557 |
3.3% |
58% |
False |
False |
14,436 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
54.4% |
0.0554 |
3.2% |
60% |
False |
False |
12,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8870 |
|
2.618 |
1.8229 |
|
1.618 |
1.7836 |
|
1.000 |
1.7593 |
|
0.618 |
1.7443 |
|
HIGH |
1.7200 |
|
0.618 |
1.7050 |
|
0.500 |
1.7004 |
|
0.382 |
1.6957 |
|
LOW |
1.6807 |
|
0.618 |
1.6564 |
|
1.000 |
1.6414 |
|
1.618 |
1.6171 |
|
2.618 |
1.5778 |
|
4.250 |
1.5137 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7091 |
1.7015 |
| PP |
1.7047 |
1.6895 |
| S1 |
1.7004 |
1.6775 |
|