NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7158 |
1.7200 |
0.0042 |
0.2% |
1.6501 |
| High |
1.7200 |
1.7734 |
0.0534 |
3.1% |
1.7734 |
| Low |
1.6807 |
1.6970 |
0.0163 |
1.0% |
1.6010 |
| Close |
1.7135 |
1.7699 |
0.0564 |
3.3% |
1.7699 |
| Range |
0.0393 |
0.0764 |
0.0371 |
94.4% |
0.1724 |
| ATR |
0.0659 |
0.0667 |
0.0007 |
1.1% |
0.0000 |
| Volume |
40,183 |
26,931 |
-13,252 |
-33.0% |
169,248 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9760 |
1.9493 |
1.8119 |
|
| R3 |
1.8996 |
1.8729 |
1.7909 |
|
| R2 |
1.8232 |
1.8232 |
1.7839 |
|
| R1 |
1.7965 |
1.7965 |
1.7769 |
1.8099 |
| PP |
1.7468 |
1.7468 |
1.7468 |
1.7534 |
| S1 |
1.7201 |
1.7201 |
1.7629 |
1.7335 |
| S2 |
1.6704 |
1.6704 |
1.7559 |
|
| S3 |
1.5940 |
1.6437 |
1.7489 |
|
| S4 |
1.5176 |
1.5673 |
1.7279 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2320 |
2.1733 |
1.8647 |
|
| R3 |
2.0596 |
2.0009 |
1.8173 |
|
| R2 |
1.8872 |
1.8872 |
1.8015 |
|
| R1 |
1.8285 |
1.8285 |
1.7857 |
1.8579 |
| PP |
1.7148 |
1.7148 |
1.7148 |
1.7294 |
| S1 |
1.6561 |
1.6561 |
1.7541 |
1.6855 |
| S2 |
1.5424 |
1.5424 |
1.7383 |
|
| S3 |
1.3700 |
1.4837 |
1.7225 |
|
| S4 |
1.1976 |
1.3113 |
1.6751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7734 |
1.6010 |
0.1724 |
9.7% |
0.0563 |
3.2% |
98% |
True |
False |
33,849 |
| 10 |
1.7734 |
1.6010 |
0.1724 |
9.7% |
0.0567 |
3.2% |
98% |
True |
False |
38,323 |
| 20 |
2.0185 |
1.6010 |
0.4175 |
23.6% |
0.0725 |
4.1% |
40% |
False |
False |
39,118 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
27.3% |
0.0627 |
3.5% |
35% |
False |
False |
29,343 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
39.7% |
0.0588 |
3.3% |
55% |
False |
False |
22,086 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
39.8% |
0.0575 |
3.2% |
55% |
False |
False |
17,585 |
| 100 |
2.0844 |
1.2312 |
0.8532 |
48.2% |
0.0563 |
3.2% |
63% |
False |
False |
14,692 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
52.7% |
0.0555 |
3.1% |
66% |
False |
False |
12,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0981 |
|
2.618 |
1.9734 |
|
1.618 |
1.8970 |
|
1.000 |
1.8498 |
|
0.618 |
1.8206 |
|
HIGH |
1.7734 |
|
0.618 |
1.7442 |
|
0.500 |
1.7352 |
|
0.382 |
1.7262 |
|
LOW |
1.6970 |
|
0.618 |
1.6498 |
|
1.000 |
1.6206 |
|
1.618 |
1.5734 |
|
2.618 |
1.4970 |
|
4.250 |
1.3723 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7583 |
1.7509 |
| PP |
1.7468 |
1.7319 |
| S1 |
1.7352 |
1.7130 |
|