NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7200 |
1.7555 |
0.0355 |
2.1% |
1.6501 |
| High |
1.7734 |
1.7985 |
0.0251 |
1.4% |
1.7734 |
| Low |
1.6970 |
1.7516 |
0.0546 |
3.2% |
1.6010 |
| Close |
1.7699 |
1.7894 |
0.0195 |
1.1% |
1.7699 |
| Range |
0.0764 |
0.0469 |
-0.0295 |
-38.6% |
0.1724 |
| ATR |
0.0667 |
0.0653 |
-0.0014 |
-2.1% |
0.0000 |
| Volume |
26,931 |
31,268 |
4,337 |
16.1% |
169,248 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9205 |
1.9019 |
1.8152 |
|
| R3 |
1.8736 |
1.8550 |
1.8023 |
|
| R2 |
1.8267 |
1.8267 |
1.7980 |
|
| R1 |
1.8081 |
1.8081 |
1.7937 |
1.8174 |
| PP |
1.7798 |
1.7798 |
1.7798 |
1.7845 |
| S1 |
1.7612 |
1.7612 |
1.7851 |
1.7705 |
| S2 |
1.7329 |
1.7329 |
1.7808 |
|
| S3 |
1.6860 |
1.7143 |
1.7765 |
|
| S4 |
1.6391 |
1.6674 |
1.7636 |
|
|
| 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 |
1.7985 |
1.6350 |
0.1635 |
9.1% |
0.0528 |
2.9% |
94% |
True |
False |
33,410 |
| 10 |
1.7985 |
1.6010 |
0.1975 |
11.0% |
0.0572 |
3.2% |
95% |
True |
False |
37,140 |
| 20 |
1.9807 |
1.6010 |
0.3797 |
21.2% |
0.0693 |
3.9% |
50% |
False |
False |
39,636 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
27.0% |
0.0625 |
3.5% |
39% |
False |
False |
29,614 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
39.3% |
0.0591 |
3.3% |
58% |
False |
False |
22,510 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
39.4% |
0.0577 |
3.2% |
58% |
False |
False |
17,942 |
| 100 |
2.0844 |
1.2493 |
0.8351 |
46.7% |
0.0563 |
3.1% |
65% |
False |
False |
14,991 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
52.1% |
0.0555 |
3.1% |
68% |
False |
False |
12,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9978 |
|
2.618 |
1.9213 |
|
1.618 |
1.8744 |
|
1.000 |
1.8454 |
|
0.618 |
1.8275 |
|
HIGH |
1.7985 |
|
0.618 |
1.7806 |
|
0.500 |
1.7751 |
|
0.382 |
1.7695 |
|
LOW |
1.7516 |
|
0.618 |
1.7226 |
|
1.000 |
1.7047 |
|
1.618 |
1.6757 |
|
2.618 |
1.6288 |
|
4.250 |
1.5523 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7846 |
1.7728 |
| PP |
1.7798 |
1.7562 |
| S1 |
1.7751 |
1.7396 |
|