NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7555 |
1.7896 |
0.0341 |
1.9% |
1.6501 |
| High |
1.7985 |
1.8318 |
0.0333 |
1.9% |
1.7734 |
| Low |
1.7516 |
1.7780 |
0.0264 |
1.5% |
1.6010 |
| Close |
1.7894 |
1.8120 |
0.0226 |
1.3% |
1.7699 |
| Range |
0.0469 |
0.0538 |
0.0069 |
14.7% |
0.1724 |
| ATR |
0.0653 |
0.0644 |
-0.0008 |
-1.3% |
0.0000 |
| Volume |
31,268 |
25,172 |
-6,096 |
-19.5% |
169,248 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9687 |
1.9441 |
1.8416 |
|
| R3 |
1.9149 |
1.8903 |
1.8268 |
|
| R2 |
1.8611 |
1.8611 |
1.8219 |
|
| R1 |
1.8365 |
1.8365 |
1.8169 |
1.8488 |
| PP |
1.8073 |
1.8073 |
1.8073 |
1.8134 |
| S1 |
1.7827 |
1.7827 |
1.8071 |
1.7950 |
| S2 |
1.7535 |
1.7535 |
1.8021 |
|
| S3 |
1.6997 |
1.7289 |
1.7972 |
|
| S4 |
1.6459 |
1.6751 |
1.7824 |
|
|
| 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 |
1.8318 |
1.6525 |
0.1793 |
9.9% |
0.0563 |
3.1% |
89% |
True |
False |
31,417 |
| 10 |
1.8318 |
1.6010 |
0.2308 |
12.7% |
0.0571 |
3.2% |
91% |
True |
False |
35,997 |
| 20 |
1.9807 |
1.6010 |
0.3797 |
21.0% |
0.0669 |
3.7% |
56% |
False |
False |
38,398 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
26.7% |
0.0628 |
3.5% |
44% |
False |
False |
29,831 |
| 60 |
2.0844 |
1.3810 |
0.7034 |
38.8% |
0.0593 |
3.3% |
61% |
False |
False |
22,871 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
38.9% |
0.0579 |
3.2% |
61% |
False |
False |
18,233 |
| 100 |
2.0844 |
1.2493 |
0.8351 |
46.1% |
0.0562 |
3.1% |
67% |
False |
False |
15,210 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
51.4% |
0.0554 |
3.1% |
71% |
False |
False |
13,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0605 |
|
2.618 |
1.9726 |
|
1.618 |
1.9188 |
|
1.000 |
1.8856 |
|
0.618 |
1.8650 |
|
HIGH |
1.8318 |
|
0.618 |
1.8112 |
|
0.500 |
1.8049 |
|
0.382 |
1.7986 |
|
LOW |
1.7780 |
|
0.618 |
1.7448 |
|
1.000 |
1.7242 |
|
1.618 |
1.6910 |
|
2.618 |
1.6372 |
|
4.250 |
1.5494 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8096 |
1.7961 |
| PP |
1.8073 |
1.7803 |
| S1 |
1.8049 |
1.7644 |
|