NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7896 |
1.7950 |
0.0054 |
0.3% |
1.6501 |
| High |
1.8318 |
1.8463 |
0.0145 |
0.8% |
1.7734 |
| Low |
1.7780 |
1.7677 |
-0.0103 |
-0.6% |
1.6010 |
| Close |
1.8120 |
1.8383 |
0.0263 |
1.5% |
1.7699 |
| Range |
0.0538 |
0.0786 |
0.0248 |
46.1% |
0.1724 |
| ATR |
0.0644 |
0.0655 |
0.0010 |
1.6% |
0.0000 |
| Volume |
25,172 |
26,735 |
1,563 |
6.2% |
169,248 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0532 |
2.0244 |
1.8815 |
|
| R3 |
1.9746 |
1.9458 |
1.8599 |
|
| R2 |
1.8960 |
1.8960 |
1.8527 |
|
| R1 |
1.8672 |
1.8672 |
1.8455 |
1.8816 |
| PP |
1.8174 |
1.8174 |
1.8174 |
1.8247 |
| S1 |
1.7886 |
1.7886 |
1.8311 |
1.8030 |
| S2 |
1.7388 |
1.7388 |
1.8239 |
|
| S3 |
1.6602 |
1.7100 |
1.8167 |
|
| S4 |
1.5816 |
1.6314 |
1.7951 |
|
|
| 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 |
1.8463 |
1.6807 |
0.1656 |
9.0% |
0.0590 |
3.2% |
95% |
True |
False |
30,057 |
| 10 |
1.8463 |
1.6010 |
0.2453 |
13.3% |
0.0559 |
3.0% |
97% |
True |
False |
35,059 |
| 20 |
1.9807 |
1.6010 |
0.3797 |
20.7% |
0.0669 |
3.6% |
62% |
False |
False |
37,363 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
26.3% |
0.0629 |
3.4% |
49% |
False |
False |
30,235 |
| 60 |
2.0844 |
1.3930 |
0.6914 |
37.6% |
0.0594 |
3.2% |
64% |
False |
False |
23,275 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
38.4% |
0.0585 |
3.2% |
65% |
False |
False |
18,541 |
| 100 |
2.0844 |
1.2493 |
0.8351 |
45.4% |
0.0564 |
3.1% |
71% |
False |
False |
15,429 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
50.7% |
0.0557 |
3.0% |
74% |
False |
False |
13,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1804 |
|
2.618 |
2.0521 |
|
1.618 |
1.9735 |
|
1.000 |
1.9249 |
|
0.618 |
1.8949 |
|
HIGH |
1.8463 |
|
0.618 |
1.8163 |
|
0.500 |
1.8070 |
|
0.382 |
1.7977 |
|
LOW |
1.7677 |
|
0.618 |
1.7191 |
|
1.000 |
1.6891 |
|
1.618 |
1.6405 |
|
2.618 |
1.5619 |
|
4.250 |
1.4337 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.8279 |
1.8252 |
| PP |
1.8174 |
1.8121 |
| S1 |
1.8070 |
1.7990 |
|