NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.7950 |
1.8397 |
0.0447 |
2.5% |
1.6501 |
| High |
1.8463 |
1.9279 |
0.0816 |
4.4% |
1.7734 |
| Low |
1.7677 |
1.8335 |
0.0658 |
3.7% |
1.6010 |
| Close |
1.8383 |
1.9132 |
0.0749 |
4.1% |
1.7699 |
| Range |
0.0786 |
0.0944 |
0.0158 |
20.1% |
0.1724 |
| ATR |
0.0655 |
0.0675 |
0.0021 |
3.2% |
0.0000 |
| Volume |
26,735 |
27,748 |
1,013 |
3.8% |
169,248 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1747 |
2.1384 |
1.9651 |
|
| R3 |
2.0803 |
2.0440 |
1.9392 |
|
| R2 |
1.9859 |
1.9859 |
1.9305 |
|
| R1 |
1.9496 |
1.9496 |
1.9219 |
1.9678 |
| PP |
1.8915 |
1.8915 |
1.8915 |
1.9006 |
| S1 |
1.8552 |
1.8552 |
1.9045 |
1.8734 |
| S2 |
1.7971 |
1.7971 |
1.8959 |
|
| S3 |
1.7027 |
1.7608 |
1.8872 |
|
| S4 |
1.6083 |
1.6664 |
1.8613 |
|
|
| 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 |
1.9279 |
1.6970 |
0.2309 |
12.1% |
0.0700 |
3.7% |
94% |
True |
False |
27,570 |
| 10 |
1.9279 |
1.6010 |
0.3269 |
17.1% |
0.0598 |
3.1% |
96% |
True |
False |
32,256 |
| 20 |
1.9807 |
1.6010 |
0.3797 |
19.8% |
0.0698 |
3.6% |
82% |
False |
False |
36,907 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
25.3% |
0.0642 |
3.4% |
65% |
False |
False |
30,648 |
| 60 |
2.0844 |
1.4096 |
0.6748 |
35.3% |
0.0605 |
3.2% |
75% |
False |
False |
23,677 |
| 80 |
2.0844 |
1.3793 |
0.7051 |
36.9% |
0.0587 |
3.1% |
76% |
False |
False |
18,855 |
| 100 |
2.0844 |
1.2493 |
0.8351 |
43.6% |
0.0570 |
3.0% |
79% |
False |
False |
15,678 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
48.7% |
0.0563 |
2.9% |
82% |
False |
False |
13,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.3291 |
|
2.618 |
2.1750 |
|
1.618 |
2.0806 |
|
1.000 |
2.0223 |
|
0.618 |
1.9862 |
|
HIGH |
1.9279 |
|
0.618 |
1.8918 |
|
0.500 |
1.8807 |
|
0.382 |
1.8696 |
|
LOW |
1.8335 |
|
0.618 |
1.7752 |
|
1.000 |
1.7391 |
|
1.618 |
1.6808 |
|
2.618 |
1.5864 |
|
4.250 |
1.4323 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9024 |
1.8914 |
| PP |
1.8915 |
1.8696 |
| S1 |
1.8807 |
1.8478 |
|