NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9076 |
1.9160 |
0.0084 |
0.4% |
1.7555 |
| High |
1.9368 |
1.9436 |
0.0068 |
0.4% |
1.9368 |
| Low |
1.8950 |
1.9070 |
0.0120 |
0.6% |
1.7516 |
| Close |
1.9159 |
1.9347 |
0.0188 |
1.0% |
1.9159 |
| Range |
0.0418 |
0.0366 |
-0.0052 |
-12.4% |
0.1852 |
| ATR |
0.0657 |
0.0636 |
-0.0021 |
-3.2% |
0.0000 |
| Volume |
19,582 |
18,850 |
-732 |
-3.7% |
130,505 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0382 |
2.0231 |
1.9548 |
|
| R3 |
2.0016 |
1.9865 |
1.9448 |
|
| R2 |
1.9650 |
1.9650 |
1.9414 |
|
| R1 |
1.9499 |
1.9499 |
1.9381 |
1.9575 |
| PP |
1.9284 |
1.9284 |
1.9284 |
1.9322 |
| S1 |
1.9133 |
1.9133 |
1.9313 |
1.9209 |
| S2 |
1.8918 |
1.8918 |
1.9280 |
|
| S3 |
1.8552 |
1.8767 |
1.9246 |
|
| S4 |
1.8186 |
1.8401 |
1.9146 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.4237 |
2.3550 |
2.0178 |
|
| R3 |
2.2385 |
2.1698 |
1.9668 |
|
| R2 |
2.0533 |
2.0533 |
1.9499 |
|
| R1 |
1.9846 |
1.9846 |
1.9329 |
2.0190 |
| PP |
1.8681 |
1.8681 |
1.8681 |
1.8853 |
| S1 |
1.7994 |
1.7994 |
1.8989 |
1.8338 |
| S2 |
1.6829 |
1.6829 |
1.8819 |
|
| S3 |
1.4977 |
1.6142 |
1.8650 |
|
| S4 |
1.3125 |
1.4290 |
1.8140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9436 |
1.7677 |
0.1759 |
9.1% |
0.0610 |
3.2% |
95% |
True |
False |
23,617 |
| 10 |
1.9436 |
1.6350 |
0.3086 |
16.0% |
0.0569 |
2.9% |
97% |
True |
False |
28,513 |
| 20 |
1.9807 |
1.6010 |
0.3797 |
19.6% |
0.0662 |
3.4% |
88% |
False |
False |
34,829 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
25.0% |
0.0640 |
3.3% |
69% |
False |
False |
30,923 |
| 60 |
2.0844 |
1.4677 |
0.6167 |
31.9% |
0.0602 |
3.1% |
76% |
False |
False |
24,098 |
| 80 |
2.0844 |
1.3810 |
0.7034 |
36.4% |
0.0583 |
3.0% |
79% |
False |
False |
19,263 |
| 100 |
2.0844 |
1.2700 |
0.8144 |
42.1% |
0.0568 |
2.9% |
82% |
False |
False |
16,023 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
48.2% |
0.0558 |
2.9% |
84% |
False |
False |
13,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0992 |
|
2.618 |
2.0394 |
|
1.618 |
2.0028 |
|
1.000 |
1.9802 |
|
0.618 |
1.9662 |
|
HIGH |
1.9436 |
|
0.618 |
1.9296 |
|
0.500 |
1.9253 |
|
0.382 |
1.9210 |
|
LOW |
1.9070 |
|
0.618 |
1.8844 |
|
1.000 |
1.8704 |
|
1.618 |
1.8478 |
|
2.618 |
1.8112 |
|
4.250 |
1.7515 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9316 |
1.9193 |
| PP |
1.9284 |
1.9039 |
| S1 |
1.9253 |
1.8886 |
|