NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.9040 |
1.8468 |
-0.0572 |
-3.0% |
1.7555 |
| High |
1.9135 |
2.0000 |
0.0865 |
4.5% |
1.9368 |
| Low |
1.8263 |
1.8450 |
0.0187 |
1.0% |
1.7516 |
| Close |
1.8550 |
1.9911 |
0.1361 |
7.3% |
1.9159 |
| Range |
0.0872 |
0.1550 |
0.0678 |
77.8% |
0.1852 |
| ATR |
0.0645 |
0.0710 |
0.0065 |
10.0% |
0.0000 |
| Volume |
17,321 |
16,406 |
-915 |
-5.3% |
130,505 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.4104 |
2.3557 |
2.0764 |
|
| R3 |
2.2554 |
2.2007 |
2.0337 |
|
| R2 |
2.1004 |
2.1004 |
2.0195 |
|
| R1 |
2.0457 |
2.0457 |
2.0053 |
2.0731 |
| PP |
1.9454 |
1.9454 |
1.9454 |
1.9590 |
| S1 |
1.8907 |
1.8907 |
1.9769 |
1.9181 |
| S2 |
1.7904 |
1.7904 |
1.9627 |
|
| S3 |
1.6354 |
1.7357 |
1.9485 |
|
| S4 |
1.4804 |
1.5807 |
1.9059 |
|
|
| 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 |
2.0000 |
1.8263 |
0.1737 |
8.7% |
0.0744 |
3.7% |
95% |
True |
False |
18,117 |
| 10 |
2.0000 |
1.6970 |
0.3030 |
15.2% |
0.0722 |
3.6% |
97% |
True |
False |
22,844 |
| 20 |
2.0000 |
1.6010 |
0.3990 |
20.0% |
0.0653 |
3.3% |
98% |
True |
False |
31,875 |
| 40 |
2.0844 |
1.6010 |
0.4834 |
24.3% |
0.0675 |
3.4% |
81% |
False |
False |
31,147 |
| 60 |
2.0844 |
1.5853 |
0.4991 |
25.1% |
0.0620 |
3.1% |
81% |
False |
False |
24,719 |
| 80 |
2.0844 |
1.3810 |
0.7034 |
35.3% |
0.0593 |
3.0% |
87% |
False |
False |
19,696 |
| 100 |
2.0844 |
1.2700 |
0.8144 |
40.9% |
0.0587 |
2.9% |
89% |
False |
False |
16,453 |
| 120 |
2.0844 |
1.1525 |
0.9319 |
46.8% |
0.0569 |
2.9% |
90% |
False |
False |
14,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.6588 |
|
2.618 |
2.4058 |
|
1.618 |
2.2508 |
|
1.000 |
2.1550 |
|
0.618 |
2.0958 |
|
HIGH |
2.0000 |
|
0.618 |
1.9408 |
|
0.500 |
1.9225 |
|
0.382 |
1.9042 |
|
LOW |
1.8450 |
|
0.618 |
1.7492 |
|
1.000 |
1.6900 |
|
1.618 |
1.5942 |
|
2.618 |
1.4392 |
|
4.250 |
1.1863 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.9682 |
1.9651 |
| PP |
1.9454 |
1.9391 |
| S1 |
1.9225 |
1.9132 |
|