In order to check up the characteristic of the international petroleum futures market, this text analyzes the daily returns of the unleaded gasoline in the New York Commodity Exchange applied rescaled range (R/S) analysis method.

• 为了检验国际石油期货市场长期记忆的特性；通过应用R/S分析方法对纽约商品交易所的无铅汽油期货价格的日收益进行实证分析.