NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4952 |
1.5496 |
0.0544 |
3.6% |
1.4913 |
| High |
1.5420 |
1.5496 |
0.0076 |
0.5% |
1.5420 |
| Low |
1.4903 |
1.4835 |
-0.0068 |
-0.5% |
1.3793 |
| Close |
1.5354 |
1.5179 |
-0.0175 |
-1.1% |
1.5354 |
| Range |
0.0517 |
0.0661 |
0.0144 |
27.9% |
0.1627 |
| ATR |
0.0636 |
0.0637 |
0.0002 |
0.3% |
0.0000 |
| Volume |
5,921 |
4,116 |
-1,805 |
-30.5% |
21,874 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7153 |
1.6827 |
1.5543 |
|
| R3 |
1.6492 |
1.6166 |
1.5361 |
|
| R2 |
1.5831 |
1.5831 |
1.5300 |
|
| R1 |
1.5505 |
1.5505 |
1.5240 |
1.5338 |
| PP |
1.5170 |
1.5170 |
1.5170 |
1.5086 |
| S1 |
1.4844 |
1.4844 |
1.5118 |
1.4677 |
| S2 |
1.4509 |
1.4509 |
1.5058 |
|
| S3 |
1.3848 |
1.4183 |
1.4997 |
|
| S4 |
1.3187 |
1.3522 |
1.4815 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9737 |
1.9172 |
1.6249 |
|
| R3 |
1.8110 |
1.7545 |
1.5801 |
|
| R2 |
1.6483 |
1.6483 |
1.5652 |
|
| R1 |
1.5918 |
1.5918 |
1.5503 |
1.6201 |
| PP |
1.4856 |
1.4856 |
1.4856 |
1.4997 |
| S1 |
1.4291 |
1.4291 |
1.5205 |
1.4574 |
| S2 |
1.3229 |
1.3229 |
1.5056 |
|
| S3 |
1.1602 |
1.2664 |
1.4907 |
|
| S4 |
0.9975 |
1.1037 |
1.4459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5496 |
1.3793 |
0.1703 |
11.2% |
0.0636 |
4.2% |
81% |
True |
False |
4,668 |
| 10 |
1.5667 |
1.3793 |
0.1874 |
12.3% |
0.0532 |
3.5% |
74% |
False |
False |
3,665 |
| 20 |
1.5667 |
1.2700 |
0.2967 |
19.5% |
0.0561 |
3.7% |
84% |
False |
False |
3,482 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
27.3% |
0.0521 |
3.4% |
88% |
False |
False |
3,022 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
27.3% |
0.0504 |
3.3% |
88% |
False |
False |
2,542 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
27.9% |
0.0484 |
3.2% |
88% |
False |
False |
2,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8305 |
|
2.618 |
1.7226 |
|
1.618 |
1.6565 |
|
1.000 |
1.6157 |
|
0.618 |
1.5904 |
|
HIGH |
1.5496 |
|
0.618 |
1.5243 |
|
0.500 |
1.5166 |
|
0.382 |
1.5088 |
|
LOW |
1.4835 |
|
0.618 |
1.4427 |
|
1.000 |
1.4174 |
|
1.618 |
1.3766 |
|
2.618 |
1.3105 |
|
4.250 |
1.2026 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5175 |
1.5067 |
| PP |
1.5170 |
1.4955 |
| S1 |
1.5166 |
1.4843 |
|