NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3135 |
1.2957 |
-0.0178 |
-1.4% |
1.2465 |
| High |
1.3573 |
1.2993 |
-0.0580 |
-4.3% |
1.3675 |
| Low |
1.3050 |
1.2590 |
-0.0460 |
-3.5% |
1.1817 |
| Close |
1.3520 |
1.2622 |
-0.0898 |
-6.6% |
1.3520 |
| Range |
0.0523 |
0.0403 |
-0.0120 |
-22.9% |
0.1858 |
| ATR |
0.0580 |
0.0605 |
0.0025 |
4.3% |
0.0000 |
| Volume |
4,788 |
2,825 |
-1,963 |
-41.0% |
13,186 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3944 |
1.3686 |
1.2844 |
|
| R3 |
1.3541 |
1.3283 |
1.2733 |
|
| R2 |
1.3138 |
1.3138 |
1.2696 |
|
| R1 |
1.2880 |
1.2880 |
1.2659 |
1.2808 |
| PP |
1.2735 |
1.2735 |
1.2735 |
1.2699 |
| S1 |
1.2477 |
1.2477 |
1.2585 |
1.2405 |
| S2 |
1.2332 |
1.2332 |
1.2548 |
|
| S3 |
1.1929 |
1.2074 |
1.2511 |
|
| S4 |
1.1526 |
1.1671 |
1.2400 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8578 |
1.7907 |
1.4542 |
|
| R3 |
1.6720 |
1.6049 |
1.4031 |
|
| R2 |
1.4862 |
1.4862 |
1.3861 |
|
| R1 |
1.4191 |
1.4191 |
1.3690 |
1.4527 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.3172 |
| S1 |
1.2333 |
1.2333 |
1.3350 |
1.2669 |
| S2 |
1.1146 |
1.1146 |
1.3179 |
|
| S3 |
0.9288 |
1.0475 |
1.3009 |
|
| S4 |
0.7430 |
0.8617 |
1.2498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3675 |
1.1988 |
0.1687 |
13.4% |
0.0447 |
3.5% |
38% |
False |
False |
2,723 |
| 10 |
1.3675 |
1.1525 |
0.2150 |
17.0% |
0.0536 |
4.2% |
51% |
False |
False |
2,406 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
21.2% |
0.0526 |
4.2% |
41% |
False |
False |
2,289 |
| 40 |
1.4975 |
1.1525 |
0.3450 |
27.3% |
0.0472 |
3.7% |
32% |
False |
False |
1,832 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
28.1% |
0.0449 |
3.6% |
34% |
False |
False |
1,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4706 |
|
2.618 |
1.4048 |
|
1.618 |
1.3645 |
|
1.000 |
1.3396 |
|
0.618 |
1.3242 |
|
HIGH |
1.2993 |
|
0.618 |
1.2839 |
|
0.500 |
1.2792 |
|
0.382 |
1.2744 |
|
LOW |
1.2590 |
|
0.618 |
1.2341 |
|
1.000 |
1.2187 |
|
1.618 |
1.1938 |
|
2.618 |
1.1535 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2792 |
1.3133 |
| PP |
1.2735 |
1.2962 |
| S1 |
1.2679 |
1.2792 |
|