NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2493 |
1.3427 |
0.0934 |
7.5% |
1.2465 |
| High |
1.3030 |
1.3675 |
0.0645 |
5.0% |
1.3675 |
| Low |
1.2493 |
1.3225 |
0.0732 |
5.9% |
1.1817 |
| Close |
1.2989 |
1.3641 |
0.0652 |
5.0% |
1.3520 |
| Range |
0.0537 |
0.0450 |
-0.0087 |
-16.2% |
0.1858 |
| ATR |
0.0600 |
0.0607 |
0.0006 |
1.0% |
0.0000 |
| Volume |
1,794 |
2,202 |
408 |
22.7% |
13,186 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4864 |
1.4702 |
1.3889 |
|
| R3 |
1.4414 |
1.4252 |
1.3765 |
|
| R2 |
1.3964 |
1.3964 |
1.3724 |
|
| R1 |
1.3802 |
1.3802 |
1.3682 |
1.3883 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3554 |
| S1 |
1.3352 |
1.3352 |
1.3600 |
1.3433 |
| S2 |
1.3064 |
1.3064 |
1.3559 |
|
| S3 |
1.2614 |
1.2902 |
1.3517 |
|
| S4 |
1.2164 |
1.2452 |
1.3394 |
|
|
| 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 |
1.2493 |
0.1182 |
8.7% |
0.0504 |
3.7% |
97% |
True |
False |
2,990 |
| 10 |
1.3675 |
1.1525 |
0.2150 |
15.8% |
0.0515 |
3.8% |
98% |
True |
False |
2,424 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
19.7% |
0.0508 |
3.7% |
79% |
False |
False |
2,345 |
| 40 |
1.4975 |
1.1525 |
0.3450 |
25.3% |
0.0474 |
3.5% |
61% |
False |
False |
1,908 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
26.0% |
0.0455 |
3.3% |
62% |
False |
False |
1,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5588 |
|
2.618 |
1.4853 |
|
1.618 |
1.4403 |
|
1.000 |
1.4125 |
|
0.618 |
1.3953 |
|
HIGH |
1.3675 |
|
0.618 |
1.3503 |
|
0.500 |
1.3450 |
|
0.382 |
1.3397 |
|
LOW |
1.3225 |
|
0.618 |
1.2947 |
|
1.000 |
1.2775 |
|
1.618 |
1.2497 |
|
2.618 |
1.2047 |
|
4.250 |
1.1313 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3577 |
1.3455 |
| PP |
1.3514 |
1.3270 |
| S1 |
1.3450 |
1.3084 |
|