NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3427 |
1.3300 |
-0.0127 |
-0.9% |
1.2465 |
| High |
1.3675 |
1.3392 |
-0.0283 |
-2.1% |
1.3675 |
| Low |
1.3225 |
1.3019 |
-0.0206 |
-1.6% |
1.1817 |
| Close |
1.3641 |
1.3127 |
-0.0514 |
-3.8% |
1.3520 |
| Range |
0.0450 |
0.0373 |
-0.0077 |
-17.1% |
0.1858 |
| ATR |
0.0607 |
0.0608 |
0.0001 |
0.2% |
0.0000 |
| Volume |
2,202 |
4,440 |
2,238 |
101.6% |
13,186 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4298 |
1.4086 |
1.3332 |
|
| R3 |
1.3925 |
1.3713 |
1.3230 |
|
| R2 |
1.3552 |
1.3552 |
1.3195 |
|
| R1 |
1.3340 |
1.3340 |
1.3161 |
1.3260 |
| PP |
1.3179 |
1.3179 |
1.3179 |
1.3139 |
| S1 |
1.2967 |
1.2967 |
1.3093 |
1.2887 |
| S2 |
1.2806 |
1.2806 |
1.3059 |
|
| S3 |
1.2433 |
1.2594 |
1.3024 |
|
| S4 |
1.2060 |
1.2221 |
1.2922 |
|
|
| 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 |
9.0% |
0.0457 |
3.5% |
54% |
False |
False |
3,209 |
| 10 |
1.3675 |
1.1783 |
0.1892 |
14.4% |
0.0474 |
3.6% |
71% |
False |
False |
2,734 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
20.4% |
0.0508 |
3.9% |
60% |
False |
False |
2,480 |
| 40 |
1.4207 |
1.1525 |
0.2682 |
20.4% |
0.0470 |
3.6% |
60% |
False |
False |
2,008 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
27.0% |
0.0452 |
3.4% |
48% |
False |
False |
1,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4977 |
|
2.618 |
1.4369 |
|
1.618 |
1.3996 |
|
1.000 |
1.3765 |
|
0.618 |
1.3623 |
|
HIGH |
1.3392 |
|
0.618 |
1.3250 |
|
0.500 |
1.3206 |
|
0.382 |
1.3161 |
|
LOW |
1.3019 |
|
0.618 |
1.2788 |
|
1.000 |
1.2646 |
|
1.618 |
1.2415 |
|
2.618 |
1.2042 |
|
4.250 |
1.1434 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3206 |
1.3113 |
| PP |
1.3179 |
1.3098 |
| S1 |
1.3153 |
1.3084 |
|