NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3356 |
0.0056 |
0.4% |
1.2957 |
| High |
1.3392 |
1.3399 |
0.0007 |
0.1% |
1.3675 |
| Low |
1.3019 |
1.3097 |
0.0078 |
0.6% |
1.2493 |
| Close |
1.3127 |
1.3497 |
0.0370 |
2.8% |
1.3497 |
| Range |
0.0373 |
0.0302 |
-0.0071 |
-19.0% |
0.1182 |
| ATR |
0.0608 |
0.0586 |
-0.0022 |
-3.6% |
0.0000 |
| Volume |
4,440 |
2,623 |
-1,817 |
-40.9% |
13,884 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4237 |
1.4169 |
1.3663 |
|
| R3 |
1.3935 |
1.3867 |
1.3580 |
|
| R2 |
1.3633 |
1.3633 |
1.3552 |
|
| R1 |
1.3565 |
1.3565 |
1.3525 |
1.3599 |
| PP |
1.3331 |
1.3331 |
1.3331 |
1.3348 |
| S1 |
1.3263 |
1.3263 |
1.3469 |
1.3297 |
| S2 |
1.3029 |
1.3029 |
1.3442 |
|
| S3 |
1.2727 |
1.2961 |
1.3414 |
|
| S4 |
1.2425 |
1.2659 |
1.3331 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6768 |
1.6314 |
1.4147 |
|
| R3 |
1.5586 |
1.5132 |
1.3822 |
|
| R2 |
1.4404 |
1.4404 |
1.3714 |
|
| R1 |
1.3950 |
1.3950 |
1.3605 |
1.4177 |
| PP |
1.3222 |
1.3222 |
1.3222 |
1.3335 |
| S1 |
1.2768 |
1.2768 |
1.3389 |
1.2995 |
| S2 |
1.2040 |
1.2040 |
1.3280 |
|
| S3 |
1.0858 |
1.1586 |
1.3172 |
|
| S4 |
0.9676 |
1.0404 |
1.2847 |
|
|
| 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 |
8.8% |
0.0413 |
3.1% |
85% |
False |
False |
2,776 |
| 10 |
1.3675 |
1.1817 |
0.1858 |
13.8% |
0.0458 |
3.4% |
90% |
False |
False |
2,707 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
19.9% |
0.0495 |
3.7% |
74% |
False |
False |
2,524 |
| 40 |
1.4207 |
1.1525 |
0.2682 |
19.9% |
0.0474 |
3.5% |
74% |
False |
False |
2,059 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
26.3% |
0.0456 |
3.4% |
58% |
False |
False |
1,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4683 |
|
2.618 |
1.4190 |
|
1.618 |
1.3888 |
|
1.000 |
1.3701 |
|
0.618 |
1.3586 |
|
HIGH |
1.3399 |
|
0.618 |
1.3284 |
|
0.500 |
1.3248 |
|
0.382 |
1.3212 |
|
LOW |
1.3097 |
|
0.618 |
1.2910 |
|
1.000 |
1.2795 |
|
1.618 |
1.2608 |
|
2.618 |
1.2306 |
|
4.250 |
1.1814 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3414 |
1.3447 |
| PP |
1.3331 |
1.3397 |
| S1 |
1.3248 |
1.3347 |
|