NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3356 |
1.3702 |
0.0346 |
2.6% |
1.2957 |
| High |
1.3399 |
1.3702 |
0.0303 |
2.3% |
1.3675 |
| Low |
1.3097 |
1.3341 |
0.0244 |
1.9% |
1.2493 |
| Close |
1.3497 |
1.3434 |
-0.0063 |
-0.5% |
1.3497 |
| Range |
0.0302 |
0.0361 |
0.0059 |
19.5% |
0.1182 |
| ATR |
0.0586 |
0.0570 |
-0.0016 |
-2.7% |
0.0000 |
| Volume |
2,623 |
2,074 |
-549 |
-20.9% |
13,884 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4575 |
1.4366 |
1.3633 |
|
| R3 |
1.4214 |
1.4005 |
1.3533 |
|
| R2 |
1.3853 |
1.3853 |
1.3500 |
|
| R1 |
1.3644 |
1.3644 |
1.3467 |
1.3568 |
| PP |
1.3492 |
1.3492 |
1.3492 |
1.3455 |
| S1 |
1.3283 |
1.3283 |
1.3401 |
1.3207 |
| S2 |
1.3131 |
1.3131 |
1.3368 |
|
| S3 |
1.2770 |
1.2922 |
1.3335 |
|
| S4 |
1.2409 |
1.2561 |
1.3235 |
|
|
| 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 |
1.3702 |
1.2493 |
0.1209 |
9.0% |
0.0405 |
3.0% |
78% |
True |
False |
2,626 |
| 10 |
1.3702 |
1.1988 |
0.1714 |
12.8% |
0.0426 |
3.2% |
84% |
True |
False |
2,675 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
20.0% |
0.0482 |
3.6% |
71% |
False |
False |
2,562 |
| 40 |
1.4207 |
1.1525 |
0.2682 |
20.0% |
0.0476 |
3.5% |
71% |
False |
False |
2,073 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
26.4% |
0.0458 |
3.4% |
57% |
False |
False |
1,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5236 |
|
2.618 |
1.4647 |
|
1.618 |
1.4286 |
|
1.000 |
1.4063 |
|
0.618 |
1.3925 |
|
HIGH |
1.3702 |
|
0.618 |
1.3564 |
|
0.500 |
1.3522 |
|
0.382 |
1.3479 |
|
LOW |
1.3341 |
|
0.618 |
1.3118 |
|
1.000 |
1.2980 |
|
1.618 |
1.2757 |
|
2.618 |
1.2396 |
|
4.250 |
1.1807 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3522 |
1.3410 |
| PP |
1.3492 |
1.3385 |
| S1 |
1.3463 |
1.3361 |
|