NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3219 |
1.3650 |
0.0431 |
3.3% |
1.3702 |
| High |
1.3740 |
1.4307 |
0.0567 |
4.1% |
1.3895 |
| Low |
1.3129 |
1.3588 |
0.0459 |
3.5% |
1.2700 |
| Close |
1.3690 |
1.4265 |
0.0575 |
4.2% |
1.3533 |
| Range |
0.0611 |
0.0719 |
0.0108 |
17.7% |
0.1195 |
| ATR |
0.0590 |
0.0599 |
0.0009 |
1.6% |
0.0000 |
| Volume |
1,539 |
1,444 |
-95 |
-6.2% |
19,700 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6210 |
1.5957 |
1.4660 |
|
| R3 |
1.5491 |
1.5238 |
1.4463 |
|
| R2 |
1.4772 |
1.4772 |
1.4397 |
|
| R1 |
1.4519 |
1.4519 |
1.4331 |
1.4646 |
| PP |
1.4053 |
1.4053 |
1.4053 |
1.4117 |
| S1 |
1.3800 |
1.3800 |
1.4199 |
1.3927 |
| S2 |
1.3334 |
1.3334 |
1.4133 |
|
| S3 |
1.2615 |
1.3081 |
1.4067 |
|
| S4 |
1.1896 |
1.2362 |
1.3870 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6961 |
1.6442 |
1.4190 |
|
| R3 |
1.5766 |
1.5247 |
1.3862 |
|
| R2 |
1.4571 |
1.4571 |
1.3752 |
|
| R1 |
1.4052 |
1.4052 |
1.3643 |
1.3714 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3207 |
| S1 |
1.2857 |
1.2857 |
1.3423 |
1.2519 |
| S2 |
1.2181 |
1.2181 |
1.3314 |
|
| S3 |
1.0986 |
1.1662 |
1.3204 |
|
| S4 |
0.9791 |
1.0467 |
1.2876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4307 |
1.2700 |
0.1607 |
11.3% |
0.0663 |
4.6% |
97% |
True |
False |
2,985 |
| 10 |
1.4307 |
1.2700 |
0.1607 |
11.3% |
0.0538 |
3.8% |
97% |
True |
False |
3,194 |
| 20 |
1.4307 |
1.1525 |
0.2782 |
19.5% |
0.0519 |
3.6% |
98% |
True |
False |
2,796 |
| 40 |
1.4307 |
1.1525 |
0.2782 |
19.5% |
0.0534 |
3.7% |
98% |
True |
False |
2,371 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
24.9% |
0.0465 |
3.3% |
80% |
False |
False |
1,896 |
| 80 |
1.5191 |
1.1425 |
0.3766 |
26.4% |
0.0424 |
3.0% |
75% |
False |
False |
1,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7363 |
|
2.618 |
1.6189 |
|
1.618 |
1.5470 |
|
1.000 |
1.5026 |
|
0.618 |
1.4751 |
|
HIGH |
1.4307 |
|
0.618 |
1.4032 |
|
0.500 |
1.3948 |
|
0.382 |
1.3863 |
|
LOW |
1.3588 |
|
0.618 |
1.3144 |
|
1.000 |
1.2869 |
|
1.618 |
1.2425 |
|
2.618 |
1.1706 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4159 |
1.4083 |
| PP |
1.4053 |
1.3900 |
| S1 |
1.3948 |
1.3718 |
|