NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3650 |
1.4300 |
0.0650 |
4.8% |
1.3702 |
| High |
1.4307 |
1.4300 |
-0.0007 |
0.0% |
1.3895 |
| Low |
1.3588 |
1.3720 |
0.0132 |
1.0% |
1.2700 |
| Close |
1.4265 |
1.3958 |
-0.0307 |
-2.2% |
1.3533 |
| Range |
0.0719 |
0.0580 |
-0.0139 |
-19.3% |
0.1195 |
| ATR |
0.0599 |
0.0598 |
-0.0001 |
-0.2% |
0.0000 |
| Volume |
1,444 |
2,971 |
1,527 |
105.7% |
19,700 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5733 |
1.5425 |
1.4277 |
|
| R3 |
1.5153 |
1.4845 |
1.4118 |
|
| R2 |
1.4573 |
1.4573 |
1.4064 |
|
| R1 |
1.4265 |
1.4265 |
1.4011 |
1.4129 |
| PP |
1.3993 |
1.3993 |
1.3993 |
1.3925 |
| S1 |
1.3685 |
1.3685 |
1.3905 |
1.3549 |
| S2 |
1.3413 |
1.3413 |
1.3852 |
|
| S3 |
1.2833 |
1.3105 |
1.3799 |
|
| S4 |
1.2253 |
1.2525 |
1.3639 |
|
|
| 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 |
1.2725 |
0.1582 |
11.3% |
0.0659 |
4.7% |
78% |
False |
False |
2,888 |
| 10 |
1.4307 |
1.2700 |
0.1607 |
11.5% |
0.0551 |
3.9% |
78% |
False |
False |
3,271 |
| 20 |
1.4307 |
1.1525 |
0.2782 |
19.9% |
0.0533 |
3.8% |
87% |
False |
False |
2,848 |
| 40 |
1.4307 |
1.1525 |
0.2782 |
19.9% |
0.0539 |
3.9% |
87% |
False |
False |
2,431 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
25.4% |
0.0463 |
3.3% |
71% |
False |
False |
1,928 |
| 80 |
1.5191 |
1.1425 |
0.3766 |
27.0% |
0.0429 |
3.1% |
67% |
False |
False |
1,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6765 |
|
2.618 |
1.5818 |
|
1.618 |
1.5238 |
|
1.000 |
1.4880 |
|
0.618 |
1.4658 |
|
HIGH |
1.4300 |
|
0.618 |
1.4078 |
|
0.500 |
1.4010 |
|
0.382 |
1.3942 |
|
LOW |
1.3720 |
|
0.618 |
1.3362 |
|
1.000 |
1.3140 |
|
1.618 |
1.2782 |
|
2.618 |
1.2202 |
|
4.250 |
1.1255 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4010 |
1.3878 |
| PP |
1.3993 |
1.3798 |
| S1 |
1.3975 |
1.3718 |
|