NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4478 |
1.5100 |
0.0622 |
4.3% |
1.3219 |
| High |
1.4859 |
1.5536 |
0.0677 |
4.6% |
1.4859 |
| Low |
1.4478 |
1.4896 |
0.0418 |
2.9% |
1.3129 |
| Close |
1.4882 |
1.5314 |
0.0432 |
2.9% |
1.4882 |
| Range |
0.0381 |
0.0640 |
0.0259 |
68.0% |
0.1730 |
| ATR |
0.0602 |
0.0606 |
0.0004 |
0.6% |
0.0000 |
| Volume |
3,794 |
1,378 |
-2,416 |
-63.7% |
13,982 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7169 |
1.6881 |
1.5666 |
|
| R3 |
1.6529 |
1.6241 |
1.5490 |
|
| R2 |
1.5889 |
1.5889 |
1.5431 |
|
| R1 |
1.5601 |
1.5601 |
1.5373 |
1.5745 |
| PP |
1.5249 |
1.5249 |
1.5249 |
1.5321 |
| S1 |
1.4961 |
1.4961 |
1.5255 |
1.5105 |
| S2 |
1.4609 |
1.4609 |
1.5197 |
|
| S3 |
1.3969 |
1.4321 |
1.5138 |
|
| S4 |
1.3329 |
1.3681 |
1.4962 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9480 |
1.8911 |
1.5834 |
|
| R3 |
1.7750 |
1.7181 |
1.5358 |
|
| R2 |
1.6020 |
1.6020 |
1.5199 |
|
| R1 |
1.5451 |
1.5451 |
1.5041 |
1.5736 |
| PP |
1.4290 |
1.4290 |
1.4290 |
1.4432 |
| S1 |
1.3721 |
1.3721 |
1.4723 |
1.4006 |
| S2 |
1.2560 |
1.2560 |
1.4565 |
|
| S3 |
1.0830 |
1.1991 |
1.4406 |
|
| S4 |
0.9100 |
1.0261 |
1.3931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5536 |
1.3588 |
0.1948 |
12.7% |
0.0545 |
3.6% |
89% |
True |
False |
2,764 |
| 10 |
1.5536 |
1.2700 |
0.2836 |
18.5% |
0.0589 |
3.8% |
92% |
True |
False |
3,298 |
| 20 |
1.5536 |
1.1988 |
0.3548 |
23.2% |
0.0508 |
3.3% |
94% |
True |
False |
2,986 |
| 40 |
1.5536 |
1.1525 |
0.4011 |
26.2% |
0.0522 |
3.4% |
94% |
True |
False |
2,459 |
| 60 |
1.5536 |
1.1425 |
0.4111 |
26.8% |
0.0472 |
3.1% |
95% |
True |
False |
2,019 |
| 80 |
1.5536 |
1.1425 |
0.4111 |
26.8% |
0.0444 |
2.9% |
95% |
True |
False |
1,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8256 |
|
2.618 |
1.7212 |
|
1.618 |
1.6572 |
|
1.000 |
1.6176 |
|
0.618 |
1.5932 |
|
HIGH |
1.5536 |
|
0.618 |
1.5292 |
|
0.500 |
1.5216 |
|
0.382 |
1.5140 |
|
LOW |
1.4896 |
|
0.618 |
1.4500 |
|
1.000 |
1.4256 |
|
1.618 |
1.3860 |
|
2.618 |
1.3220 |
|
4.250 |
1.2176 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5281 |
1.5207 |
| PP |
1.5249 |
1.5099 |
| S1 |
1.5216 |
1.4992 |
|