NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5300 |
1.5052 |
-0.0248 |
-1.6% |
1.3219 |
| High |
1.5452 |
1.5349 |
-0.0103 |
-0.7% |
1.4859 |
| Low |
1.5103 |
1.5022 |
-0.0081 |
-0.5% |
1.3129 |
| Close |
1.5432 |
1.5264 |
-0.0168 |
-1.1% |
1.4882 |
| Range |
0.0349 |
0.0327 |
-0.0022 |
-6.3% |
0.1730 |
| ATR |
0.0587 |
0.0575 |
-0.0013 |
-2.2% |
0.0000 |
| Volume |
3,961 |
2,714 |
-1,247 |
-31.5% |
13,982 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6193 |
1.6055 |
1.5444 |
|
| R3 |
1.5866 |
1.5728 |
1.5354 |
|
| R2 |
1.5539 |
1.5539 |
1.5324 |
|
| R1 |
1.5401 |
1.5401 |
1.5294 |
1.5470 |
| PP |
1.5212 |
1.5212 |
1.5212 |
1.5246 |
| S1 |
1.5074 |
1.5074 |
1.5234 |
1.5143 |
| S2 |
1.4885 |
1.4885 |
1.5204 |
|
| S3 |
1.4558 |
1.4747 |
1.5174 |
|
| S4 |
1.4231 |
1.4420 |
1.5084 |
|
|
| 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 |
1.4447 |
0.1089 |
7.1% |
0.0420 |
2.8% |
75% |
False |
False |
3,216 |
| 10 |
1.5536 |
1.2725 |
0.2811 |
18.4% |
0.0539 |
3.5% |
90% |
False |
False |
3,052 |
| 20 |
1.5536 |
1.2493 |
0.3043 |
19.9% |
0.0506 |
3.3% |
91% |
False |
False |
3,187 |
| 40 |
1.5536 |
1.1525 |
0.4011 |
26.3% |
0.0512 |
3.4% |
93% |
False |
False |
2,571 |
| 60 |
1.5536 |
1.1525 |
0.4011 |
26.3% |
0.0482 |
3.2% |
93% |
False |
False |
2,124 |
| 80 |
1.5536 |
1.1425 |
0.4111 |
26.9% |
0.0452 |
3.0% |
93% |
False |
False |
1,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6739 |
|
2.618 |
1.6205 |
|
1.618 |
1.5878 |
|
1.000 |
1.5676 |
|
0.618 |
1.5551 |
|
HIGH |
1.5349 |
|
0.618 |
1.5224 |
|
0.500 |
1.5186 |
|
0.382 |
1.5147 |
|
LOW |
1.5022 |
|
0.618 |
1.4820 |
|
1.000 |
1.4695 |
|
1.618 |
1.4493 |
|
2.618 |
1.4166 |
|
4.250 |
1.3632 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5238 |
1.5248 |
| PP |
1.5212 |
1.5232 |
| S1 |
1.5186 |
1.5216 |
|