NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5263 |
1.4913 |
-0.0350 |
-2.3% |
1.5100 |
| High |
1.5311 |
1.4920 |
-0.0391 |
-2.6% |
1.5667 |
| Low |
1.5014 |
1.4117 |
-0.0897 |
-6.0% |
1.4896 |
| Close |
1.5232 |
1.4217 |
-0.1015 |
-6.7% |
1.5232 |
| Range |
0.0297 |
0.0803 |
0.0506 |
170.4% |
0.0771 |
| ATR |
0.0569 |
0.0608 |
0.0039 |
6.9% |
0.0000 |
| Volume |
2,097 |
2,647 |
550 |
26.2% |
12,044 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6827 |
1.6325 |
1.4659 |
|
| R3 |
1.6024 |
1.5522 |
1.4438 |
|
| R2 |
1.5221 |
1.5221 |
1.4364 |
|
| R1 |
1.4719 |
1.4719 |
1.4291 |
1.4569 |
| PP |
1.4418 |
1.4418 |
1.4418 |
1.4343 |
| S1 |
1.3916 |
1.3916 |
1.4143 |
1.3766 |
| S2 |
1.3615 |
1.3615 |
1.4070 |
|
| S3 |
1.2812 |
1.3113 |
1.3996 |
|
| S4 |
1.2009 |
1.2310 |
1.3775 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7578 |
1.7176 |
1.5656 |
|
| R3 |
1.6807 |
1.6405 |
1.5444 |
|
| R2 |
1.6036 |
1.6036 |
1.5373 |
|
| R1 |
1.5634 |
1.5634 |
1.5303 |
1.5835 |
| PP |
1.5265 |
1.5265 |
1.5265 |
1.5366 |
| S1 |
1.4863 |
1.4863 |
1.5161 |
1.5064 |
| S2 |
1.4494 |
1.4494 |
1.5091 |
|
| S3 |
1.3723 |
1.4092 |
1.5020 |
|
| S4 |
1.2952 |
1.3321 |
1.4808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5667 |
1.4117 |
0.1550 |
10.9% |
0.0428 |
3.0% |
6% |
False |
True |
2,662 |
| 10 |
1.5667 |
1.3588 |
0.2079 |
14.6% |
0.0486 |
3.4% |
30% |
False |
False |
2,713 |
| 20 |
1.5667 |
1.2493 |
0.3174 |
22.3% |
0.0503 |
3.5% |
54% |
False |
False |
2,971 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
29.1% |
0.0514 |
3.6% |
65% |
False |
False |
2,630 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
29.1% |
0.0482 |
3.4% |
65% |
False |
False |
2,212 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
29.8% |
0.0463 |
3.3% |
66% |
False |
False |
1,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8333 |
|
2.618 |
1.7022 |
|
1.618 |
1.6219 |
|
1.000 |
1.5723 |
|
0.618 |
1.5416 |
|
HIGH |
1.4920 |
|
0.618 |
1.4613 |
|
0.500 |
1.4519 |
|
0.382 |
1.4424 |
|
LOW |
1.4117 |
|
0.618 |
1.3621 |
|
1.000 |
1.3314 |
|
1.618 |
1.2818 |
|
2.618 |
1.2015 |
|
4.250 |
1.0704 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4519 |
1.4892 |
| PP |
1.4418 |
1.4667 |
| S1 |
1.4318 |
1.4442 |
|