NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4184 |
1.4190 |
0.0006 |
0.0% |
1.5100 |
| High |
1.4218 |
1.5152 |
0.0934 |
6.6% |
1.5667 |
| Low |
1.3793 |
1.4190 |
0.0397 |
2.9% |
1.4896 |
| Close |
1.4076 |
1.5147 |
0.1071 |
7.6% |
1.5232 |
| Range |
0.0425 |
0.0962 |
0.0537 |
126.4% |
0.0771 |
| ATR |
0.0611 |
0.0645 |
0.0033 |
5.4% |
0.0000 |
| Volume |
2,563 |
7,529 |
4,966 |
193.8% |
12,044 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7716 |
1.7393 |
1.5676 |
|
| R3 |
1.6754 |
1.6431 |
1.5412 |
|
| R2 |
1.5792 |
1.5792 |
1.5323 |
|
| R1 |
1.5469 |
1.5469 |
1.5235 |
1.5631 |
| PP |
1.4830 |
1.4830 |
1.4830 |
1.4910 |
| S1 |
1.4507 |
1.4507 |
1.5059 |
1.4669 |
| S2 |
1.3868 |
1.3868 |
1.4971 |
|
| S3 |
1.2906 |
1.3545 |
1.4882 |
|
| S4 |
1.1944 |
1.2583 |
1.4618 |
|
|
| 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 |
1.5311 |
1.3793 |
0.1518 |
10.0% |
0.0620 |
4.1% |
89% |
False |
False |
3,610 |
| 10 |
1.5667 |
1.3793 |
0.1874 |
12.4% |
0.0516 |
3.4% |
72% |
False |
False |
3,179 |
| 20 |
1.5667 |
1.2700 |
0.2967 |
19.6% |
0.0535 |
3.5% |
82% |
False |
False |
3,215 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
27.3% |
0.0521 |
3.4% |
87% |
False |
False |
2,848 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
27.3% |
0.0492 |
3.2% |
87% |
False |
False |
2,410 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
28.0% |
0.0473 |
3.1% |
88% |
False |
False |
1,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9241 |
|
2.618 |
1.7671 |
|
1.618 |
1.6709 |
|
1.000 |
1.6114 |
|
0.618 |
1.5747 |
|
HIGH |
1.5152 |
|
0.618 |
1.4785 |
|
0.500 |
1.4671 |
|
0.382 |
1.4557 |
|
LOW |
1.4190 |
|
0.618 |
1.3595 |
|
1.000 |
1.3228 |
|
1.618 |
1.2633 |
|
2.618 |
1.1671 |
|
4.250 |
1.0102 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4988 |
1.4922 |
| PP |
1.4830 |
1.4697 |
| S1 |
1.4671 |
1.4473 |
|