NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4190 |
1.4952 |
0.0762 |
5.4% |
1.4913 |
| High |
1.5152 |
1.5420 |
0.0268 |
1.8% |
1.5420 |
| Low |
1.4190 |
1.4903 |
0.0713 |
5.0% |
1.3793 |
| Close |
1.5147 |
1.5354 |
0.0207 |
1.4% |
1.5354 |
| Range |
0.0962 |
0.0517 |
-0.0445 |
-46.3% |
0.1627 |
| ATR |
0.0645 |
0.0636 |
-0.0009 |
-1.4% |
0.0000 |
| Volume |
7,529 |
5,921 |
-1,608 |
-21.4% |
21,874 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6777 |
1.6582 |
1.5638 |
|
| R3 |
1.6260 |
1.6065 |
1.5496 |
|
| R2 |
1.5743 |
1.5743 |
1.5449 |
|
| R1 |
1.5548 |
1.5548 |
1.5401 |
1.5646 |
| PP |
1.5226 |
1.5226 |
1.5226 |
1.5274 |
| S1 |
1.5031 |
1.5031 |
1.5307 |
1.5129 |
| S2 |
1.4709 |
1.4709 |
1.5259 |
|
| S3 |
1.4192 |
1.4514 |
1.5212 |
|
| S4 |
1.3675 |
1.3997 |
1.5070 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9737 |
1.9172 |
1.6249 |
|
| R3 |
1.8110 |
1.7545 |
1.5801 |
|
| R2 |
1.6483 |
1.6483 |
1.5652 |
|
| R1 |
1.5918 |
1.5918 |
1.5503 |
1.6201 |
| PP |
1.4856 |
1.4856 |
1.4856 |
1.4997 |
| S1 |
1.4291 |
1.4291 |
1.5205 |
1.4574 |
| S2 |
1.3229 |
1.3229 |
1.5056 |
|
| S3 |
1.1602 |
1.2664 |
1.4907 |
|
| S4 |
0.9975 |
1.1037 |
1.4459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5420 |
1.3793 |
0.1627 |
10.6% |
0.0664 |
4.3% |
96% |
True |
False |
4,374 |
| 10 |
1.5667 |
1.3793 |
0.1874 |
12.2% |
0.0530 |
3.5% |
83% |
False |
False |
3,391 |
| 20 |
1.5667 |
1.2700 |
0.2967 |
19.3% |
0.0546 |
3.6% |
89% |
False |
False |
3,380 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
27.0% |
0.0520 |
3.4% |
92% |
False |
False |
2,952 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
27.0% |
0.0498 |
3.2% |
92% |
False |
False |
2,499 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
27.6% |
0.0479 |
3.1% |
93% |
False |
False |
2,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7617 |
|
2.618 |
1.6774 |
|
1.618 |
1.6257 |
|
1.000 |
1.5937 |
|
0.618 |
1.5740 |
|
HIGH |
1.5420 |
|
0.618 |
1.5223 |
|
0.500 |
1.5162 |
|
0.382 |
1.5100 |
|
LOW |
1.4903 |
|
0.618 |
1.4583 |
|
1.000 |
1.4386 |
|
1.618 |
1.4066 |
|
2.618 |
1.3549 |
|
4.250 |
1.2706 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5290 |
1.5105 |
| PP |
1.5226 |
1.4856 |
| S1 |
1.5162 |
1.4607 |
|