NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4998 |
1.5071 |
0.0073 |
0.5% |
1.5250 |
| High |
1.5213 |
1.5493 |
0.0280 |
1.8% |
1.5493 |
| Low |
1.4920 |
1.5071 |
0.0151 |
1.0% |
1.4572 |
| Close |
1.5126 |
1.5186 |
0.0060 |
0.4% |
1.5186 |
| Range |
0.0293 |
0.0422 |
0.0129 |
44.0% |
0.0921 |
| ATR |
0.0588 |
0.0576 |
-0.0012 |
-2.0% |
0.0000 |
| Volume |
2,311 |
3,022 |
711 |
30.8% |
20,828 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6516 |
1.6273 |
1.5418 |
|
| R3 |
1.6094 |
1.5851 |
1.5302 |
|
| R2 |
1.5672 |
1.5672 |
1.5263 |
|
| R1 |
1.5429 |
1.5429 |
1.5225 |
1.5551 |
| PP |
1.5250 |
1.5250 |
1.5250 |
1.5311 |
| S1 |
1.5007 |
1.5007 |
1.5147 |
1.5129 |
| S2 |
1.4828 |
1.4828 |
1.5109 |
|
| S3 |
1.4406 |
1.4585 |
1.5070 |
|
| S4 |
1.3984 |
1.4163 |
1.4954 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7847 |
1.7437 |
1.5693 |
|
| R3 |
1.6926 |
1.6516 |
1.5439 |
|
| R2 |
1.6005 |
1.6005 |
1.5355 |
|
| R1 |
1.5595 |
1.5595 |
1.5270 |
1.5340 |
| PP |
1.5084 |
1.5084 |
1.5084 |
1.4956 |
| S1 |
1.4674 |
1.4674 |
1.5102 |
1.4419 |
| S2 |
1.4163 |
1.4163 |
1.5017 |
|
| S3 |
1.3242 |
1.3753 |
1.4933 |
|
| S4 |
1.2321 |
1.2832 |
1.4679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5493 |
1.4572 |
0.0921 |
6.1% |
0.0463 |
3.0% |
67% |
True |
False |
4,165 |
| 10 |
1.5519 |
1.4518 |
0.1001 |
6.6% |
0.0506 |
3.3% |
67% |
False |
False |
4,091 |
| 20 |
1.5667 |
1.3793 |
0.1874 |
12.3% |
0.0511 |
3.4% |
74% |
False |
False |
3,635 |
| 40 |
1.5667 |
1.1783 |
0.3884 |
25.6% |
0.0512 |
3.4% |
88% |
False |
False |
3,314 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
27.3% |
0.0531 |
3.5% |
88% |
False |
False |
2,864 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
27.9% |
0.0477 |
3.1% |
89% |
False |
False |
2,391 |
| 100 |
1.5667 |
1.1425 |
0.4242 |
27.9% |
0.0448 |
2.9% |
89% |
False |
False |
2,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7287 |
|
2.618 |
1.6598 |
|
1.618 |
1.6176 |
|
1.000 |
1.5915 |
|
0.618 |
1.5754 |
|
HIGH |
1.5493 |
|
0.618 |
1.5332 |
|
0.500 |
1.5282 |
|
0.382 |
1.5232 |
|
LOW |
1.5071 |
|
0.618 |
1.4810 |
|
1.000 |
1.4649 |
|
1.618 |
1.4388 |
|
2.618 |
1.3966 |
|
4.250 |
1.3278 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5282 |
1.5167 |
| PP |
1.5250 |
1.5147 |
| S1 |
1.5218 |
1.5128 |
|