NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5071 |
1.5060 |
-0.0011 |
-0.1% |
1.5250 |
| High |
1.5493 |
1.5060 |
-0.0433 |
-2.8% |
1.5493 |
| Low |
1.5071 |
1.4255 |
-0.0816 |
-5.4% |
1.4572 |
| Close |
1.5186 |
1.4346 |
-0.0840 |
-5.5% |
1.5186 |
| Range |
0.0422 |
0.0805 |
0.0383 |
90.8% |
0.0921 |
| ATR |
0.0576 |
0.0601 |
0.0025 |
4.4% |
0.0000 |
| Volume |
3,022 |
5,835 |
2,813 |
93.1% |
20,828 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6969 |
1.6462 |
1.4789 |
|
| R3 |
1.6164 |
1.5657 |
1.4567 |
|
| R2 |
1.5359 |
1.5359 |
1.4494 |
|
| R1 |
1.4852 |
1.4852 |
1.4420 |
1.4703 |
| PP |
1.4554 |
1.4554 |
1.4554 |
1.4479 |
| S1 |
1.4047 |
1.4047 |
1.4272 |
1.3898 |
| S2 |
1.3749 |
1.3749 |
1.4198 |
|
| S3 |
1.2944 |
1.3242 |
1.4125 |
|
| S4 |
1.2139 |
1.2437 |
1.3903 |
|
|
| 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 |
1.4255 |
0.1238 |
8.6% |
0.0458 |
3.2% |
7% |
False |
True |
4,245 |
| 10 |
1.5519 |
1.4255 |
0.1264 |
8.8% |
0.0535 |
3.7% |
7% |
False |
True |
4,083 |
| 20 |
1.5667 |
1.3793 |
0.1874 |
13.1% |
0.0532 |
3.7% |
30% |
False |
False |
3,737 |
| 40 |
1.5667 |
1.1817 |
0.3850 |
26.8% |
0.0521 |
3.6% |
66% |
False |
False |
3,387 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
28.9% |
0.0531 |
3.7% |
68% |
False |
False |
2,912 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
29.6% |
0.0481 |
3.4% |
69% |
False |
False |
2,460 |
| 100 |
1.5667 |
1.1425 |
0.4242 |
29.6% |
0.0455 |
3.2% |
69% |
False |
False |
2,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8481 |
|
2.618 |
1.7167 |
|
1.618 |
1.6362 |
|
1.000 |
1.5865 |
|
0.618 |
1.5557 |
|
HIGH |
1.5060 |
|
0.618 |
1.4752 |
|
0.500 |
1.4658 |
|
0.382 |
1.4563 |
|
LOW |
1.4255 |
|
0.618 |
1.3758 |
|
1.000 |
1.3450 |
|
1.618 |
1.2953 |
|
2.618 |
1.2148 |
|
4.250 |
1.0834 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4658 |
1.4874 |
| PP |
1.4554 |
1.4698 |
| S1 |
1.4450 |
1.4522 |
|