NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5060 |
1.4346 |
-0.0714 |
-4.7% |
1.5250 |
| High |
1.5060 |
1.4562 |
-0.0498 |
-3.3% |
1.5493 |
| Low |
1.4255 |
1.3885 |
-0.0370 |
-2.6% |
1.4572 |
| Close |
1.4346 |
1.4331 |
-0.0015 |
-0.1% |
1.5186 |
| Range |
0.0805 |
0.0677 |
-0.0128 |
-15.9% |
0.0921 |
| ATR |
0.0601 |
0.0607 |
0.0005 |
0.9% |
0.0000 |
| Volume |
5,835 |
4,540 |
-1,295 |
-22.2% |
20,828 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6290 |
1.5988 |
1.4703 |
|
| R3 |
1.5613 |
1.5311 |
1.4517 |
|
| R2 |
1.4936 |
1.4936 |
1.4455 |
|
| R1 |
1.4634 |
1.4634 |
1.4393 |
1.4447 |
| PP |
1.4259 |
1.4259 |
1.4259 |
1.4166 |
| S1 |
1.3957 |
1.3957 |
1.4269 |
1.3770 |
| S2 |
1.3582 |
1.3582 |
1.4207 |
|
| S3 |
1.2905 |
1.3280 |
1.4145 |
|
| S4 |
1.2228 |
1.2603 |
1.3959 |
|
|
| 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 |
1.3885 |
0.1608 |
11.2% |
0.0510 |
3.6% |
28% |
False |
True |
4,273 |
| 10 |
1.5519 |
1.3885 |
0.1634 |
11.4% |
0.0536 |
3.7% |
27% |
False |
True |
4,125 |
| 20 |
1.5667 |
1.3793 |
0.1874 |
13.1% |
0.0534 |
3.7% |
29% |
False |
False |
3,895 |
| 40 |
1.5667 |
1.1988 |
0.3679 |
25.7% |
0.0521 |
3.6% |
64% |
False |
False |
3,441 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
28.9% |
0.0526 |
3.7% |
68% |
False |
False |
2,937 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
29.6% |
0.0488 |
3.4% |
69% |
False |
False |
2,488 |
| 100 |
1.5667 |
1.1425 |
0.4242 |
29.6% |
0.0462 |
3.2% |
69% |
False |
False |
2,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7439 |
|
2.618 |
1.6334 |
|
1.618 |
1.5657 |
|
1.000 |
1.5239 |
|
0.618 |
1.4980 |
|
HIGH |
1.4562 |
|
0.618 |
1.4303 |
|
0.500 |
1.4224 |
|
0.382 |
1.4144 |
|
LOW |
1.3885 |
|
0.618 |
1.3467 |
|
1.000 |
1.3208 |
|
1.618 |
1.2790 |
|
2.618 |
1.2113 |
|
4.250 |
1.1008 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4295 |
1.4689 |
| PP |
1.4259 |
1.4570 |
| S1 |
1.4224 |
1.4450 |
|