NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4346 |
1.4390 |
0.0044 |
0.3% |
1.5250 |
| High |
1.4562 |
1.4390 |
-0.0172 |
-1.2% |
1.5493 |
| Low |
1.3885 |
1.3997 |
0.0112 |
0.8% |
1.4572 |
| Close |
1.4331 |
1.4199 |
-0.0132 |
-0.9% |
1.5186 |
| Range |
0.0677 |
0.0393 |
-0.0284 |
-41.9% |
0.0921 |
| ATR |
0.0607 |
0.0591 |
-0.0015 |
-2.5% |
0.0000 |
| Volume |
4,540 |
7,713 |
3,173 |
69.9% |
20,828 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5374 |
1.5180 |
1.4415 |
|
| R3 |
1.4981 |
1.4787 |
1.4307 |
|
| R2 |
1.4588 |
1.4588 |
1.4271 |
|
| R1 |
1.4394 |
1.4394 |
1.4235 |
1.4295 |
| PP |
1.4195 |
1.4195 |
1.4195 |
1.4146 |
| S1 |
1.4001 |
1.4001 |
1.4163 |
1.3902 |
| S2 |
1.3802 |
1.3802 |
1.4127 |
|
| S3 |
1.3409 |
1.3608 |
1.4091 |
|
| S4 |
1.3016 |
1.3215 |
1.3983 |
|
|
| 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 |
11.3% |
0.0518 |
3.6% |
20% |
False |
False |
4,684 |
| 10 |
1.5519 |
1.3885 |
0.1634 |
11.5% |
0.0557 |
3.9% |
19% |
False |
False |
4,605 |
| 20 |
1.5667 |
1.3793 |
0.1874 |
13.2% |
0.0536 |
3.8% |
22% |
False |
False |
4,083 |
| 40 |
1.5667 |
1.2312 |
0.3355 |
23.6% |
0.0526 |
3.7% |
56% |
False |
False |
3,601 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
29.2% |
0.0523 |
3.7% |
65% |
False |
False |
3,050 |
| 80 |
1.5667 |
1.1466 |
0.4201 |
29.6% |
0.0492 |
3.5% |
65% |
False |
False |
2,581 |
| 100 |
1.5667 |
1.1425 |
0.4242 |
29.9% |
0.0466 |
3.3% |
65% |
False |
False |
2,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6060 |
|
2.618 |
1.5419 |
|
1.618 |
1.5026 |
|
1.000 |
1.4783 |
|
0.618 |
1.4633 |
|
HIGH |
1.4390 |
|
0.618 |
1.4240 |
|
0.500 |
1.4194 |
|
0.382 |
1.4147 |
|
LOW |
1.3997 |
|
0.618 |
1.3754 |
|
1.000 |
1.3604 |
|
1.618 |
1.3361 |
|
2.618 |
1.2968 |
|
4.250 |
1.2327 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4197 |
1.4473 |
| PP |
1.4195 |
1.4381 |
| S1 |
1.4194 |
1.4290 |
|