NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4239 |
1.4096 |
-0.0143 |
-1.0% |
1.5060 |
| High |
1.4239 |
1.4700 |
0.0461 |
3.2% |
1.5060 |
| Low |
1.3930 |
1.4096 |
0.0166 |
1.2% |
1.3885 |
| Close |
1.4179 |
1.4587 |
0.0408 |
2.9% |
1.4666 |
| Range |
0.0309 |
0.0604 |
0.0295 |
95.5% |
0.1175 |
| ATR |
0.0571 |
0.0573 |
0.0002 |
0.4% |
0.0000 |
| Volume |
3,626 |
3,663 |
37 |
1.0% |
27,464 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6273 |
1.6034 |
1.4919 |
|
| R3 |
1.5669 |
1.5430 |
1.4753 |
|
| R2 |
1.5065 |
1.5065 |
1.4698 |
|
| R1 |
1.4826 |
1.4826 |
1.4642 |
1.4946 |
| PP |
1.4461 |
1.4461 |
1.4461 |
1.4521 |
| S1 |
1.4222 |
1.4222 |
1.4532 |
1.4342 |
| S2 |
1.3857 |
1.3857 |
1.4476 |
|
| S3 |
1.3253 |
1.3618 |
1.4421 |
|
| S4 |
1.2649 |
1.3014 |
1.4255 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8062 |
1.7539 |
1.5312 |
|
| R3 |
1.6887 |
1.6364 |
1.4989 |
|
| R2 |
1.5712 |
1.5712 |
1.4881 |
|
| R1 |
1.5189 |
1.5189 |
1.4774 |
1.4863 |
| PP |
1.4537 |
1.4537 |
1.4537 |
1.4374 |
| S1 |
1.4014 |
1.4014 |
1.4558 |
1.3688 |
| S2 |
1.3362 |
1.3362 |
1.4451 |
|
| S3 |
1.2187 |
1.2839 |
1.4343 |
|
| S4 |
1.1012 |
1.1664 |
1.4020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4750 |
1.3810 |
0.0940 |
6.4% |
0.0462 |
3.2% |
83% |
False |
False |
3,833 |
| 10 |
1.5493 |
1.3810 |
0.1683 |
11.5% |
0.0490 |
3.4% |
46% |
False |
False |
4,258 |
| 20 |
1.5519 |
1.3793 |
0.1726 |
11.8% |
0.0532 |
3.6% |
46% |
False |
False |
4,413 |
| 40 |
1.5667 |
1.2700 |
0.2967 |
20.3% |
0.0519 |
3.6% |
64% |
False |
False |
3,727 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
28.4% |
0.0511 |
3.5% |
74% |
False |
False |
3,251 |
| 80 |
1.5667 |
1.1525 |
0.4142 |
28.4% |
0.0496 |
3.4% |
74% |
False |
False |
2,795 |
| 100 |
1.5667 |
1.1425 |
0.4242 |
29.1% |
0.0480 |
3.3% |
75% |
False |
False |
2,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7267 |
|
2.618 |
1.6281 |
|
1.618 |
1.5677 |
|
1.000 |
1.5304 |
|
0.618 |
1.5073 |
|
HIGH |
1.4700 |
|
0.618 |
1.4469 |
|
0.500 |
1.4398 |
|
0.382 |
1.4327 |
|
LOW |
1.4096 |
|
0.618 |
1.3723 |
|
1.000 |
1.3492 |
|
1.618 |
1.3119 |
|
2.618 |
1.2515 |
|
4.250 |
1.1529 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4524 |
1.4476 |
| PP |
1.4461 |
1.4366 |
| S1 |
1.4398 |
1.4255 |
|