NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4689 |
1.5317 |
0.0628 |
4.3% |
1.4501 |
| High |
1.5448 |
1.6010 |
0.0562 |
3.6% |
1.5448 |
| Low |
1.4677 |
1.5283 |
0.0606 |
4.1% |
1.3810 |
| Close |
1.5317 |
1.5980 |
0.0663 |
4.3% |
1.5317 |
| Range |
0.0771 |
0.0727 |
-0.0044 |
-5.7% |
0.1638 |
| ATR |
0.0573 |
0.0584 |
0.0011 |
1.9% |
0.0000 |
| Volume |
3,718 |
7,455 |
3,737 |
100.5% |
22,986 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7939 |
1.7686 |
1.6380 |
|
| R3 |
1.7212 |
1.6959 |
1.6180 |
|
| R2 |
1.6485 |
1.6485 |
1.6113 |
|
| R1 |
1.6232 |
1.6232 |
1.6047 |
1.6359 |
| PP |
1.5758 |
1.5758 |
1.5758 |
1.5821 |
| S1 |
1.5505 |
1.5505 |
1.5913 |
1.5632 |
| S2 |
1.5031 |
1.5031 |
1.5847 |
|
| S3 |
1.4304 |
1.4778 |
1.5780 |
|
| S4 |
1.3577 |
1.4051 |
1.5580 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9772 |
1.9183 |
1.6218 |
|
| R3 |
1.8134 |
1.7545 |
1.5767 |
|
| R2 |
1.6496 |
1.6496 |
1.5617 |
|
| R1 |
1.5907 |
1.5907 |
1.5467 |
1.6202 |
| PP |
1.4858 |
1.4858 |
1.4858 |
1.5006 |
| S1 |
1.4269 |
1.4269 |
1.5167 |
1.4564 |
| S2 |
1.3220 |
1.3220 |
1.5017 |
|
| S3 |
1.1582 |
1.2631 |
1.4867 |
|
| S4 |
0.9944 |
1.0993 |
1.4416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6010 |
1.3930 |
0.2080 |
13.0% |
0.0552 |
3.5% |
99% |
True |
False |
5,587 |
| 10 |
1.6010 |
1.3810 |
0.2200 |
13.8% |
0.0523 |
3.3% |
99% |
True |
False |
5,207 |
| 20 |
1.6010 |
1.3810 |
0.2200 |
13.8% |
0.0529 |
3.3% |
99% |
True |
False |
4,645 |
| 40 |
1.6010 |
1.2700 |
0.3310 |
20.7% |
0.0537 |
3.4% |
99% |
True |
False |
4,012 |
| 60 |
1.6010 |
1.1525 |
0.4485 |
28.1% |
0.0523 |
3.3% |
99% |
True |
False |
3,516 |
| 80 |
1.6010 |
1.1525 |
0.4485 |
28.1% |
0.0506 |
3.2% |
99% |
True |
False |
3,036 |
| 100 |
1.6010 |
1.1425 |
0.4585 |
28.7% |
0.0489 |
3.1% |
99% |
True |
False |
2,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9100 |
|
2.618 |
1.7913 |
|
1.618 |
1.7186 |
|
1.000 |
1.6737 |
|
0.618 |
1.6459 |
|
HIGH |
1.6010 |
|
0.618 |
1.5732 |
|
0.500 |
1.5647 |
|
0.382 |
1.5561 |
|
LOW |
1.5283 |
|
0.618 |
1.4834 |
|
1.000 |
1.4556 |
|
1.618 |
1.4107 |
|
2.618 |
1.3380 |
|
4.250 |
1.2193 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5869 |
1.5730 |
| PP |
1.5758 |
1.5480 |
| S1 |
1.5647 |
1.5230 |
|