NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5317 |
1.6081 |
0.0764 |
5.0% |
1.4501 |
| High |
1.6010 |
1.6119 |
0.0109 |
0.7% |
1.5448 |
| Low |
1.5283 |
1.5769 |
0.0486 |
3.2% |
1.3810 |
| Close |
1.5980 |
1.5812 |
-0.0168 |
-1.1% |
1.5317 |
| Range |
0.0727 |
0.0350 |
-0.0377 |
-51.9% |
0.1638 |
| ATR |
0.0584 |
0.0567 |
-0.0017 |
-2.9% |
0.0000 |
| Volume |
7,455 |
3,746 |
-3,709 |
-49.8% |
22,986 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6950 |
1.6731 |
1.6005 |
|
| R3 |
1.6600 |
1.6381 |
1.5908 |
|
| R2 |
1.6250 |
1.6250 |
1.5876 |
|
| R1 |
1.6031 |
1.6031 |
1.5844 |
1.5966 |
| PP |
1.5900 |
1.5900 |
1.5900 |
1.5867 |
| S1 |
1.5681 |
1.5681 |
1.5780 |
1.5616 |
| S2 |
1.5550 |
1.5550 |
1.5748 |
|
| S3 |
1.5200 |
1.5331 |
1.5716 |
|
| S4 |
1.4850 |
1.4981 |
1.5620 |
|
|
| 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 |
1.6119 |
1.4096 |
0.2023 |
12.8% |
0.0560 |
3.5% |
85% |
True |
False |
5,611 |
| 10 |
1.6119 |
1.3810 |
0.2309 |
14.6% |
0.0490 |
3.1% |
87% |
True |
False |
5,127 |
| 20 |
1.6119 |
1.3810 |
0.2309 |
14.6% |
0.0513 |
3.2% |
87% |
True |
False |
4,626 |
| 40 |
1.6119 |
1.2700 |
0.3419 |
21.6% |
0.0537 |
3.4% |
91% |
True |
False |
4,054 |
| 60 |
1.6119 |
1.1525 |
0.4594 |
29.1% |
0.0519 |
3.3% |
93% |
True |
False |
3,556 |
| 80 |
1.6119 |
1.1525 |
0.4594 |
29.1% |
0.0507 |
3.2% |
93% |
True |
False |
3,063 |
| 100 |
1.6119 |
1.1425 |
0.4694 |
29.7% |
0.0490 |
3.1% |
93% |
True |
False |
2,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7607 |
|
2.618 |
1.7035 |
|
1.618 |
1.6685 |
|
1.000 |
1.6469 |
|
0.618 |
1.6335 |
|
HIGH |
1.6119 |
|
0.618 |
1.5985 |
|
0.500 |
1.5944 |
|
0.382 |
1.5903 |
|
LOW |
1.5769 |
|
0.618 |
1.5553 |
|
1.000 |
1.5419 |
|
1.618 |
1.5203 |
|
2.618 |
1.4853 |
|
4.250 |
1.4282 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5944 |
1.5674 |
| PP |
1.5900 |
1.5536 |
| S1 |
1.5856 |
1.5398 |
|