NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5853 |
1.6489 |
0.0636 |
4.0% |
1.4501 |
| High |
1.6336 |
1.6921 |
0.0585 |
3.6% |
1.5448 |
| Low |
1.5853 |
1.6162 |
0.0309 |
1.9% |
1.3810 |
| Close |
1.6328 |
1.6564 |
0.0236 |
1.4% |
1.5317 |
| Range |
0.0483 |
0.0759 |
0.0276 |
57.1% |
0.1638 |
| ATR |
0.0564 |
0.0578 |
0.0014 |
2.5% |
0.0000 |
| Volume |
5,965 |
9,033 |
3,068 |
51.4% |
22,986 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8826 |
1.8454 |
1.6981 |
|
| R3 |
1.8067 |
1.7695 |
1.6773 |
|
| R2 |
1.7308 |
1.7308 |
1.6703 |
|
| R1 |
1.6936 |
1.6936 |
1.6634 |
1.7122 |
| PP |
1.6549 |
1.6549 |
1.6549 |
1.6642 |
| S1 |
1.6177 |
1.6177 |
1.6494 |
1.6363 |
| S2 |
1.5790 |
1.5790 |
1.6425 |
|
| S3 |
1.5031 |
1.5418 |
1.6355 |
|
| S4 |
1.4272 |
1.4659 |
1.6147 |
|
|
| 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 |
1.6921 |
1.4677 |
0.2244 |
13.5% |
0.0618 |
3.7% |
84% |
True |
False |
5,983 |
| 10 |
1.6921 |
1.3810 |
0.3111 |
18.8% |
0.0545 |
3.3% |
89% |
True |
False |
5,270 |
| 20 |
1.6921 |
1.3810 |
0.3111 |
18.8% |
0.0523 |
3.2% |
89% |
True |
False |
5,084 |
| 40 |
1.6921 |
1.2725 |
0.4196 |
25.3% |
0.0539 |
3.3% |
91% |
True |
False |
4,200 |
| 60 |
1.6921 |
1.1525 |
0.5396 |
32.6% |
0.0521 |
3.1% |
93% |
True |
False |
3,771 |
| 80 |
1.6921 |
1.1525 |
0.5396 |
32.6% |
0.0518 |
3.1% |
93% |
True |
False |
3,219 |
| 100 |
1.6921 |
1.1425 |
0.5496 |
33.2% |
0.0490 |
3.0% |
94% |
True |
False |
2,733 |
| 120 |
1.6921 |
1.1425 |
0.5496 |
33.2% |
0.0442 |
2.7% |
94% |
True |
False |
2,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0147 |
|
2.618 |
1.8908 |
|
1.618 |
1.8149 |
|
1.000 |
1.7680 |
|
0.618 |
1.7390 |
|
HIGH |
1.6921 |
|
0.618 |
1.6631 |
|
0.500 |
1.6542 |
|
0.382 |
1.6452 |
|
LOW |
1.6162 |
|
0.618 |
1.5693 |
|
1.000 |
1.5403 |
|
1.618 |
1.4934 |
|
2.618 |
1.4175 |
|
4.250 |
1.2936 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6557 |
1.6491 |
| PP |
1.6549 |
1.6418 |
| S1 |
1.6542 |
1.6345 |
|