NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3091 |
1.3135 |
0.0044 |
0.3% |
1.2465 |
| High |
1.3675 |
1.3573 |
-0.0102 |
-0.7% |
1.3675 |
| Low |
1.3069 |
1.3050 |
-0.0019 |
-0.1% |
1.1817 |
| Close |
1.3670 |
1.3520 |
-0.0150 |
-1.1% |
1.3520 |
| Range |
0.0606 |
0.0523 |
-0.0083 |
-13.7% |
0.1858 |
| ATR |
0.0577 |
0.0580 |
0.0003 |
0.5% |
0.0000 |
| Volume |
3,342 |
4,788 |
1,446 |
43.3% |
13,186 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4950 |
1.4758 |
1.3808 |
|
| R3 |
1.4427 |
1.4235 |
1.3664 |
|
| R2 |
1.3904 |
1.3904 |
1.3616 |
|
| R1 |
1.3712 |
1.3712 |
1.3568 |
1.3808 |
| PP |
1.3381 |
1.3381 |
1.3381 |
1.3429 |
| S1 |
1.3189 |
1.3189 |
1.3472 |
1.3285 |
| S2 |
1.2858 |
1.2858 |
1.3424 |
|
| S3 |
1.2335 |
1.2666 |
1.3376 |
|
| S4 |
1.1812 |
1.2143 |
1.3232 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8578 |
1.7907 |
1.4542 |
|
| R3 |
1.6720 |
1.6049 |
1.4031 |
|
| R2 |
1.4862 |
1.4862 |
1.3861 |
|
| R1 |
1.4191 |
1.4191 |
1.3690 |
1.4527 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.3172 |
| S1 |
1.2333 |
1.2333 |
1.3350 |
1.2669 |
| S2 |
1.1146 |
1.1146 |
1.3179 |
|
| S3 |
0.9288 |
1.0475 |
1.3009 |
|
| S4 |
0.7430 |
0.8617 |
1.2498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3675 |
1.1817 |
0.1858 |
13.7% |
0.0503 |
3.7% |
92% |
False |
False |
2,637 |
| 10 |
1.3675 |
1.1525 |
0.2150 |
15.9% |
0.0542 |
4.0% |
93% |
False |
False |
2,401 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
19.8% |
0.0520 |
3.8% |
74% |
False |
False |
2,229 |
| 40 |
1.4975 |
1.1525 |
0.3450 |
25.5% |
0.0478 |
3.5% |
58% |
False |
False |
1,775 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
26.3% |
0.0452 |
3.3% |
59% |
False |
False |
1,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5796 |
|
2.618 |
1.4942 |
|
1.618 |
1.4419 |
|
1.000 |
1.4096 |
|
0.618 |
1.3896 |
|
HIGH |
1.3573 |
|
0.618 |
1.3373 |
|
0.500 |
1.3312 |
|
0.382 |
1.3250 |
|
LOW |
1.3050 |
|
0.618 |
1.2727 |
|
1.000 |
1.2527 |
|
1.618 |
1.2204 |
|
2.618 |
1.1681 |
|
4.250 |
1.0827 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3451 |
1.3345 |
| PP |
1.3381 |
1.3169 |
| S1 |
1.3312 |
1.2994 |
|