NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2957 |
1.2493 |
-0.0464 |
-3.6% |
1.2465 |
| High |
1.2993 |
1.3030 |
0.0037 |
0.3% |
1.3675 |
| Low |
1.2590 |
1.2493 |
-0.0097 |
-0.8% |
1.1817 |
| Close |
1.2622 |
1.2989 |
0.0367 |
2.9% |
1.3520 |
| Range |
0.0403 |
0.0537 |
0.0134 |
33.3% |
0.1858 |
| ATR |
0.0605 |
0.0600 |
-0.0005 |
-0.8% |
0.0000 |
| Volume |
2,825 |
1,794 |
-1,031 |
-36.5% |
13,186 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4448 |
1.4256 |
1.3284 |
|
| R3 |
1.3911 |
1.3719 |
1.3137 |
|
| R2 |
1.3374 |
1.3374 |
1.3087 |
|
| R1 |
1.3182 |
1.3182 |
1.3038 |
1.3278 |
| PP |
1.2837 |
1.2837 |
1.2837 |
1.2886 |
| S1 |
1.2645 |
1.2645 |
1.2940 |
1.2741 |
| S2 |
1.2300 |
1.2300 |
1.2891 |
|
| S3 |
1.1763 |
1.2108 |
1.2841 |
|
| S4 |
1.1226 |
1.1571 |
1.2694 |
|
|
| 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 |
1.2312 |
0.1363 |
10.5% |
0.0516 |
4.0% |
50% |
False |
False |
2,820 |
| 10 |
1.3675 |
1.1525 |
0.2150 |
16.6% |
0.0500 |
3.8% |
68% |
False |
False |
2,397 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
20.6% |
0.0496 |
3.8% |
55% |
False |
False |
2,300 |
| 40 |
1.4975 |
1.1525 |
0.3450 |
26.6% |
0.0472 |
3.6% |
42% |
False |
False |
1,862 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
27.3% |
0.0454 |
3.5% |
44% |
False |
False |
1,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5312 |
|
2.618 |
1.4436 |
|
1.618 |
1.3899 |
|
1.000 |
1.3567 |
|
0.618 |
1.3362 |
|
HIGH |
1.3030 |
|
0.618 |
1.2825 |
|
0.500 |
1.2762 |
|
0.382 |
1.2698 |
|
LOW |
1.2493 |
|
0.618 |
1.2161 |
|
1.000 |
1.1956 |
|
1.618 |
1.1624 |
|
2.618 |
1.1087 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2913 |
1.3033 |
| PP |
1.2837 |
1.3018 |
| S1 |
1.2762 |
1.3004 |
|