NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3702 |
1.3350 |
-0.0352 |
-2.6% |
1.2957 |
| High |
1.3702 |
1.3739 |
0.0037 |
0.3% |
1.3675 |
| Low |
1.3341 |
1.3165 |
-0.0176 |
-1.3% |
1.2493 |
| Close |
1.3434 |
1.3217 |
-0.0217 |
-1.6% |
1.3497 |
| Range |
0.0361 |
0.0574 |
0.0213 |
59.0% |
0.1182 |
| ATR |
0.0570 |
0.0570 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,074 |
5,682 |
3,608 |
174.0% |
13,884 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5096 |
1.4730 |
1.3533 |
|
| R3 |
1.4522 |
1.4156 |
1.3375 |
|
| R2 |
1.3948 |
1.3948 |
1.3322 |
|
| R1 |
1.3582 |
1.3582 |
1.3270 |
1.3478 |
| PP |
1.3374 |
1.3374 |
1.3374 |
1.3322 |
| S1 |
1.3008 |
1.3008 |
1.3164 |
1.2904 |
| S2 |
1.2800 |
1.2800 |
1.3112 |
|
| S3 |
1.2226 |
1.2434 |
1.3059 |
|
| S4 |
1.1652 |
1.1860 |
1.2901 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6768 |
1.6314 |
1.4147 |
|
| R3 |
1.5586 |
1.5132 |
1.3822 |
|
| R2 |
1.4404 |
1.4404 |
1.3714 |
|
| R1 |
1.3950 |
1.3950 |
1.3605 |
1.4177 |
| PP |
1.3222 |
1.3222 |
1.3222 |
1.3335 |
| S1 |
1.2768 |
1.2768 |
1.3389 |
1.2995 |
| S2 |
1.2040 |
1.2040 |
1.3280 |
|
| S3 |
1.0858 |
1.1586 |
1.3172 |
|
| S4 |
0.9676 |
1.0404 |
1.2847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3739 |
1.3019 |
0.0720 |
5.4% |
0.0412 |
3.1% |
28% |
True |
False |
3,404 |
| 10 |
1.3739 |
1.2312 |
0.1427 |
10.8% |
0.0464 |
3.5% |
63% |
True |
False |
3,112 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
20.3% |
0.0491 |
3.7% |
63% |
False |
False |
2,802 |
| 40 |
1.4207 |
1.1525 |
0.2682 |
20.3% |
0.0487 |
3.7% |
63% |
False |
False |
2,199 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
26.9% |
0.0458 |
3.5% |
50% |
False |
False |
1,712 |
| 80 |
1.5887 |
1.1425 |
0.4462 |
33.8% |
0.0390 |
2.9% |
40% |
False |
False |
1,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6179 |
|
2.618 |
1.5242 |
|
1.618 |
1.4668 |
|
1.000 |
1.4313 |
|
0.618 |
1.4094 |
|
HIGH |
1.3739 |
|
0.618 |
1.3520 |
|
0.500 |
1.3452 |
|
0.382 |
1.3384 |
|
LOW |
1.3165 |
|
0.618 |
1.2810 |
|
1.000 |
1.2591 |
|
1.618 |
1.2236 |
|
2.618 |
1.1662 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3452 |
1.3418 |
| PP |
1.3374 |
1.3351 |
| S1 |
1.3295 |
1.3284 |
|