NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.2945 |
-0.0405 |
-3.0% |
1.2957 |
| High |
1.3739 |
1.3302 |
-0.0437 |
-3.2% |
1.3675 |
| Low |
1.3165 |
1.2700 |
-0.0465 |
-3.5% |
1.2493 |
| Close |
1.3217 |
1.2714 |
-0.0503 |
-3.8% |
1.3497 |
| Range |
0.0574 |
0.0602 |
0.0028 |
4.9% |
0.1182 |
| ATR |
0.0570 |
0.0572 |
0.0002 |
0.4% |
0.0000 |
| Volume |
5,682 |
3,456 |
-2,226 |
-39.2% |
13,884 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4711 |
1.4315 |
1.3045 |
|
| R3 |
1.4109 |
1.3713 |
1.2880 |
|
| R2 |
1.3507 |
1.3507 |
1.2824 |
|
| R1 |
1.3111 |
1.3111 |
1.2769 |
1.3008 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2854 |
| S1 |
1.2509 |
1.2509 |
1.2659 |
1.2406 |
| S2 |
1.2303 |
1.2303 |
1.2604 |
|
| S3 |
1.1701 |
1.1907 |
1.2548 |
|
| S4 |
1.1099 |
1.1305 |
1.2383 |
|
|
| 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 |
1.2700 |
0.1039 |
8.2% |
0.0442 |
3.5% |
1% |
False |
True |
3,655 |
| 10 |
1.3739 |
1.2493 |
0.1246 |
9.8% |
0.0473 |
3.7% |
18% |
False |
False |
3,322 |
| 20 |
1.3880 |
1.1525 |
0.2355 |
18.5% |
0.0487 |
3.8% |
50% |
False |
False |
2,913 |
| 40 |
1.4207 |
1.1525 |
0.2682 |
21.1% |
0.0496 |
3.9% |
44% |
False |
False |
2,238 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
27.9% |
0.0458 |
3.6% |
36% |
False |
False |
1,755 |
| 80 |
1.5887 |
1.1425 |
0.4462 |
35.1% |
0.0394 |
3.1% |
29% |
False |
False |
1,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5861 |
|
2.618 |
1.4878 |
|
1.618 |
1.4276 |
|
1.000 |
1.3904 |
|
0.618 |
1.3674 |
|
HIGH |
1.3302 |
|
0.618 |
1.3072 |
|
0.500 |
1.3001 |
|
0.382 |
1.2930 |
|
LOW |
1.2700 |
|
0.618 |
1.2328 |
|
1.000 |
1.2098 |
|
1.618 |
1.1726 |
|
2.618 |
1.1124 |
|
4.250 |
1.0142 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3001 |
1.3220 |
| PP |
1.2905 |
1.3051 |
| S1 |
1.2810 |
1.2883 |
|