NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2945 |
1.2830 |
-0.0115 |
-0.9% |
1.2957 |
| High |
1.3302 |
1.3608 |
0.0306 |
2.3% |
1.3675 |
| Low |
1.2700 |
1.2725 |
0.0025 |
0.2% |
1.2493 |
| Close |
1.2714 |
1.3598 |
0.0884 |
7.0% |
1.3497 |
| Range |
0.0602 |
0.0883 |
0.0281 |
46.7% |
0.1182 |
| ATR |
0.0572 |
0.0595 |
0.0023 |
4.0% |
0.0000 |
| Volume |
3,456 |
4,924 |
1,468 |
42.5% |
13,884 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5959 |
1.5662 |
1.4084 |
|
| R3 |
1.5076 |
1.4779 |
1.3841 |
|
| R2 |
1.4193 |
1.4193 |
1.3760 |
|
| R1 |
1.3896 |
1.3896 |
1.3679 |
1.4045 |
| PP |
1.3310 |
1.3310 |
1.3310 |
1.3385 |
| S1 |
1.3013 |
1.3013 |
1.3517 |
1.3162 |
| S2 |
1.2427 |
1.2427 |
1.3436 |
|
| S3 |
1.1544 |
1.2130 |
1.3355 |
|
| S4 |
1.0661 |
1.1247 |
1.3112 |
|
|
| 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 |
7.6% |
0.0544 |
4.0% |
86% |
False |
False |
3,751 |
| 10 |
1.3739 |
1.2493 |
0.1246 |
9.2% |
0.0501 |
3.7% |
89% |
False |
False |
3,480 |
| 20 |
1.3739 |
1.1525 |
0.2214 |
16.3% |
0.0507 |
3.7% |
94% |
False |
False |
2,988 |
| 40 |
1.4207 |
1.1525 |
0.2682 |
19.7% |
0.0515 |
3.8% |
77% |
False |
False |
2,290 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
26.1% |
0.0462 |
3.4% |
61% |
False |
False |
1,820 |
| 80 |
1.5887 |
1.1425 |
0.4462 |
32.8% |
0.0405 |
3.0% |
49% |
False |
False |
1,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7361 |
|
2.618 |
1.5920 |
|
1.618 |
1.5037 |
|
1.000 |
1.4491 |
|
0.618 |
1.4154 |
|
HIGH |
1.3608 |
|
0.618 |
1.3271 |
|
0.500 |
1.3167 |
|
0.382 |
1.3062 |
|
LOW |
1.2725 |
|
0.618 |
1.2179 |
|
1.000 |
1.1842 |
|
1.618 |
1.1296 |
|
2.618 |
1.0413 |
|
4.250 |
0.8972 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3454 |
1.3472 |
| PP |
1.3310 |
1.3346 |
| S1 |
1.3167 |
1.3220 |
|