NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3538 |
1.3219 |
-0.0319 |
-2.4% |
1.3702 |
| High |
1.3895 |
1.3740 |
-0.0155 |
-1.1% |
1.3895 |
| Low |
1.3395 |
1.3129 |
-0.0266 |
-2.0% |
1.2700 |
| Close |
1.3533 |
1.3690 |
0.0157 |
1.2% |
1.3533 |
| Range |
0.0500 |
0.0611 |
0.0111 |
22.2% |
0.1195 |
| ATR |
0.0589 |
0.0590 |
0.0002 |
0.3% |
0.0000 |
| Volume |
3,564 |
1,539 |
-2,025 |
-56.8% |
19,700 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5353 |
1.5132 |
1.4026 |
|
| R3 |
1.4742 |
1.4521 |
1.3858 |
|
| R2 |
1.4131 |
1.4131 |
1.3802 |
|
| R1 |
1.3910 |
1.3910 |
1.3746 |
1.4021 |
| PP |
1.3520 |
1.3520 |
1.3520 |
1.3575 |
| S1 |
1.3299 |
1.3299 |
1.3634 |
1.3410 |
| S2 |
1.2909 |
1.2909 |
1.3578 |
|
| S3 |
1.2298 |
1.2688 |
1.3522 |
|
| S4 |
1.1687 |
1.2077 |
1.3354 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6961 |
1.6442 |
1.4190 |
|
| R3 |
1.5766 |
1.5247 |
1.3862 |
|
| R2 |
1.4571 |
1.4571 |
1.3752 |
|
| R1 |
1.4052 |
1.4052 |
1.3643 |
1.3714 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3207 |
| S1 |
1.2857 |
1.2857 |
1.3423 |
1.2519 |
| S2 |
1.2181 |
1.2181 |
1.3314 |
|
| S3 |
1.0986 |
1.1662 |
1.3204 |
|
| S4 |
0.9791 |
1.0467 |
1.2876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3895 |
1.2700 |
0.1195 |
8.7% |
0.0634 |
4.6% |
83% |
False |
False |
3,833 |
| 10 |
1.3895 |
1.2493 |
0.1402 |
10.2% |
0.0519 |
3.8% |
85% |
False |
False |
3,229 |
| 20 |
1.3895 |
1.1525 |
0.2370 |
17.3% |
0.0527 |
3.9% |
91% |
False |
False |
2,818 |
| 40 |
1.4207 |
1.1525 |
0.2682 |
19.6% |
0.0518 |
3.8% |
81% |
False |
False |
2,353 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
25.9% |
0.0457 |
3.3% |
64% |
False |
False |
1,884 |
| 80 |
1.5191 |
1.1425 |
0.3766 |
27.5% |
0.0418 |
3.1% |
60% |
False |
False |
1,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6337 |
|
2.618 |
1.5340 |
|
1.618 |
1.4729 |
|
1.000 |
1.4351 |
|
0.618 |
1.4118 |
|
HIGH |
1.3740 |
|
0.618 |
1.3507 |
|
0.500 |
1.3435 |
|
0.382 |
1.3362 |
|
LOW |
1.3129 |
|
0.618 |
1.2751 |
|
1.000 |
1.2518 |
|
1.618 |
1.2140 |
|
2.618 |
1.1529 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3605 |
1.3563 |
| PP |
1.3520 |
1.3437 |
| S1 |
1.3435 |
1.3310 |
|