NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4300 |
1.4600 |
0.0300 |
2.1% |
1.3702 |
| High |
1.4300 |
1.4850 |
0.0550 |
3.8% |
1.3895 |
| Low |
1.3720 |
1.4447 |
0.0727 |
5.3% |
1.2700 |
| Close |
1.3958 |
1.4713 |
0.0755 |
5.4% |
1.3533 |
| Range |
0.0580 |
0.0403 |
-0.0177 |
-30.5% |
0.1195 |
| ATR |
0.0598 |
0.0619 |
0.0021 |
3.5% |
0.0000 |
| Volume |
2,971 |
4,234 |
1,263 |
42.5% |
19,700 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5879 |
1.5699 |
1.4935 |
|
| R3 |
1.5476 |
1.5296 |
1.4824 |
|
| R2 |
1.5073 |
1.5073 |
1.4787 |
|
| R1 |
1.4893 |
1.4893 |
1.4750 |
1.4983 |
| PP |
1.4670 |
1.4670 |
1.4670 |
1.4715 |
| S1 |
1.4490 |
1.4490 |
1.4676 |
1.4580 |
| S2 |
1.4267 |
1.4267 |
1.4639 |
|
| S3 |
1.3864 |
1.4087 |
1.4602 |
|
| S4 |
1.3461 |
1.3684 |
1.4491 |
|
|
| 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 |
1.4850 |
1.3129 |
0.1721 |
11.7% |
0.0563 |
3.8% |
92% |
True |
False |
2,750 |
| 10 |
1.4850 |
1.2700 |
0.2150 |
14.6% |
0.0554 |
3.8% |
94% |
True |
False |
3,251 |
| 20 |
1.4850 |
1.1783 |
0.3067 |
20.8% |
0.0514 |
3.5% |
96% |
True |
False |
2,992 |
| 40 |
1.4850 |
1.1525 |
0.3325 |
22.6% |
0.0541 |
3.7% |
96% |
True |
False |
2,479 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
24.1% |
0.0465 |
3.2% |
93% |
False |
False |
1,976 |
| 80 |
1.5191 |
1.1425 |
0.3766 |
25.6% |
0.0432 |
2.9% |
87% |
False |
False |
1,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6563 |
|
2.618 |
1.5905 |
|
1.618 |
1.5502 |
|
1.000 |
1.5253 |
|
0.618 |
1.5099 |
|
HIGH |
1.4850 |
|
0.618 |
1.4696 |
|
0.500 |
1.4649 |
|
0.382 |
1.4601 |
|
LOW |
1.4447 |
|
0.618 |
1.4198 |
|
1.000 |
1.4044 |
|
1.618 |
1.3795 |
|
2.618 |
1.3392 |
|
4.250 |
1.2734 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4692 |
1.4548 |
| PP |
1.4670 |
1.4384 |
| S1 |
1.4649 |
1.4219 |
|