NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4600 |
1.4478 |
-0.0122 |
-0.8% |
1.3219 |
| High |
1.4850 |
1.4859 |
0.0009 |
0.1% |
1.4859 |
| Low |
1.4447 |
1.4478 |
0.0031 |
0.2% |
1.3129 |
| Close |
1.4713 |
1.4882 |
0.0169 |
1.1% |
1.4882 |
| Range |
0.0403 |
0.0381 |
-0.0022 |
-5.5% |
0.1730 |
| ATR |
0.0619 |
0.0602 |
-0.0017 |
-2.7% |
0.0000 |
| Volume |
4,234 |
3,794 |
-440 |
-10.4% |
13,982 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5883 |
1.5763 |
1.5092 |
|
| R3 |
1.5502 |
1.5382 |
1.4987 |
|
| R2 |
1.5121 |
1.5121 |
1.4952 |
|
| R1 |
1.5001 |
1.5001 |
1.4917 |
1.5061 |
| PP |
1.4740 |
1.4740 |
1.4740 |
1.4770 |
| S1 |
1.4620 |
1.4620 |
1.4847 |
1.4680 |
| S2 |
1.4359 |
1.4359 |
1.4812 |
|
| S3 |
1.3978 |
1.4239 |
1.4777 |
|
| S4 |
1.3597 |
1.3858 |
1.4672 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9480 |
1.8911 |
1.5834 |
|
| R3 |
1.7750 |
1.7181 |
1.5358 |
|
| R2 |
1.6020 |
1.6020 |
1.5199 |
|
| R1 |
1.5451 |
1.5451 |
1.5041 |
1.5736 |
| PP |
1.4290 |
1.4290 |
1.4290 |
1.4432 |
| S1 |
1.3721 |
1.3721 |
1.4723 |
1.4006 |
| S2 |
1.2560 |
1.2560 |
1.4565 |
|
| S3 |
1.0830 |
1.1991 |
1.4406 |
|
| S4 |
0.9100 |
1.0261 |
1.3931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4859 |
1.3129 |
0.1730 |
11.6% |
0.0539 |
3.6% |
101% |
True |
False |
2,796 |
| 10 |
1.4859 |
1.2700 |
0.2159 |
14.5% |
0.0561 |
3.8% |
101% |
True |
False |
3,368 |
| 20 |
1.4859 |
1.1817 |
0.3042 |
20.4% |
0.0510 |
3.4% |
101% |
True |
False |
3,037 |
| 40 |
1.4859 |
1.1525 |
0.3334 |
22.4% |
0.0530 |
3.6% |
101% |
True |
False |
2,500 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
23.9% |
0.0464 |
3.1% |
97% |
False |
False |
2,035 |
| 80 |
1.5191 |
1.1425 |
0.3766 |
25.3% |
0.0436 |
2.9% |
92% |
False |
False |
1,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6478 |
|
2.618 |
1.5856 |
|
1.618 |
1.5475 |
|
1.000 |
1.5240 |
|
0.618 |
1.5094 |
|
HIGH |
1.4859 |
|
0.618 |
1.4713 |
|
0.500 |
1.4669 |
|
0.382 |
1.4624 |
|
LOW |
1.4478 |
|
0.618 |
1.4243 |
|
1.000 |
1.4097 |
|
1.618 |
1.3862 |
|
2.618 |
1.3481 |
|
4.250 |
1.2859 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4811 |
1.4685 |
| PP |
1.4740 |
1.4487 |
| S1 |
1.4669 |
1.4290 |
|