NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5100 |
1.5300 |
0.0200 |
1.3% |
1.3219 |
| High |
1.5536 |
1.5452 |
-0.0084 |
-0.5% |
1.4859 |
| Low |
1.4896 |
1.5103 |
0.0207 |
1.4% |
1.3129 |
| Close |
1.5314 |
1.5432 |
0.0118 |
0.8% |
1.4882 |
| Range |
0.0640 |
0.0349 |
-0.0291 |
-45.5% |
0.1730 |
| ATR |
0.0606 |
0.0587 |
-0.0018 |
-3.0% |
0.0000 |
| Volume |
1,378 |
3,961 |
2,583 |
187.4% |
13,982 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6376 |
1.6253 |
1.5624 |
|
| R3 |
1.6027 |
1.5904 |
1.5528 |
|
| R2 |
1.5678 |
1.5678 |
1.5496 |
|
| R1 |
1.5555 |
1.5555 |
1.5464 |
1.5617 |
| PP |
1.5329 |
1.5329 |
1.5329 |
1.5360 |
| S1 |
1.5206 |
1.5206 |
1.5400 |
1.5268 |
| S2 |
1.4980 |
1.4980 |
1.5368 |
|
| S3 |
1.4631 |
1.4857 |
1.5336 |
|
| S4 |
1.4282 |
1.4508 |
1.5240 |
|
|
| 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 |
1.5536 |
1.3720 |
0.1816 |
11.8% |
0.0471 |
3.0% |
94% |
False |
False |
3,267 |
| 10 |
1.5536 |
1.2700 |
0.2836 |
18.4% |
0.0567 |
3.7% |
96% |
False |
False |
3,126 |
| 20 |
1.5536 |
1.2312 |
0.3224 |
20.9% |
0.0515 |
3.3% |
97% |
False |
False |
3,119 |
| 40 |
1.5536 |
1.1525 |
0.4011 |
26.0% |
0.0516 |
3.3% |
97% |
False |
False |
2,533 |
| 60 |
1.5536 |
1.1466 |
0.4070 |
26.4% |
0.0477 |
3.1% |
97% |
False |
False |
2,080 |
| 80 |
1.5536 |
1.1425 |
0.4111 |
26.6% |
0.0448 |
2.9% |
97% |
False |
False |
1,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6935 |
|
2.618 |
1.6366 |
|
1.618 |
1.6017 |
|
1.000 |
1.5801 |
|
0.618 |
1.5668 |
|
HIGH |
1.5452 |
|
0.618 |
1.5319 |
|
0.500 |
1.5278 |
|
0.382 |
1.5236 |
|
LOW |
1.5103 |
|
0.618 |
1.4887 |
|
1.000 |
1.4754 |
|
1.618 |
1.4538 |
|
2.618 |
1.4189 |
|
4.250 |
1.3620 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5381 |
1.5290 |
| PP |
1.5329 |
1.5149 |
| S1 |
1.5278 |
1.5007 |
|