NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5052 |
1.5500 |
0.0448 |
3.0% |
1.3219 |
| High |
1.5349 |
1.5667 |
0.0318 |
2.1% |
1.4859 |
| Low |
1.5022 |
1.5302 |
0.0280 |
1.9% |
1.3129 |
| Close |
1.5264 |
1.5667 |
0.0403 |
2.6% |
1.4882 |
| Range |
0.0327 |
0.0365 |
0.0038 |
11.6% |
0.1730 |
| ATR |
0.0575 |
0.0562 |
-0.0012 |
-2.1% |
0.0000 |
| Volume |
2,714 |
1,894 |
-820 |
-30.2% |
13,982 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6640 |
1.6519 |
1.5868 |
|
| R3 |
1.6275 |
1.6154 |
1.5767 |
|
| R2 |
1.5910 |
1.5910 |
1.5734 |
|
| R1 |
1.5789 |
1.5789 |
1.5700 |
1.5850 |
| PP |
1.5545 |
1.5545 |
1.5545 |
1.5576 |
| S1 |
1.5424 |
1.5424 |
1.5634 |
1.5485 |
| S2 |
1.5180 |
1.5180 |
1.5600 |
|
| S3 |
1.4815 |
1.5059 |
1.5567 |
|
| S4 |
1.4450 |
1.4694 |
1.5466 |
|
|
| 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 |
1.5667 |
1.4478 |
0.1189 |
7.6% |
0.0412 |
2.6% |
100% |
True |
False |
2,748 |
| 10 |
1.5667 |
1.3129 |
0.2538 |
16.2% |
0.0488 |
3.1% |
100% |
True |
False |
2,749 |
| 20 |
1.5667 |
1.2493 |
0.3174 |
20.3% |
0.0494 |
3.2% |
100% |
True |
False |
3,115 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
26.4% |
0.0504 |
3.2% |
100% |
True |
False |
2,600 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
26.4% |
0.0480 |
3.1% |
100% |
True |
False |
2,151 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
27.1% |
0.0457 |
2.9% |
100% |
True |
False |
1,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7218 |
|
2.618 |
1.6623 |
|
1.618 |
1.6258 |
|
1.000 |
1.6032 |
|
0.618 |
1.5893 |
|
HIGH |
1.5667 |
|
0.618 |
1.5528 |
|
0.500 |
1.5485 |
|
0.382 |
1.5441 |
|
LOW |
1.5302 |
|
0.618 |
1.5076 |
|
1.000 |
1.4937 |
|
1.618 |
1.4711 |
|
2.618 |
1.4346 |
|
4.250 |
1.3751 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5606 |
1.5560 |
| PP |
1.5545 |
1.5452 |
| S1 |
1.5485 |
1.5345 |
|