NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5500 |
1.5263 |
-0.0237 |
-1.5% |
1.5100 |
| High |
1.5667 |
1.5311 |
-0.0356 |
-2.3% |
1.5667 |
| Low |
1.5302 |
1.5014 |
-0.0288 |
-1.9% |
1.4896 |
| Close |
1.5667 |
1.5232 |
-0.0435 |
-2.8% |
1.5232 |
| Range |
0.0365 |
0.0297 |
-0.0068 |
-18.6% |
0.0771 |
| ATR |
0.0562 |
0.0569 |
0.0006 |
1.2% |
0.0000 |
| Volume |
1,894 |
2,097 |
203 |
10.7% |
12,044 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6077 |
1.5951 |
1.5395 |
|
| R3 |
1.5780 |
1.5654 |
1.5314 |
|
| R2 |
1.5483 |
1.5483 |
1.5286 |
|
| R1 |
1.5357 |
1.5357 |
1.5259 |
1.5272 |
| PP |
1.5186 |
1.5186 |
1.5186 |
1.5143 |
| S1 |
1.5060 |
1.5060 |
1.5205 |
1.4975 |
| S2 |
1.4889 |
1.4889 |
1.5178 |
|
| S3 |
1.4592 |
1.4763 |
1.5150 |
|
| S4 |
1.4295 |
1.4466 |
1.5069 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7578 |
1.7176 |
1.5656 |
|
| R3 |
1.6807 |
1.6405 |
1.5444 |
|
| R2 |
1.6036 |
1.6036 |
1.5373 |
|
| R1 |
1.5634 |
1.5634 |
1.5303 |
1.5835 |
| PP |
1.5265 |
1.5265 |
1.5265 |
1.5366 |
| S1 |
1.4863 |
1.4863 |
1.5161 |
1.5064 |
| S2 |
1.4494 |
1.4494 |
1.5091 |
|
| S3 |
1.3723 |
1.4092 |
1.5020 |
|
| S4 |
1.2952 |
1.3321 |
1.4808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5667 |
1.4896 |
0.0771 |
5.1% |
0.0396 |
2.6% |
44% |
False |
False |
2,408 |
| 10 |
1.5667 |
1.3129 |
0.2538 |
16.7% |
0.0467 |
3.1% |
83% |
False |
False |
2,602 |
| 20 |
1.5667 |
1.2493 |
0.3174 |
20.8% |
0.0483 |
3.2% |
86% |
False |
False |
2,980 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
27.2% |
0.0501 |
3.3% |
89% |
False |
False |
2,604 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
27.2% |
0.0480 |
3.1% |
89% |
False |
False |
2,176 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
27.8% |
0.0459 |
3.0% |
90% |
False |
False |
1,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6573 |
|
2.618 |
1.6089 |
|
1.618 |
1.5792 |
|
1.000 |
1.5608 |
|
0.618 |
1.5495 |
|
HIGH |
1.5311 |
|
0.618 |
1.5198 |
|
0.500 |
1.5163 |
|
0.382 |
1.5127 |
|
LOW |
1.5014 |
|
0.618 |
1.4830 |
|
1.000 |
1.4717 |
|
1.618 |
1.4533 |
|
2.618 |
1.4236 |
|
4.250 |
1.3752 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5209 |
1.5341 |
| PP |
1.5186 |
1.5304 |
| S1 |
1.5163 |
1.5268 |
|