NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4913 |
1.4396 |
-0.0517 |
-3.5% |
1.5100 |
| High |
1.4920 |
1.4486 |
-0.0434 |
-2.9% |
1.5667 |
| Low |
1.4117 |
1.3872 |
-0.0245 |
-1.7% |
1.4896 |
| Close |
1.4217 |
1.4445 |
0.0228 |
1.6% |
1.5232 |
| Range |
0.0803 |
0.0614 |
-0.0189 |
-23.5% |
0.0771 |
| ATR |
0.0608 |
0.0608 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,647 |
3,214 |
567 |
21.4% |
12,044 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6110 |
1.5891 |
1.4783 |
|
| R3 |
1.5496 |
1.5277 |
1.4614 |
|
| R2 |
1.4882 |
1.4882 |
1.4558 |
|
| R1 |
1.4663 |
1.4663 |
1.4501 |
1.4773 |
| PP |
1.4268 |
1.4268 |
1.4268 |
1.4322 |
| S1 |
1.4049 |
1.4049 |
1.4389 |
1.4159 |
| S2 |
1.3654 |
1.3654 |
1.4332 |
|
| S3 |
1.3040 |
1.3435 |
1.4276 |
|
| S4 |
1.2426 |
1.2821 |
1.4107 |
|
|
| 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 |
1.3872 |
0.1795 |
12.4% |
0.0481 |
3.3% |
32% |
False |
True |
2,513 |
| 10 |
1.5667 |
1.3720 |
0.1947 |
13.5% |
0.0476 |
3.3% |
37% |
False |
False |
2,890 |
| 20 |
1.5667 |
1.2700 |
0.2967 |
20.5% |
0.0507 |
3.5% |
59% |
False |
False |
3,042 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
28.7% |
0.0501 |
3.5% |
70% |
False |
False |
2,671 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
28.7% |
0.0484 |
3.3% |
70% |
False |
False |
2,255 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
29.4% |
0.0467 |
3.2% |
71% |
False |
False |
1,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7096 |
|
2.618 |
1.6093 |
|
1.618 |
1.5479 |
|
1.000 |
1.5100 |
|
0.618 |
1.4865 |
|
HIGH |
1.4486 |
|
0.618 |
1.4251 |
|
0.500 |
1.4179 |
|
0.382 |
1.4107 |
|
LOW |
1.3872 |
|
0.618 |
1.3493 |
|
1.000 |
1.3258 |
|
1.618 |
1.2879 |
|
2.618 |
1.2265 |
|
4.250 |
1.1263 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4356 |
1.4592 |
| PP |
1.4268 |
1.4543 |
| S1 |
1.4179 |
1.4494 |
|