NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4396 |
1.4184 |
-0.0212 |
-1.5% |
1.5100 |
| High |
1.4486 |
1.4218 |
-0.0268 |
-1.9% |
1.5667 |
| Low |
1.3872 |
1.3793 |
-0.0079 |
-0.6% |
1.4896 |
| Close |
1.4445 |
1.4076 |
-0.0369 |
-2.6% |
1.5232 |
| Range |
0.0614 |
0.0425 |
-0.0189 |
-30.8% |
0.0771 |
| ATR |
0.0608 |
0.0611 |
0.0003 |
0.5% |
0.0000 |
| Volume |
3,214 |
2,563 |
-651 |
-20.3% |
12,044 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5304 |
1.5115 |
1.4310 |
|
| R3 |
1.4879 |
1.4690 |
1.4193 |
|
| R2 |
1.4454 |
1.4454 |
1.4154 |
|
| R1 |
1.4265 |
1.4265 |
1.4115 |
1.4147 |
| PP |
1.4029 |
1.4029 |
1.4029 |
1.3970 |
| S1 |
1.3840 |
1.3840 |
1.4037 |
1.3722 |
| S2 |
1.3604 |
1.3604 |
1.3998 |
|
| S3 |
1.3179 |
1.3415 |
1.3959 |
|
| S4 |
1.2754 |
1.2990 |
1.3842 |
|
|
| 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 |
1.3793 |
0.1874 |
13.3% |
0.0501 |
3.6% |
15% |
False |
True |
2,483 |
| 10 |
1.5667 |
1.3793 |
0.1874 |
13.3% |
0.0460 |
3.3% |
15% |
False |
True |
2,849 |
| 20 |
1.5667 |
1.2700 |
0.2967 |
21.1% |
0.0505 |
3.6% |
46% |
False |
False |
3,060 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
29.4% |
0.0507 |
3.6% |
62% |
False |
False |
2,703 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
29.4% |
0.0484 |
3.4% |
62% |
False |
False |
2,292 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
30.1% |
0.0467 |
3.3% |
62% |
False |
False |
1,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6024 |
|
2.618 |
1.5331 |
|
1.618 |
1.4906 |
|
1.000 |
1.4643 |
|
0.618 |
1.4481 |
|
HIGH |
1.4218 |
|
0.618 |
1.4056 |
|
0.500 |
1.4006 |
|
0.382 |
1.3955 |
|
LOW |
1.3793 |
|
0.618 |
1.3530 |
|
1.000 |
1.3368 |
|
1.618 |
1.3105 |
|
2.618 |
1.2680 |
|
4.250 |
1.1987 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4053 |
1.4357 |
| PP |
1.4029 |
1.4263 |
| S1 |
1.4006 |
1.4170 |
|