NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5496 |
1.5054 |
-0.0442 |
-2.9% |
1.4913 |
| High |
1.5496 |
1.5102 |
-0.0394 |
-2.5% |
1.5420 |
| Low |
1.4835 |
1.4920 |
0.0085 |
0.6% |
1.3793 |
| Close |
1.5179 |
1.5001 |
-0.0178 |
-1.2% |
1.5354 |
| Range |
0.0661 |
0.0182 |
-0.0479 |
-72.5% |
0.1627 |
| ATR |
0.0637 |
0.0610 |
-0.0027 |
-4.2% |
0.0000 |
| Volume |
4,116 |
2,910 |
-1,206 |
-29.3% |
21,874 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5554 |
1.5459 |
1.5101 |
|
| R3 |
1.5372 |
1.5277 |
1.5051 |
|
| R2 |
1.5190 |
1.5190 |
1.5034 |
|
| R1 |
1.5095 |
1.5095 |
1.5018 |
1.5052 |
| PP |
1.5008 |
1.5008 |
1.5008 |
1.4986 |
| S1 |
1.4913 |
1.4913 |
1.4984 |
1.4870 |
| S2 |
1.4826 |
1.4826 |
1.4968 |
|
| S3 |
1.4644 |
1.4731 |
1.4951 |
|
| S4 |
1.4462 |
1.4549 |
1.4901 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9737 |
1.9172 |
1.6249 |
|
| R3 |
1.8110 |
1.7545 |
1.5801 |
|
| R2 |
1.6483 |
1.6483 |
1.5652 |
|
| R1 |
1.5918 |
1.5918 |
1.5503 |
1.6201 |
| PP |
1.4856 |
1.4856 |
1.4856 |
1.4997 |
| S1 |
1.4291 |
1.4291 |
1.5205 |
1.4574 |
| S2 |
1.3229 |
1.3229 |
1.5056 |
|
| S3 |
1.1602 |
1.2664 |
1.4907 |
|
| S4 |
0.9975 |
1.1037 |
1.4459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5496 |
1.3793 |
0.1703 |
11.4% |
0.0549 |
3.7% |
71% |
False |
False |
4,607 |
| 10 |
1.5667 |
1.3793 |
0.1874 |
12.5% |
0.0515 |
3.4% |
64% |
False |
False |
3,560 |
| 20 |
1.5667 |
1.2700 |
0.2967 |
19.8% |
0.0541 |
3.6% |
78% |
False |
False |
3,343 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
27.6% |
0.0516 |
3.4% |
84% |
False |
False |
3,072 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
27.6% |
0.0505 |
3.4% |
84% |
False |
False |
2,580 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
28.3% |
0.0479 |
3.2% |
84% |
False |
False |
2,120 |
| 100 |
1.5887 |
1.1425 |
0.4462 |
29.7% |
0.0420 |
2.8% |
80% |
False |
False |
1,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5876 |
|
2.618 |
1.5578 |
|
1.618 |
1.5396 |
|
1.000 |
1.5284 |
|
0.618 |
1.5214 |
|
HIGH |
1.5102 |
|
0.618 |
1.5032 |
|
0.500 |
1.5011 |
|
0.382 |
1.4990 |
|
LOW |
1.4920 |
|
0.618 |
1.4808 |
|
1.000 |
1.4738 |
|
1.618 |
1.4626 |
|
2.618 |
1.4444 |
|
4.250 |
1.4147 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5011 |
1.5166 |
| PP |
1.5008 |
1.5111 |
| S1 |
1.5004 |
1.5056 |
|