NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4947 |
1.5031 |
0.0084 |
0.6% |
1.5496 |
| High |
1.5330 |
1.5117 |
-0.0213 |
-1.4% |
1.5519 |
| Low |
1.4913 |
1.4763 |
-0.0150 |
-1.0% |
1.4518 |
| Close |
1.5041 |
1.4906 |
-0.0135 |
-0.9% |
1.5309 |
| Range |
0.0417 |
0.0354 |
-0.0063 |
-15.1% |
0.1001 |
| ATR |
0.0629 |
0.0609 |
-0.0020 |
-3.1% |
0.0000 |
| Volume |
4,404 |
5,657 |
1,253 |
28.5% |
14,167 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5991 |
1.5802 |
1.5101 |
|
| R3 |
1.5637 |
1.5448 |
1.5003 |
|
| R2 |
1.5283 |
1.5283 |
1.4971 |
|
| R1 |
1.5094 |
1.5094 |
1.4938 |
1.5012 |
| PP |
1.4929 |
1.4929 |
1.4929 |
1.4887 |
| S1 |
1.4740 |
1.4740 |
1.4874 |
1.4658 |
| S2 |
1.4575 |
1.4575 |
1.4841 |
|
| S3 |
1.4221 |
1.4386 |
1.4809 |
|
| S4 |
1.3867 |
1.4032 |
1.4711 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8118 |
1.7715 |
1.5860 |
|
| R3 |
1.7117 |
1.6714 |
1.5584 |
|
| R2 |
1.6116 |
1.6116 |
1.5493 |
|
| R1 |
1.5713 |
1.5713 |
1.5401 |
1.5414 |
| PP |
1.5115 |
1.5115 |
1.5115 |
1.4966 |
| S1 |
1.4712 |
1.4712 |
1.5217 |
1.4413 |
| S2 |
1.4114 |
1.4114 |
1.5125 |
|
| S3 |
1.3113 |
1.3711 |
1.5034 |
|
| S4 |
1.2112 |
1.2710 |
1.4758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5519 |
1.4518 |
0.1001 |
6.7% |
0.0596 |
4.0% |
39% |
False |
False |
4,527 |
| 10 |
1.5519 |
1.3793 |
0.1726 |
11.6% |
0.0573 |
3.8% |
64% |
False |
False |
4,567 |
| 20 |
1.5667 |
1.3720 |
0.1947 |
13.1% |
0.0524 |
3.5% |
61% |
False |
False |
3,728 |
| 40 |
1.5667 |
1.1525 |
0.4142 |
27.8% |
0.0522 |
3.5% |
82% |
False |
False |
3,262 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
27.8% |
0.0531 |
3.6% |
82% |
False |
False |
2,824 |
| 80 |
1.5667 |
1.1425 |
0.4242 |
28.5% |
0.0480 |
3.2% |
82% |
False |
False |
2,354 |
| 100 |
1.5667 |
1.1425 |
0.4242 |
28.5% |
0.0444 |
3.0% |
82% |
False |
False |
2,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6622 |
|
2.618 |
1.6044 |
|
1.618 |
1.5690 |
|
1.000 |
1.5471 |
|
0.618 |
1.5336 |
|
HIGH |
1.5117 |
|
0.618 |
1.4982 |
|
0.500 |
1.4940 |
|
0.382 |
1.4898 |
|
LOW |
1.4763 |
|
0.618 |
1.4544 |
|
1.000 |
1.4409 |
|
1.618 |
1.4190 |
|
2.618 |
1.3836 |
|
4.250 |
1.3259 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4940 |
1.4986 |
| PP |
1.4929 |
1.4959 |
| S1 |
1.4917 |
1.4933 |
|