NYMEX Gasoline RBOB Future August 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.5031 |
1.4998 |
-0.0033 |
-0.2% |
1.5496 |
High |
1.5117 |
1.5213 |
0.0096 |
0.6% |
1.5519 |
Low |
1.4763 |
1.4920 |
0.0157 |
1.1% |
1.4518 |
Close |
1.4906 |
1.5126 |
0.0220 |
1.5% |
1.5309 |
Range |
0.0354 |
0.0293 |
-0.0061 |
-17.2% |
0.1001 |
ATR |
0.0609 |
0.0588 |
-0.0022 |
-3.5% |
0.0000 |
Volume |
5,657 |
2,311 |
-3,346 |
-59.1% |
14,167 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5965 |
1.5839 |
1.5287 |
|
R3 |
1.5672 |
1.5546 |
1.5207 |
|
R2 |
1.5379 |
1.5379 |
1.5180 |
|
R1 |
1.5253 |
1.5253 |
1.5153 |
1.5316 |
PP |
1.5086 |
1.5086 |
1.5086 |
1.5118 |
S1 |
1.4960 |
1.4960 |
1.5099 |
1.5023 |
S2 |
1.4793 |
1.4793 |
1.5072 |
|
S3 |
1.4500 |
1.4667 |
1.5045 |
|
S4 |
1.4207 |
1.4374 |
1.4965 |
|
|
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 |
1.4572 |
0.0947 |
6.3% |
0.0482 |
3.2% |
59% |
False |
False |
4,405 |
10 |
1.5519 |
1.4190 |
0.1329 |
8.8% |
0.0560 |
3.7% |
70% |
False |
False |
4,542 |
20 |
1.5667 |
1.3793 |
0.1874 |
12.4% |
0.0510 |
3.4% |
71% |
False |
False |
3,695 |
40 |
1.5667 |
1.1525 |
0.4142 |
27.4% |
0.0521 |
3.4% |
87% |
False |
False |
3,272 |
60 |
1.5667 |
1.1525 |
0.4142 |
27.4% |
0.0529 |
3.5% |
87% |
False |
False |
2,852 |
80 |
1.5667 |
1.1425 |
0.4242 |
28.0% |
0.0475 |
3.1% |
87% |
False |
False |
2,370 |
100 |
1.5667 |
1.1425 |
0.4242 |
28.0% |
0.0445 |
2.9% |
87% |
False |
False |
2,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6458 |
2.618 |
1.5980 |
1.618 |
1.5687 |
1.000 |
1.5506 |
0.618 |
1.5394 |
HIGH |
1.5213 |
0.618 |
1.5101 |
0.500 |
1.5067 |
0.382 |
1.5032 |
LOW |
1.4920 |
0.618 |
1.4739 |
1.000 |
1.4627 |
1.618 |
1.4446 |
2.618 |
1.4153 |
4.250 |
1.3675 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.5106 |
1.5100 |
PP |
1.5086 |
1.5073 |
S1 |
1.5067 |
1.5047 |
|