NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4390 |
1.4097 |
-0.0293 |
-2.0% |
1.5250 |
| High |
1.4390 |
1.4279 |
-0.0111 |
-0.8% |
1.5493 |
| Low |
1.3997 |
1.3981 |
-0.0016 |
-0.1% |
1.4572 |
| Close |
1.4199 |
1.4242 |
0.0043 |
0.3% |
1.5186 |
| Range |
0.0393 |
0.0298 |
-0.0095 |
-24.2% |
0.0921 |
| ATR |
0.0591 |
0.0570 |
-0.0021 |
-3.5% |
0.0000 |
| Volume |
7,713 |
5,854 |
-1,859 |
-24.1% |
20,828 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5061 |
1.4950 |
1.4406 |
|
| R3 |
1.4763 |
1.4652 |
1.4324 |
|
| R2 |
1.4465 |
1.4465 |
1.4297 |
|
| R1 |
1.4354 |
1.4354 |
1.4269 |
1.4410 |
| PP |
1.4167 |
1.4167 |
1.4167 |
1.4195 |
| S1 |
1.4056 |
1.4056 |
1.4215 |
1.4112 |
| S2 |
1.3869 |
1.3869 |
1.4187 |
|
| S3 |
1.3571 |
1.3758 |
1.4160 |
|
| S4 |
1.3273 |
1.3460 |
1.4078 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7847 |
1.7437 |
1.5693 |
|
| R3 |
1.6926 |
1.6516 |
1.5439 |
|
| R2 |
1.6005 |
1.6005 |
1.5355 |
|
| R1 |
1.5595 |
1.5595 |
1.5270 |
1.5340 |
| PP |
1.5084 |
1.5084 |
1.5084 |
1.4956 |
| S1 |
1.4674 |
1.4674 |
1.5102 |
1.4419 |
| S2 |
1.4163 |
1.4163 |
1.5017 |
|
| S3 |
1.3242 |
1.3753 |
1.4933 |
|
| S4 |
1.2321 |
1.2832 |
1.4679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5493 |
1.3885 |
0.1608 |
11.3% |
0.0519 |
3.6% |
22% |
False |
False |
5,392 |
| 10 |
1.5519 |
1.3885 |
0.1634 |
11.5% |
0.0500 |
3.5% |
22% |
False |
False |
4,899 |
| 20 |
1.5667 |
1.3793 |
0.1874 |
13.2% |
0.0535 |
3.8% |
24% |
False |
False |
4,240 |
| 40 |
1.5667 |
1.2493 |
0.3174 |
22.3% |
0.0521 |
3.7% |
55% |
False |
False |
3,713 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
29.1% |
0.0520 |
3.6% |
66% |
False |
False |
3,127 |
| 80 |
1.5667 |
1.1525 |
0.4142 |
29.1% |
0.0496 |
3.5% |
66% |
False |
False |
2,653 |
| 100 |
1.5667 |
1.1425 |
0.4242 |
29.8% |
0.0469 |
3.3% |
66% |
False |
False |
2,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5546 |
|
2.618 |
1.5059 |
|
1.618 |
1.4761 |
|
1.000 |
1.4577 |
|
0.618 |
1.4463 |
|
HIGH |
1.4279 |
|
0.618 |
1.4165 |
|
0.500 |
1.4130 |
|
0.382 |
1.4095 |
|
LOW |
1.3981 |
|
0.618 |
1.3797 |
|
1.000 |
1.3683 |
|
1.618 |
1.3499 |
|
2.618 |
1.3201 |
|
4.250 |
1.2715 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4205 |
1.4236 |
| PP |
1.4167 |
1.4230 |
| S1 |
1.4130 |
1.4224 |
|