NYMEX Gasoline RBOB Future August 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.4097 |
1.4340 |
0.0243 |
1.7% |
1.5060 |
High |
1.4279 |
1.4750 |
0.0471 |
3.3% |
1.5060 |
Low |
1.3981 |
1.4340 |
0.0359 |
2.6% |
1.3885 |
Close |
1.4242 |
1.4666 |
0.0424 |
3.0% |
1.4666 |
Range |
0.0298 |
0.0410 |
0.0112 |
37.6% |
0.1175 |
ATR |
0.0570 |
0.0566 |
-0.0004 |
-0.8% |
0.0000 |
Volume |
5,854 |
3,522 |
-2,332 |
-39.8% |
27,464 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5815 |
1.5651 |
1.4892 |
|
R3 |
1.5405 |
1.5241 |
1.4779 |
|
R2 |
1.4995 |
1.4995 |
1.4741 |
|
R1 |
1.4831 |
1.4831 |
1.4704 |
1.4913 |
PP |
1.4585 |
1.4585 |
1.4585 |
1.4627 |
S1 |
1.4421 |
1.4421 |
1.4628 |
1.4503 |
S2 |
1.4175 |
1.4175 |
1.4591 |
|
S3 |
1.3765 |
1.4011 |
1.4553 |
|
S4 |
1.3355 |
1.3601 |
1.4441 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.8062 |
1.7539 |
1.5312 |
|
R3 |
1.6887 |
1.6364 |
1.4989 |
|
R2 |
1.5712 |
1.5712 |
1.4881 |
|
R1 |
1.5189 |
1.5189 |
1.4774 |
1.4863 |
PP |
1.4537 |
1.4537 |
1.4537 |
1.4374 |
S1 |
1.4014 |
1.4014 |
1.4558 |
1.3688 |
S2 |
1.3362 |
1.3362 |
1.4451 |
|
S3 |
1.2187 |
1.2839 |
1.4343 |
|
S4 |
1.1012 |
1.1664 |
1.4020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5060 |
1.3885 |
0.1175 |
8.0% |
0.0517 |
3.5% |
66% |
False |
False |
5,492 |
10 |
1.5493 |
1.3885 |
0.1608 |
11.0% |
0.0490 |
3.3% |
49% |
False |
False |
4,829 |
20 |
1.5519 |
1.3793 |
0.1726 |
11.8% |
0.0537 |
3.7% |
51% |
False |
False |
4,321 |
40 |
1.5667 |
1.2493 |
0.3174 |
21.6% |
0.0516 |
3.5% |
68% |
False |
False |
3,718 |
60 |
1.5667 |
1.1525 |
0.4142 |
28.2% |
0.0515 |
3.5% |
76% |
False |
False |
3,174 |
80 |
1.5667 |
1.1525 |
0.4142 |
28.2% |
0.0494 |
3.4% |
76% |
False |
False |
2,693 |
100 |
1.5667 |
1.1425 |
0.4242 |
28.9% |
0.0473 |
3.2% |
76% |
False |
False |
2,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6493 |
2.618 |
1.5823 |
1.618 |
1.5413 |
1.000 |
1.5160 |
0.618 |
1.5003 |
HIGH |
1.4750 |
0.618 |
1.4593 |
0.500 |
1.4545 |
0.382 |
1.4497 |
LOW |
1.4340 |
0.618 |
1.4087 |
1.000 |
1.3930 |
1.618 |
1.3677 |
2.618 |
1.3267 |
4.250 |
1.2598 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4626 |
1.4566 |
PP |
1.4585 |
1.4466 |
S1 |
1.4545 |
1.4366 |
|