NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4340 |
1.4501 |
0.0161 |
1.1% |
1.5060 |
| High |
1.4750 |
1.4501 |
-0.0249 |
-1.7% |
1.5060 |
| Low |
1.4340 |
1.3810 |
-0.0530 |
-3.7% |
1.3885 |
| Close |
1.4666 |
1.4297 |
-0.0369 |
-2.5% |
1.4666 |
| Range |
0.0410 |
0.0691 |
0.0281 |
68.5% |
0.1175 |
| ATR |
0.0566 |
0.0587 |
0.0021 |
3.7% |
0.0000 |
| Volume |
3,522 |
2,502 |
-1,020 |
-29.0% |
27,464 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6276 |
1.5977 |
1.4677 |
|
| R3 |
1.5585 |
1.5286 |
1.4487 |
|
| R2 |
1.4894 |
1.4894 |
1.4424 |
|
| R1 |
1.4595 |
1.4595 |
1.4360 |
1.4399 |
| PP |
1.4203 |
1.4203 |
1.4203 |
1.4105 |
| S1 |
1.3904 |
1.3904 |
1.4234 |
1.3708 |
| S2 |
1.3512 |
1.3512 |
1.4170 |
|
| S3 |
1.2821 |
1.3213 |
1.4107 |
|
| S4 |
1.2130 |
1.2522 |
1.3917 |
|
|
| 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 |
1.4750 |
1.3810 |
0.0940 |
6.6% |
0.0494 |
3.5% |
52% |
False |
True |
4,826 |
| 10 |
1.5493 |
1.3810 |
0.1683 |
11.8% |
0.0476 |
3.3% |
29% |
False |
True |
4,536 |
| 20 |
1.5519 |
1.3793 |
0.1726 |
12.1% |
0.0557 |
3.9% |
29% |
False |
False |
4,341 |
| 40 |
1.5667 |
1.2493 |
0.3174 |
22.2% |
0.0520 |
3.6% |
57% |
False |
False |
3,661 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
29.0% |
0.0520 |
3.6% |
67% |
False |
False |
3,183 |
| 80 |
1.5667 |
1.1525 |
0.4142 |
29.0% |
0.0499 |
3.5% |
67% |
False |
False |
2,718 |
| 100 |
1.5667 |
1.1425 |
0.4242 |
29.7% |
0.0479 |
3.3% |
68% |
False |
False |
2,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7438 |
|
2.618 |
1.6310 |
|
1.618 |
1.5619 |
|
1.000 |
1.5192 |
|
0.618 |
1.4928 |
|
HIGH |
1.4501 |
|
0.618 |
1.4237 |
|
0.500 |
1.4156 |
|
0.382 |
1.4074 |
|
LOW |
1.3810 |
|
0.618 |
1.3383 |
|
1.000 |
1.3119 |
|
1.618 |
1.2692 |
|
2.618 |
1.2001 |
|
4.250 |
1.0873 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4250 |
1.4291 |
| PP |
1.4203 |
1.4286 |
| S1 |
1.4156 |
1.4280 |
|