NYMEX Gasoline RBOB Future August 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.4501 |
1.4239 |
-0.0262 |
-1.8% |
1.5060 |
High |
1.4501 |
1.4239 |
-0.0262 |
-1.8% |
1.5060 |
Low |
1.3810 |
1.3930 |
0.0120 |
0.9% |
1.3885 |
Close |
1.4297 |
1.4179 |
-0.0118 |
-0.8% |
1.4666 |
Range |
0.0691 |
0.0309 |
-0.0382 |
-55.3% |
0.1175 |
ATR |
0.0587 |
0.0571 |
-0.0016 |
-2.7% |
0.0000 |
Volume |
2,502 |
3,626 |
1,124 |
44.9% |
27,464 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5043 |
1.4920 |
1.4349 |
|
R3 |
1.4734 |
1.4611 |
1.4264 |
|
R2 |
1.4425 |
1.4425 |
1.4236 |
|
R1 |
1.4302 |
1.4302 |
1.4207 |
1.4209 |
PP |
1.4116 |
1.4116 |
1.4116 |
1.4070 |
S1 |
1.3993 |
1.3993 |
1.4151 |
1.3900 |
S2 |
1.3807 |
1.3807 |
1.4122 |
|
S3 |
1.3498 |
1.3684 |
1.4094 |
|
S4 |
1.3189 |
1.3375 |
1.4009 |
|
|
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% |
0.0420 |
3.0% |
39% |
False |
False |
4,643 |
10 |
1.5493 |
1.3810 |
0.1683 |
11.9% |
0.0465 |
3.3% |
22% |
False |
False |
4,458 |
20 |
1.5519 |
1.3793 |
0.1726 |
12.2% |
0.0532 |
3.8% |
22% |
False |
False |
4,390 |
40 |
1.5667 |
1.2493 |
0.3174 |
22.4% |
0.0517 |
3.6% |
53% |
False |
False |
3,681 |
60 |
1.5667 |
1.1525 |
0.4142 |
29.2% |
0.0520 |
3.7% |
64% |
False |
False |
3,217 |
80 |
1.5667 |
1.1525 |
0.4142 |
29.2% |
0.0495 |
3.5% |
64% |
False |
False |
2,756 |
100 |
1.5667 |
1.1425 |
0.4242 |
29.9% |
0.0477 |
3.4% |
65% |
False |
False |
2,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5552 |
2.618 |
1.5048 |
1.618 |
1.4739 |
1.000 |
1.4548 |
0.618 |
1.4430 |
HIGH |
1.4239 |
0.618 |
1.4121 |
0.500 |
1.4085 |
0.382 |
1.4048 |
LOW |
1.3930 |
0.618 |
1.3739 |
1.000 |
1.3621 |
1.618 |
1.3430 |
2.618 |
1.3121 |
4.250 |
1.2617 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4148 |
1.4280 |
PP |
1.4116 |
1.4246 |
S1 |
1.4085 |
1.4213 |
|