NYMEX Gasoline RBOB Future August 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.4096 |
1.4555 |
0.0459 |
3.3% |
1.5060 |
High |
1.4700 |
1.4798 |
0.0098 |
0.7% |
1.5060 |
Low |
1.4096 |
1.4450 |
0.0354 |
2.5% |
1.3885 |
Close |
1.4587 |
1.4760 |
0.0173 |
1.2% |
1.4666 |
Range |
0.0604 |
0.0348 |
-0.0256 |
-42.4% |
0.1175 |
ATR |
0.0573 |
0.0557 |
-0.0016 |
-2.8% |
0.0000 |
Volume |
3,663 |
9,477 |
5,814 |
158.7% |
27,464 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5713 |
1.5585 |
1.4951 |
|
R3 |
1.5365 |
1.5237 |
1.4856 |
|
R2 |
1.5017 |
1.5017 |
1.4824 |
|
R1 |
1.4889 |
1.4889 |
1.4792 |
1.4953 |
PP |
1.4669 |
1.4669 |
1.4669 |
1.4702 |
S1 |
1.4541 |
1.4541 |
1.4728 |
1.4605 |
S2 |
1.4321 |
1.4321 |
1.4696 |
|
S3 |
1.3973 |
1.4193 |
1.4664 |
|
S4 |
1.3625 |
1.3845 |
1.4569 |
|
|
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 |
1.4798 |
1.3810 |
0.0988 |
6.7% |
0.0472 |
3.2% |
96% |
True |
False |
4,558 |
10 |
1.5493 |
1.3810 |
0.1683 |
11.4% |
0.0496 |
3.4% |
56% |
False |
False |
4,975 |
20 |
1.5519 |
1.3810 |
0.1709 |
11.6% |
0.0528 |
3.6% |
56% |
False |
False |
4,758 |
40 |
1.5667 |
1.2700 |
0.2967 |
20.1% |
0.0517 |
3.5% |
69% |
False |
False |
3,909 |
60 |
1.5667 |
1.1525 |
0.4142 |
28.1% |
0.0514 |
3.5% |
78% |
False |
False |
3,388 |
80 |
1.5667 |
1.1525 |
0.4142 |
28.1% |
0.0495 |
3.4% |
78% |
False |
False |
2,909 |
100 |
1.5667 |
1.1425 |
0.4242 |
28.7% |
0.0479 |
3.2% |
79% |
False |
False |
2,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6277 |
2.618 |
1.5709 |
1.618 |
1.5361 |
1.000 |
1.5146 |
0.618 |
1.5013 |
HIGH |
1.4798 |
0.618 |
1.4665 |
0.500 |
1.4624 |
0.382 |
1.4583 |
LOW |
1.4450 |
0.618 |
1.4235 |
1.000 |
1.4102 |
1.618 |
1.3887 |
2.618 |
1.3539 |
4.250 |
1.2971 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4715 |
1.4628 |
PP |
1.4669 |
1.4496 |
S1 |
1.4624 |
1.4364 |
|