NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4555 |
1.4689 |
0.0134 |
0.9% |
1.4501 |
| High |
1.4798 |
1.5448 |
0.0650 |
4.4% |
1.5448 |
| Low |
1.4450 |
1.4677 |
0.0227 |
1.6% |
1.3810 |
| Close |
1.4760 |
1.5317 |
0.0557 |
3.8% |
1.5317 |
| Range |
0.0348 |
0.0771 |
0.0423 |
121.6% |
0.1638 |
| ATR |
0.0557 |
0.0573 |
0.0015 |
2.7% |
0.0000 |
| Volume |
9,477 |
3,718 |
-5,759 |
-60.8% |
22,986 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7460 |
1.7160 |
1.5741 |
|
| R3 |
1.6689 |
1.6389 |
1.5529 |
|
| R2 |
1.5918 |
1.5918 |
1.5458 |
|
| R1 |
1.5618 |
1.5618 |
1.5388 |
1.5768 |
| PP |
1.5147 |
1.5147 |
1.5147 |
1.5223 |
| S1 |
1.4847 |
1.4847 |
1.5246 |
1.4997 |
| S2 |
1.4376 |
1.4376 |
1.5176 |
|
| S3 |
1.3605 |
1.4076 |
1.5105 |
|
| S4 |
1.2834 |
1.3305 |
1.4893 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9772 |
1.9183 |
1.6218 |
|
| R3 |
1.8134 |
1.7545 |
1.5767 |
|
| R2 |
1.6496 |
1.6496 |
1.5617 |
|
| R1 |
1.5907 |
1.5907 |
1.5467 |
1.6202 |
| PP |
1.4858 |
1.4858 |
1.4858 |
1.5006 |
| S1 |
1.4269 |
1.4269 |
1.5167 |
1.4564 |
| S2 |
1.3220 |
1.3220 |
1.5017 |
|
| S3 |
1.1582 |
1.2631 |
1.4867 |
|
| S4 |
0.9944 |
1.0993 |
1.4416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5448 |
1.3810 |
0.1638 |
10.7% |
0.0545 |
3.6% |
92% |
True |
False |
4,597 |
| 10 |
1.5448 |
1.3810 |
0.1638 |
10.7% |
0.0531 |
3.5% |
92% |
True |
False |
5,045 |
| 20 |
1.5519 |
1.3810 |
0.1709 |
11.2% |
0.0518 |
3.4% |
88% |
False |
False |
4,568 |
| 40 |
1.5667 |
1.2700 |
0.2967 |
19.4% |
0.0527 |
3.4% |
88% |
False |
False |
3,891 |
| 60 |
1.5667 |
1.1525 |
0.4142 |
27.0% |
0.0520 |
3.4% |
92% |
False |
False |
3,421 |
| 80 |
1.5667 |
1.1525 |
0.4142 |
27.0% |
0.0498 |
3.3% |
92% |
False |
False |
2,950 |
| 100 |
1.5667 |
1.1425 |
0.4242 |
27.7% |
0.0482 |
3.1% |
92% |
False |
False |
2,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8725 |
|
2.618 |
1.7466 |
|
1.618 |
1.6695 |
|
1.000 |
1.6219 |
|
0.618 |
1.5924 |
|
HIGH |
1.5448 |
|
0.618 |
1.5153 |
|
0.500 |
1.5063 |
|
0.382 |
1.4972 |
|
LOW |
1.4677 |
|
0.618 |
1.4201 |
|
1.000 |
1.3906 |
|
1.618 |
1.3430 |
|
2.618 |
1.2659 |
|
4.250 |
1.1400 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5232 |
1.5135 |
| PP |
1.5147 |
1.4954 |
| S1 |
1.5063 |
1.4772 |
|