NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6081 |
1.5853 |
-0.0228 |
-1.4% |
1.4501 |
| High |
1.6119 |
1.6336 |
0.0217 |
1.3% |
1.5448 |
| Low |
1.5769 |
1.5853 |
0.0084 |
0.5% |
1.3810 |
| Close |
1.5812 |
1.6328 |
0.0516 |
3.3% |
1.5317 |
| Range |
0.0350 |
0.0483 |
0.0133 |
38.0% |
0.1638 |
| ATR |
0.0567 |
0.0564 |
-0.0003 |
-0.5% |
0.0000 |
| Volume |
3,746 |
5,965 |
2,219 |
59.2% |
22,986 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7621 |
1.7458 |
1.6594 |
|
| R3 |
1.7138 |
1.6975 |
1.6461 |
|
| R2 |
1.6655 |
1.6655 |
1.6417 |
|
| R1 |
1.6492 |
1.6492 |
1.6372 |
1.6574 |
| PP |
1.6172 |
1.6172 |
1.6172 |
1.6213 |
| S1 |
1.6009 |
1.6009 |
1.6284 |
1.6091 |
| S2 |
1.5689 |
1.5689 |
1.6239 |
|
| S3 |
1.5206 |
1.5526 |
1.6195 |
|
| S4 |
1.4723 |
1.5043 |
1.6062 |
|
|
| 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 |
1.6336 |
1.4450 |
0.1886 |
11.6% |
0.0536 |
3.3% |
100% |
True |
False |
6,072 |
| 10 |
1.6336 |
1.3810 |
0.2526 |
15.5% |
0.0499 |
3.1% |
100% |
True |
False |
4,952 |
| 20 |
1.6336 |
1.3810 |
0.2526 |
15.5% |
0.0528 |
3.2% |
100% |
True |
False |
4,779 |
| 40 |
1.6336 |
1.2700 |
0.3636 |
22.3% |
0.0535 |
3.3% |
100% |
True |
False |
4,061 |
| 60 |
1.6336 |
1.1525 |
0.4811 |
29.5% |
0.0520 |
3.2% |
100% |
True |
False |
3,641 |
| 80 |
1.6336 |
1.1525 |
0.4811 |
29.5% |
0.0511 |
3.1% |
100% |
True |
False |
3,130 |
| 100 |
1.6336 |
1.1425 |
0.4911 |
30.1% |
0.0489 |
3.0% |
100% |
True |
False |
2,652 |
| 120 |
1.6336 |
1.1425 |
0.4911 |
30.1% |
0.0438 |
2.7% |
100% |
True |
False |
2,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8389 |
|
2.618 |
1.7600 |
|
1.618 |
1.7117 |
|
1.000 |
1.6819 |
|
0.618 |
1.6634 |
|
HIGH |
1.6336 |
|
0.618 |
1.6151 |
|
0.500 |
1.6095 |
|
0.382 |
1.6038 |
|
LOW |
1.5853 |
|
0.618 |
1.5555 |
|
1.000 |
1.5370 |
|
1.618 |
1.5072 |
|
2.618 |
1.4589 |
|
4.250 |
1.3800 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6250 |
1.6155 |
| PP |
1.6172 |
1.5982 |
| S1 |
1.6095 |
1.5810 |
|