NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 1.3260 1.2893 -0.0367 -2.8% 1.4289
High 1.3265 1.2893 -0.0372 -2.8% 1.4289
Low 1.2594 1.2610 0.0016 0.1% 1.2594
Close 1.2594 1.2728 0.0134 1.1% 1.2728
Range 0.0671 0.0283 -0.0388 -57.8% 0.1695
ATR 0.0540 0.0522 -0.0017 -3.2% 0.0000
Volume 1,043 1,346 303 29.1% 4,376
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3593 1.3443 1.2884
R3 1.3310 1.3160 1.2806
R2 1.3027 1.3027 1.2780
R1 1.2877 1.2877 1.2754 1.2811
PP 1.2744 1.2744 1.2744 1.2710
S1 1.2594 1.2594 1.2702 1.2528
S2 1.2461 1.2461 1.2676
S3 1.2178 1.2311 1.2650
S4 1.1895 1.2028 1.2572
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.8289 1.7203 1.3660
R3 1.6594 1.5508 1.3194
R2 1.4899 1.4899 1.3039
R1 1.3813 1.3813 1.2883 1.3509
PP 1.3204 1.3204 1.3204 1.3051
S1 1.2118 1.2118 1.2573 1.1814
S2 1.1509 1.1509 1.2417
S3 0.9814 1.0423 1.2262
S4 0.8119 0.8728 1.1796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4289 1.2594 0.1695 13.3% 0.0521 4.1% 8% False False 875
10 1.4289 1.2575 0.1714 13.5% 0.0475 3.7% 9% False False 883
20 1.5191 1.2550 0.2641 20.7% 0.0331 2.6% 7% False False 701
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4096
2.618 1.3634
1.618 1.3351
1.000 1.3176
0.618 1.3068
HIGH 1.2893
0.618 1.2785
0.500 1.2752
0.382 1.2718
LOW 1.2610
0.618 1.2435
1.000 1.2327
1.618 1.2152
2.618 1.1869
4.250 1.1407
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 1.2752 1.3021
PP 1.2744 1.2923
S1 1.2736 1.2826

These figures are updated between 7pm and 10pm EST after a trading day.

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