NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 1.3635 1.3390 -0.0245 -1.8% 1.3896
High 1.3635 1.3520 -0.0115 -0.8% 1.4975
Low 1.3491 1.3291 -0.0200 -1.5% 1.3271
Close 1.3757 1.3451 -0.0306 -2.2% 1.3757
Range 0.0144 0.0229 0.0085 59.0% 0.1704
ATR 0.0479 0.0478 -0.0001 -0.2% 0.0000
Volume 649 1,895 1,246 192.0% 3,551
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4108 1.4008 1.3577
R3 1.3879 1.3779 1.3514
R2 1.3650 1.3650 1.3493
R1 1.3550 1.3550 1.3472 1.3600
PP 1.3421 1.3421 1.3421 1.3446
S1 1.3321 1.3321 1.3430 1.3371
S2 1.3192 1.3192 1.3409
S3 1.2963 1.3092 1.3388
S4 1.2734 1.2863 1.3325
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.9113 1.8139 1.4694
R3 1.7409 1.6435 1.4226
R2 1.5705 1.5705 1.4069
R1 1.4731 1.4731 1.3913 1.4366
PP 1.4001 1.4001 1.4001 1.3819
S1 1.3027 1.3027 1.3601 1.2662
S2 1.2297 1.2297 1.3445
S3 1.0593 1.1323 1.3288
S4 0.8889 0.9619 1.2820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4975 1.3271 0.1704 12.7% 0.0261 1.9% 11% False False 1,017
10 1.4975 1.1601 0.3374 25.1% 0.0369 2.7% 55% False False 739
20 1.4975 1.1425 0.3550 26.4% 0.0382 2.8% 57% False False 791
40 1.5887 1.1425 0.4462 33.2% 0.0291 2.2% 45% False False 688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0078
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4493
2.618 1.4120
1.618 1.3891
1.000 1.3749
0.618 1.3662
HIGH 1.3520
0.618 1.3433
0.500 1.3406
0.382 1.3378
LOW 1.3291
0.618 1.3149
1.000 1.3062
1.618 1.2920
2.618 1.2691
4.250 1.2318
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 1.3436 1.3453
PP 1.3421 1.3452
S1 1.3406 1.3452

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

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