NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 15-Jan-2009

Day Change Summary
	Previous	Current
	14-Jan-2009	15-Jan-2009	Change	Change %	Previous Week
Open	1.3528	1.3630	0.0102	0.8%	1.3896
High	1.3939	1.3892	-0.0047	-0.3%	1.4975
Low	1.3528	1.3300	-0.0228	-1.7%	1.3271
Close	1.3882	1.3897	0.0015	0.1%	1.3757
Range	0.0411	0.0592	0.0181	44.0%	0.1704
ATR	0.0468	0.0477	0.0009	1.9%	0.0000
Volume	1,557	1,032	-525	-33.7%	3,551

Daily Pivots for day following 15-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5472	1.5277	1.4223
R3	1.4880	1.4685	1.4060
R2	1.4288	1.4288	1.4006
R1	1.4093	1.4093	1.3951	1.4191
PP	1.3696	1.3696	1.3696	1.3745
S1	1.3501	1.3501	1.3843	1.3599
S2	1.3104	1.3104	1.3788
S3	1.2512	1.2909	1.3734
S4	1.1920	1.2317	1.3571

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	1.3939	1.3291	0.0648	4.7%	0.0305	2.2%	94%	False	False	1,590
10	1.4975	1.2840	0.2135	15.4%	0.0338	2.4%	50%	False	False	1,145
20	1.4975	1.1425	0.3550	25.5%	0.0336	2.4%	70%	False	False	945
40	1.5191	1.1425	0.3766	27.1%	0.0319	2.3%	66%	False	False	787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0080
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.6408
2.618	1.5442
1.618	1.4850
1.000	1.4484
0.618	1.4258
HIGH	1.3892
0.618	1.3666
0.500	1.3596
0.382	1.3526
LOW	1.3300
0.618	1.2934
1.000	1.2708
1.618	1.2342
2.618	1.1750
4.250	1.0784

Fisher Pivots for day following 15-Jan-2009
Pivot	1 day	3 day
R1	1.3797	1.3805
PP	1.3696	1.3712
S1	1.3596	1.3620

Download as Excel Spreadsheet

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

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