NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	1.3517	1.3364	-0.0153	-1.1%	1.2633
High	1.3820	1.3971	0.0151	1.1%	1.3971
Low	1.3262	1.3362	0.0100	0.8%	1.2249
Close	1.3838	1.3742	-0.0096	-0.7%	1.3742
Range	0.0558	0.0609	0.0051	9.1%	0.1722
ATR	0.0552	0.0556	0.0004	0.7%	0.0000
Volume	1,748	1,327	-421	-24.1%	7,680

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5519	1.5239	1.4077
R3	1.4910	1.4630	1.3909
R2	1.4301	1.4301	1.3854
R1	1.4021	1.4021	1.3798	1.4161
PP	1.3692	1.3692	1.3692	1.3762
S1	1.3412	1.3412	1.3686	1.3552
S2	1.3083	1.3083	1.3630
S3	1.2474	1.2803	1.3575
S4	1.1865	1.2194	1.3407

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.8487	1.7836	1.4689
R3	1.6765	1.6114	1.4216
R2	1.5043	1.5043	1.4058
R1	1.4392	1.4392	1.3900	1.4718
PP	1.3321	1.3321	1.3321	1.3483
S1	1.2670	1.2670	1.3584	1.2996
S2	1.1599	1.1599	1.3426
S3	0.9877	1.0948	1.3268
S4	0.8155	0.9226	1.2795

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3971	1.2249	0.1722	12.5%	0.0580	4.2%	87%	True	False	1,536
10	1.4048	1.2249	0.1799	13.1%	0.0532	3.9%	83%	False	False	1,413
20	1.4048	1.2249	0.1799	13.1%	0.0471	3.4%	83%	False	False	1,584
40	1.4975	1.1425	0.3550	25.8%	0.0446	3.2%	65%	False	False	1,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0122
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6559
2.618	1.5565
1.618	1.4956
1.000	1.4580
0.618	1.4347
HIGH	1.3971
0.618	1.3738
0.500	1.3667
0.382	1.3595
LOW	1.3362
0.618	1.2986
1.000	1.2753
1.618	1.2377
2.618	1.1768
4.250	1.0774

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	1.3717	1.3654
PP	1.3692	1.3567
S1	1.3667	1.3479

Download as Excel Spreadsheet

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

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