NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 10-Jul-2009

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	1.6490	1.6698	0.0208	1.3%	1.7530
High	1.6791	1.6707	-0.0084	-0.5%	1.7677
Low	1.6241	1.6282	0.0041	0.3%	1.6241
Close	1.6638	1.6505	-0.0133	-0.8%	1.6505
Range	0.0550	0.0425	-0.0125	-22.7%	0.1436
ATR	0.0728	0.0706	-0.0022	-3.0%	0.0000
Volume	55,771	42,398	-13,373	-24.0%	213,990

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7773	1.7564	1.6739
R3	1.7348	1.7139	1.6622
R2	1.6923	1.6923	1.6583
R1	1.6714	1.6714	1.6544	1.6606
PP	1.6498	1.6498	1.6498	1.6444
S1	1.6289	1.6289	1.6466	1.6181
S2	1.6073	1.6073	1.6427
S3	1.5648	1.5864	1.6388
S4	1.5223	1.5439	1.6271

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2.1116	2.0246	1.7295
R3	1.9680	1.8810	1.6900
R2	1.8244	1.8244	1.6768
R1	1.7374	1.7374	1.6637	1.7091
PP	1.6808	1.6808	1.6808	1.6666
S1	1.5938	1.5938	1.6373	1.5655
S2	1.5372	1.5372	1.6242
S3	1.3936	1.4502	1.6110
S4	1.2500	1.3066	1.5715

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.7677	1.6241	0.1436	8.7%	0.0570	3.5%	18%	False	False	42,798
10	1.9807	1.6241	0.3566	21.6%	0.0760	4.6%	7%	False	False	41,833
20	2.0844	1.6241	0.4603	27.9%	0.0722	4.4%	6%	False	False	37,191
40	2.0844	1.6241	0.4603	27.9%	0.0627	3.8%	6%	False	False	26,675
60	2.0844	1.3810	0.7034	42.6%	0.0584	3.5%	38%	False	False	19,656
80	2.0844	1.3720	0.7124	43.2%	0.0569	3.4%	39%	False	False	15,674
100	2.0844	1.1525	0.9319	56.5%	0.0559	3.4%	53%	False	False	13,098
120	2.0844	1.1525	0.9319	56.5%	0.0557	3.4%	53%	False	False	11,240

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0185
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.8513
2.618	1.7820
1.618	1.7395
1.000	1.7132
0.618	1.6970
HIGH	1.6707
0.618	1.6545
0.500	1.6495
0.382	1.6444
LOW	1.6282
0.618	1.6019
1.000	1.5857
1.618	1.5594
2.618	1.5169
4.250	1.4476

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	1.6502	1.6721
PP	1.6498	1.6649
S1	1.6495	1.6577

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

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