NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 1.3630 1.3300 -0.0330 -2.4% 1.3120
High 1.4074 1.3920 -0.0154 -1.1% 1.4074
Low 1.3500 1.3236 -0.0264 -2.0% 1.2575
Close 1.3936 1.3752 -0.0184 -1.3% 1.3752
Range 0.0574 0.0684 0.0110 19.2% 0.1499
ATR 0.0515 0.0528 0.0013 2.6% 0.0000
Volume 865 1,048 183 21.2% 4,456
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.5688 1.5404 1.4128
R3 1.5004 1.4720 1.3940
R2 1.4320 1.4320 1.3877
R1 1.4036 1.4036 1.3815 1.4178
PP 1.3636 1.3636 1.3636 1.3707
S1 1.3352 1.3352 1.3689 1.3494
S2 1.2952 1.2952 1.3627
S3 1.2268 1.2668 1.3564
S4 1.1584 1.1984 1.3376
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.7964 1.7357 1.4576
R3 1.6465 1.5858 1.4164
R2 1.4966 1.4966 1.4027
R1 1.4359 1.4359 1.3889 1.4663
PP 1.3467 1.3467 1.3467 1.3619
S1 1.2860 1.2860 1.3615 1.3164
S2 1.1968 1.1968 1.3477
S3 1.0469 1.1361 1.3340
S4 0.8970 0.9862 1.2928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4074 1.2575 0.1499 10.9% 0.0429 3.1% 79% False False 891
10 1.4300 1.2550 0.1750 12.7% 0.0394 2.9% 69% False False 839
20 1.5887 1.2550 0.3337 24.3% 0.0234 1.7% 36% False False 613
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 0.0045
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.6827
2.618 1.5711
1.618 1.5027
1.000 1.4604
0.618 1.4343
HIGH 1.3920
0.618 1.3659
0.500 1.3578
0.382 1.3497
LOW 1.3236
0.618 1.2813
1.000 1.2552
1.618 1.2129
2.618 1.1445
4.250 1.0329
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 1.3694 1.3610
PP 1.3636 1.3467
S1 1.3578 1.3325

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

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