NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 15-Dec-2008

Day Change Summary
	Previous	Current
	12-Dec-2008	15-Dec-2008	Change	Change %	Previous Week
Open	1.3300	1.4289	0.0989	7.4%	1.3120
High	1.3920	1.4289	0.0369	2.7%	1.4074
Low	1.3236	1.3465	0.0229	1.7%	1.2575
Close	1.3752	1.3424	-0.0328	-2.4%	1.3752
Range	0.0684	0.0824	0.0140	20.5%	0.1499
ATR	0.0528	0.0549	0.0021	4.0%	0.0000
Volume	1,048	483	-565	-53.9%	4,456

Daily Pivots for day following 15-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6198	1.5635	1.3877
R3	1.5374	1.4811	1.3651
R2	1.4550	1.4550	1.3575
R1	1.3987	1.3987	1.3500	1.3857
PP	1.3726	1.3726	1.3726	1.3661
S1	1.3163	1.3163	1.3348	1.3033
S2	1.2902	1.2902	1.3273
S3	1.2078	1.2339	1.3197
S4	1.1254	1.1515	1.2971

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	1.4289	1.2575	0.1714	12.8%	0.0584	4.3%	50%	True	False	880
10	1.4300	1.2550	0.1750	13.0%	0.0471	3.5%	50%	False	False	879
20	1.5887	1.2550	0.3337	24.9%	0.0274	2.0%	26%	False	False	603

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 24 trading days

Fibonacci Retracements and Extensions
4.250	1.7791
2.618	1.6446
1.618	1.5622
1.000	1.5113
0.618	1.4798
HIGH	1.4289
0.618	1.3974
0.500	1.3877
0.382	1.3780
LOW	1.3465
0.618	1.2956
1.000	1.2641
1.618	1.2132
2.618	1.1308
4.250	0.9963

Fisher Pivots for day following 15-Dec-2008
Pivot	1 day	3 day
R1	1.3877	1.3763
PP	1.3726	1.3650
S1	1.3575	1.3537

Download as Excel Spreadsheet

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

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