NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 1.4289 1.3800 -0.0489 -3.4% 1.3120
High 1.4289 1.3800 -0.0489 -3.4% 1.4074
Low 1.3465 1.3239 -0.0226 -1.7% 1.2575
Close 1.3424 1.3317 -0.0107 -0.8% 1.3752
Range 0.0824 0.0561 -0.0263 -31.9% 0.1499
ATR 0.0549 0.0550 0.0001 0.2% 0.0000
Volume 483 806 323 66.9% 4,456
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.5135 1.4787 1.3626
R3 1.4574 1.4226 1.3471
R2 1.4013 1.4013 1.3420
R1 1.3665 1.3665 1.3368 1.3559
PP 1.3452 1.3452 1.3452 1.3399
S1 1.3104 1.3104 1.3266 1.2998
S2 1.2891 1.2891 1.3214
S3 1.2330 1.2543 1.3163
S4 1.1769 1.1982 1.3008
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 12.9% 0.0648 4.9% 43% False False 737
10 1.4289 1.2550 0.1739 13.1% 0.0473 3.5% 44% False False 953
20 1.5191 1.2550 0.2641 19.8% 0.0302 2.3% 29% False False 629
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.0045
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6184
2.618 1.5269
1.618 1.4708
1.000 1.4361
0.618 1.4147
HIGH 1.3800
0.618 1.3586
0.500 1.3520
0.382 1.3453
LOW 1.3239
0.618 1.2892
1.000 1.2678
1.618 1.2331
2.618 1.1770
4.250 1.0855
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 1.3520 1.3763
PP 1.3452 1.3614
S1 1.3385 1.3466

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

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