NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 1.2893 1.2400 -0.0493 -3.8% 1.4289
High 1.2893 1.2400 -0.0493 -3.8% 1.4289
Low 1.2610 1.1955 -0.0655 -5.2% 1.2594
Close 1.2728 1.1987 -0.0741 -5.8% 1.2728
Range 0.0283 0.0445 0.0162 57.2% 0.1695
ATR 0.0522 0.0540 0.0018 3.4% 0.0000
Volume 1,346 286 -1,060 -78.8% 4,376
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3449 1.3163 1.2232
R3 1.3004 1.2718 1.2109
R2 1.2559 1.2559 1.2069
R1 1.2273 1.2273 1.2028 1.2194
PP 1.2114 1.2114 1.2114 1.2074
S1 1.1828 1.1828 1.1946 1.1749
S2 1.1669 1.1669 1.1905
S3 1.1224 1.1383 1.1865
S4 1.0779 1.0938 1.1742
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.8289 1.7203 1.3660
R3 1.6594 1.5508 1.3194
R2 1.4899 1.4899 1.3039
R1 1.3813 1.3813 1.2883 1.3509
PP 1.3204 1.3204 1.3204 1.3051
S1 1.2118 1.2118 1.2573 1.1814
S2 1.1509 1.1509 1.2417
S3 0.9814 1.0423 1.2262
S4 0.8119 0.8728 1.1796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3800 1.1955 0.1845 15.4% 0.0445 3.7% 2% False True 835
10 1.4289 1.1955 0.2334 19.5% 0.0514 4.3% 1% False True 858
20 1.5191 1.1955 0.3236 27.0% 0.0350 2.9% 1% False True 703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4291
2.618 1.3565
1.618 1.3120
1.000 1.2845
0.618 1.2675
HIGH 1.2400
0.618 1.2230
0.500 1.2178
0.382 1.2125
LOW 1.1955
0.618 1.1680
1.000 1.1510
1.618 1.1235
2.618 1.0790
4.250 1.0064
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 1.2178 1.2610
PP 1.2114 1.2402
S1 1.2051 1.2195

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

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