NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 24-Dec-2008

Day Change Summary
	Previous	Current
	23-Dec-2008	24-Dec-2008	Change	Change %	Previous Week
Open	1.1600	1.1484	-0.0116	-1.0%	1.4289
High	1.1750	1.1484	-0.0266	-2.3%	1.4289
Low	1.1600	1.1425	-0.0175	-1.5%	1.2594
Close	1.1800	1.1107	-0.0693	-5.9%	1.2728
Range	0.0150	0.0059	-0.0091	-60.7%	0.1695
ATR	0.0529	0.0518	-0.0011	-2.1%	0.0000
Volume	2,351	260	-2,091	-88.9%	4,376

Daily Pivots for day following 24-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1516	1.1370	1.1139
R3	1.1457	1.1311	1.1123
R2	1.1398	1.1398	1.1118
R1	1.1252	1.1252	1.1112	1.1296
PP	1.1339	1.1339	1.1339	1.1360
S1	1.1193	1.1193	1.1102	1.1237
S2	1.1280	1.1280	1.1096
S3	1.1221	1.1134	1.1091
S4	1.1162	1.1075	1.1075

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	1.3265	1.1425	0.1840	16.6%	0.0322	2.9%	-17%	False	True	1,057
10	1.4289	1.1425	0.2864	25.8%	0.0452	4.1%	-11%	False	True	918
20	1.5191	1.1425	0.3766	33.9%	0.0360	3.2%	-8%	False	True	810

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0025
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.1735
2.618	1.1638
1.618	1.1579
1.000	1.1543
0.618	1.1520
HIGH	1.1484
0.618	1.1461
0.500	1.1455
0.382	1.1448
LOW	1.1425
0.618	1.1389
1.000	1.1366
1.618	1.1330
2.618	1.1271
4.250	1.1174

Fisher Pivots for day following 24-Dec-2008
Pivot	1 day	3 day
R1	1.1455	1.1913
PP	1.1339	1.1644
S1	1.1223	1.1376

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

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