NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 26-Dec-2008

Day Change Summary
	Previous	Current
	24-Dec-2008	26-Dec-2008	Change	Change %	Previous Week
Open	1.1484	1.1466	-0.0018	-0.2%	1.2400
High	1.1484	1.1475	-0.0009	-0.1%	1.2400
Low	1.1425	1.1466	0.0041	0.4%	1.1425
Close	1.1107	1.1605	0.0498	4.5%	1.1605
Range	0.0059	0.0009	-0.0050	-84.7%	0.0975
ATR	0.0518	0.0508	-0.0011	-2.1%	0.0000
Volume	260	119	-141	-54.2%	3,016

Daily Pivots for day following 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1542	1.1583	1.1610
R3	1.1533	1.1574	1.1607
R2	1.1524	1.1524	1.1607
R1	1.1565	1.1565	1.1606	1.1545
PP	1.1515	1.1515	1.1515	1.1505
S1	1.1556	1.1556	1.1604	1.1536
S2	1.1506	1.1506	1.1603
S3	1.1497	1.1547	1.1603
S4	1.1488	1.1538	1.1600

Weekly Pivots for week ending 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4735	1.4145	1.2141
R3	1.3760	1.3170	1.1873
R2	1.2785	1.2785	1.1784
R1	1.2195	1.2195	1.1694	1.2003
PP	1.1810	1.1810	1.1810	1.1714
S1	1.1220	1.1220	1.1516	1.1028
S2	1.0835	1.0835	1.1426
S3	0.9860	1.0245	1.1337
S4	0.8885	0.9270	1.1069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2893	1.1425	0.1468	12.6%	0.0189	1.6%	12%	False	False	872
10	1.4289	1.1425	0.2864	24.7%	0.0395	3.4%	6%	False	False	844
20	1.5191	1.1425	0.3766	32.5%	0.0361	3.1%	5%	False	False	808

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.1513
2.618	1.1499
1.618	1.1490
1.000	1.1484
0.618	1.1481
HIGH	1.1475
0.618	1.1472
0.500	1.1471
0.382	1.1469
LOW	1.1466
0.618	1.1460
1.000	1.1457
1.618	1.1451
2.618	1.1442
4.250	1.1428

Fisher Pivots for day following 26-Dec-2008
Pivot	1 day	3 day
R1	1.1560	1.1599
PP	1.1515	1.1593
S1	1.1471	1.1588

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

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