NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 29-Dec-2008

Day Change Summary
	Previous	Current
	26-Dec-2008	29-Dec-2008	Change	Change %	Previous Week
Open	1.1466	1.1921	0.0455	4.0%	1.2400
High	1.1475	1.2117	0.0642	5.6%	1.2400
Low	1.1466	1.1601	0.0135	1.2%	1.1425
Close	1.1605	1.2080	0.0475	4.1%	1.1605
Range	0.0009	0.0516	0.0507	5,633.3%	0.0975
ATR	0.0508	0.0508	0.0001	0.1%	0.0000
Volume	119	245	126	105.9%	3,016

Daily Pivots for day following 29-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3481	1.3296	1.2364
R3	1.2965	1.2780	1.2222
R2	1.2449	1.2449	1.2175
R1	1.2264	1.2264	1.2127	1.2357
PP	1.1933	1.1933	1.1933	1.1979
S1	1.1748	1.1748	1.2033	1.1841
S2	1.1417	1.1417	1.1985
S3	1.0901	1.1232	1.1938
S4	1.0385	1.0716	1.1796

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	1.2400	1.1425	0.0975	8.1%	0.0236	2.0%	67%	False	False	652
10	1.4289	1.1425	0.2864	23.7%	0.0378	3.1%	23%	False	False	763
20	1.4300	1.1425	0.2875	23.8%	0.0386	3.2%	23%	False	False	801

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4310
2.618	1.3468
1.618	1.2952
1.000	1.2633
0.618	1.2436
HIGH	1.2117
0.618	1.1920
0.500	1.1859
0.382	1.1798
LOW	1.1601
0.618	1.1282
1.000	1.1085
1.618	1.0766
2.618	1.0250
4.250	0.9408

Fisher Pivots for day following 29-Dec-2008
Pivot	1 day	3 day
R1	1.2006	1.1977
PP	1.1933	1.1874
S1	1.1859	1.1771

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols