NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 1.1921 1.1970 0.0049 0.4% 1.2400
High 1.2117 1.2240 0.0123 1.0% 1.2400
Low 1.1601 1.1930 0.0329 2.8% 1.1425
Close 1.2080 1.2233 0.0153 1.3% 1.1605
Range 0.0516 0.0310 -0.0206 -39.9% 0.0975
ATR 0.0508 0.0494 -0.0014 -2.8% 0.0000
Volume 245 572 327 133.5% 3,016
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3064 1.2959 1.2404
R3 1.2754 1.2649 1.2318
R2 1.2444 1.2444 1.2290
R1 1.2339 1.2339 1.2261 1.2392
PP 1.2134 1.2134 1.2134 1.2161
S1 1.2029 1.2029 1.2205 1.2082
S2 1.1824 1.1824 1.2176
S3 1.1514 1.1719 1.2148
S4 1.1204 1.1409 1.2063
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 1.2240 1.1425 0.0815 6.7% 0.0209 1.7% 99% True False 709
10 1.3800 1.1425 0.2375 19.4% 0.0327 2.7% 34% False False 772
20 1.4300 1.1425 0.2875 23.5% 0.0399 3.3% 28% False False 825
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3558
2.618 1.3052
1.618 1.2742
1.000 1.2550
0.618 1.2432
HIGH 1.2240
0.618 1.2122
0.500 1.2085
0.382 1.2048
LOW 1.1930
0.618 1.1738
1.000 1.1620
1.618 1.1428
2.618 1.1118
4.250 1.0613
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 1.2184 1.2106
PP 1.2134 1.1980
S1 1.2085 1.1853

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

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