NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 31-Dec-2008

Day Change Summary
	Previous	Current
	30-Dec-2008	31-Dec-2008	Change	Change %	Previous Week
Open	1.1970	1.2083	0.0113	0.9%	1.2400
High	1.2240	1.2725	0.0485	4.0%	1.2400
Low	1.1930	1.2083	0.0153	1.3%	1.1425
Close	1.2233	1.3515	0.1282	10.5%	1.1605
Range	0.0310	0.0642	0.0332	107.1%	0.0975
ATR	0.0494	0.0505	0.0011	2.1%	0.0000
Volume	572	529	-43	-7.5%	3,016

Daily Pivots for day following 31-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4700	1.4750	1.3868
R3	1.4058	1.4108	1.3692
R2	1.3416	1.3416	1.3633
R1	1.3466	1.3466	1.3574	1.3441
PP	1.2774	1.2774	1.2774	1.2762
S1	1.2824	1.2824	1.3456	1.2799
S2	1.2132	1.2132	1.3397
S3	1.1490	1.2182	1.3338
S4	1.0848	1.1540	1.3162

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	1.2725	1.1425	0.1300	9.6%	0.0307	2.3%	161%	True	False	345
10	1.3447	1.1425	0.2022	15.0%	0.0335	2.5%	103%	False	False	744
20	1.4289	1.1425	0.2864	21.2%	0.0404	3.0%	73%	False	False	849

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.5454
2.618	1.4406
1.618	1.3764
1.000	1.3367
0.618	1.3122
HIGH	1.2725
0.618	1.2480
0.500	1.2404
0.382	1.2328
LOW	1.2083
0.618	1.1686
1.000	1.1441
1.618	1.1044
2.618	1.0402
4.250	0.9355

Fisher Pivots for day following 31-Dec-2008
Pivot	1 day	3 day
R1	1.3145	1.3064
PP	1.2774	1.2614
S1	1.2404	1.2163

Download as Excel Spreadsheet

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

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