NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 1.2083 1.3000 0.0917 7.6% 1.1921
High 1.2725 1.3383 0.0658 5.2% 1.3383
Low 1.2083 1.2840 0.0757 6.3% 1.1601
Close 1.3515 1.3875 0.0360 2.7% 1.3875
Range 0.0642 0.0543 -0.0099 -15.4% 0.1782
ATR 0.0505 0.0517 0.0012 2.4% 0.0000
Volume 529 602 73 13.8% 1,948
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4995 1.4978 1.4174
R3 1.4452 1.4435 1.4024
R2 1.3909 1.3909 1.3975
R1 1.3892 1.3892 1.3925 1.3901
PP 1.3366 1.3366 1.3366 1.3370
S1 1.3349 1.3349 1.3825 1.3358
S2 1.2823 1.2823 1.3775
S3 1.2280 1.2806 1.3726
S4 1.1737 1.2263 1.3576
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.8299 1.7869 1.4855
R3 1.6517 1.6087 1.4365
R2 1.4735 1.4735 1.4202
R1 1.4305 1.4305 1.4038 1.4520
PP 1.2953 1.2953 1.2953 1.3061
S1 1.2523 1.2523 1.3712 1.2738
S2 1.1171 1.1171 1.3548
S3 0.9389 1.0741 1.3385
S4 0.7607 0.8959 1.2895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3383 1.1466 0.1917 13.8% 0.0404 2.9% 126% True False 413
10 1.3383 1.1425 0.1958 14.1% 0.0363 2.6% 125% True False 735
20 1.4289 1.1425 0.2864 20.6% 0.0419 3.0% 86% False False 860
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 0.0040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5691
2.618 1.4805
1.618 1.4262
1.000 1.3926
0.618 1.3719
HIGH 1.3383
0.618 1.3176
0.500 1.3112
0.382 1.3047
LOW 1.2840
0.618 1.2504
1.000 1.2297
1.618 1.1961
2.618 1.1418
4.250 1.0532
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 1.3621 1.3469
PP 1.3366 1.3063
S1 1.3112 1.2657

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

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