NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 1.4850 1.3850 -0.1000 -6.7% 1.1921
High 1.4975 1.3984 -0.0991 -6.6% 1.3383
Low 1.4446 1.3850 -0.0596 -4.1% 1.1601
Close 1.4557 1.3474 -0.1083 -7.4% 1.3875
Range 0.0529 0.0134 -0.0395 -74.7% 0.1782
ATR 0.0508 0.0523 0.0014 2.8% 0.0000
Volume 437 564 127 29.1% 1,948
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4171 1.3957 1.3548
R3 1.4037 1.3823 1.3511
R2 1.3903 1.3903 1.3499
R1 1.3689 1.3689 1.3486 1.3729
PP 1.3769 1.3769 1.3769 1.3790
S1 1.3555 1.3555 1.3462 1.3595
S2 1.3635 1.3635 1.3449
S3 1.3501 1.3421 1.3437
S4 1.3367 1.3287 1.3400
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 1.4975 1.2083 0.2892 21.5% 0.0445 3.3% 48% False False 498
10 1.4975 1.1425 0.3550 26.3% 0.0327 2.4% 58% False False 603
20 1.4975 1.1425 0.3550 26.3% 0.0421 3.1% 58% False False 730
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0064
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4554
2.618 1.4335
1.618 1.4201
1.000 1.4118
0.618 1.4067
HIGH 1.3984
0.618 1.3933
0.500 1.3917
0.382 1.3901
LOW 1.3850
0.618 1.3767
1.000 1.3716
1.618 1.3633
2.618 1.3499
4.250 1.3281
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 1.3917 1.4378
PP 1.3769 1.4076
S1 1.3622 1.3775

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

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