NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 1.3850 1.3500 -0.0350 -2.5% 1.1921
High 1.3984 1.3540 -0.0444 -3.2% 1.3383
Low 1.3850 1.3271 -0.0579 -4.2% 1.1601
Close 1.3474 1.3542 0.0068 0.5% 1.3875
Range 0.0134 0.0269 0.0135 100.7% 0.1782
ATR 0.0523 0.0504 -0.0018 -3.5% 0.0000
Volume 564 1,543 979 173.6% 1,948
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4258 1.4169 1.3690
R3 1.3989 1.3900 1.3616
R2 1.3720 1.3720 1.3591
R1 1.3631 1.3631 1.3567 1.3676
PP 1.3451 1.3451 1.3451 1.3473
S1 1.3362 1.3362 1.3517 1.3407
S2 1.3182 1.3182 1.3493
S3 1.2913 1.3093 1.3468
S4 1.2644 1.2824 1.3394
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 1.2840 0.2135 15.8% 0.0370 2.7% 33% False False 700
10 1.4975 1.1425 0.3550 26.2% 0.0339 2.5% 60% False False 522
20 1.4975 1.1425 0.3550 26.2% 0.0422 3.1% 60% False False 732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0068
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4683
2.618 1.4244
1.618 1.3975
1.000 1.3809
0.618 1.3706
HIGH 1.3540
0.618 1.3437
0.500 1.3406
0.382 1.3374
LOW 1.3271
0.618 1.3105
1.000 1.3002
1.618 1.2836
2.618 1.2567
4.250 1.2128
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 1.3497 1.4123
PP 1.3451 1.3929
S1 1.3406 1.3736

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

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