NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 14-Jan-2009

Day Change Summary
	Previous	Current
	13-Jan-2009	14-Jan-2009	Change	Change %	Previous Week
Open	1.3700	1.3528	-0.0172	-1.3%	1.3896
High	1.3849	1.3939	0.0090	0.6%	1.4975
Low	1.3700	1.3528	-0.0172	-1.3%	1.3271
Close	1.3919	1.3882	-0.0037	-0.3%	1.3757
Range	0.0149	0.0411	0.0262	175.8%	0.1704
ATR	0.0472	0.0468	-0.0004	-0.9%	0.0000
Volume	2,821	1,557	-1,264	-44.8%	3,551

Daily Pivots for day following 14-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5016	1.4860	1.4108
R3	1.4605	1.4449	1.3995
R2	1.4194	1.4194	1.3957
R1	1.4038	1.4038	1.3920	1.4116
PP	1.3783	1.3783	1.3783	1.3822
S1	1.3627	1.3627	1.3844	1.3705
S2	1.3372	1.3372	1.3807
S3	1.2961	1.3216	1.3769
S4	1.2550	1.2805	1.3656

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.9113	1.8139	1.4694
R3	1.7409	1.6435	1.4226
R2	1.5705	1.5705	1.4069
R1	1.4731	1.4731	1.3913	1.4366
PP	1.4001	1.4001	1.4001	1.3819
S1	1.3027	1.3027	1.3601	1.2662
S2	1.2297	1.2297	1.3445
S3	1.0593	1.1323	1.3288
S4	0.8889	0.9619	1.2820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3939	1.3271	0.0668	4.8%	0.0240	1.7%	91%	True	False	1,693
10	1.4975	1.2083	0.2892	20.8%	0.0343	2.5%	62%	False	False	1,095
20	1.4975	1.1425	0.3550	25.6%	0.0335	2.4%	69%	False	False	934
40	1.5887	1.1425	0.4462	32.1%	0.0304	2.2%	55%	False	False	768

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0054
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5686
2.618	1.5015
1.618	1.4604
1.000	1.4350
0.618	1.4193
HIGH	1.3939
0.618	1.3782
0.500	1.3734
0.382	1.3685
LOW	1.3528
0.618	1.3274
1.000	1.3117
1.618	1.2863
2.618	1.2452
4.250	1.1781

Fisher Pivots for day following 14-Jan-2009
Pivot	1 day	3 day
R1	1.3833	1.3793
PP	1.3783	1.3704
S1	1.3734	1.3615

Download as Excel Spreadsheet

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

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