NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	1.3203	1.3192	-0.0011	-0.1%	1.3390
High	1.3450	1.3283	-0.0167	-1.2%	1.3939
Low	1.3070	1.2960	-0.0110	-0.8%	1.3291
Close	1.3251	1.3313	0.0062	0.5%	1.3647
Range	0.0380	0.0323	-0.0057	-15.0%	0.0648
ATR	0.0469	0.0458	-0.0010	-2.2%	0.0000
Volume	586	2,300	1,714	292.5%	8,026

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4154	1.4057	1.3491
R3	1.3831	1.3734	1.3402
R2	1.3508	1.3508	1.3372
R1	1.3411	1.3411	1.3343	1.3460
PP	1.3185	1.3185	1.3185	1.3210
S1	1.3088	1.3088	1.3283	1.3137
S2	1.2862	1.2862	1.3254
S3	1.2539	1.2765	1.3224
S4	1.2216	1.2442	1.3135

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5570	1.5256	1.4003
R3	1.4922	1.4608	1.3825
R2	1.4274	1.4274	1.3766
R1	1.3960	1.3960	1.3706	1.4117
PP	1.3626	1.3626	1.3626	1.3704
S1	1.3312	1.3312	1.3588	1.3469
S2	1.2978	1.2978	1.3528
S3	1.2330	1.2664	1.3469
S4	1.1682	1.2016	1.3291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3939	1.2960	0.0979	7.4%	0.0356	2.7%	36%	False	True	1,239
10	1.3984	1.2960	0.1024	7.7%	0.0271	2.0%	34%	False	True	1,366
20	1.4975	1.1425	0.3550	26.7%	0.0314	2.4%	53%	False	False	971
40	1.5191	1.1425	0.3766	28.3%	0.0323	2.4%	50%	False	False	836

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	0.0063
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4656
2.618	1.4129
1.618	1.3806
1.000	1.3606
0.618	1.3483
HIGH	1.3283
0.618	1.3160
0.500	1.3122
0.382	1.3083
LOW	1.2960
0.618	1.2760
1.000	1.2637
1.618	1.2437
2.618	1.2114
4.250	1.1587

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	1.3249	1.3342
PP	1.3185	1.3332
S1	1.3122	1.3323

Download as Excel Spreadsheet

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

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