NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	1.3192	1.3111	-0.0081	-0.6%	1.3390
High	1.3283	1.3308	0.0025	0.2%	1.3939
Low	1.2960	1.2509	-0.0451	-3.5%	1.3291
Close	1.3313	1.2881	-0.0432	-3.2%	1.3647
Range	0.0323	0.0799	0.0476	147.4%	0.0648
ATR	0.0458	0.0483	0.0025	5.4%	0.0000
Volume	2,300	2,962	662	28.8%	8,026

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5296	1.4888	1.3320
R3	1.4497	1.4089	1.3101
R2	1.3698	1.3698	1.3027
R1	1.3290	1.3290	1.2954	1.3095
PP	1.2899	1.2899	1.2899	1.2802
S1	1.2491	1.2491	1.2808	1.2296
S2	1.2100	1.2100	1.2735
S3	1.1301	1.1692	1.2661
S4	1.0502	1.0893	1.2442

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	1.3892	1.2509	0.1383	10.7%	0.0434	3.4%	27%	False	True	1,520
10	1.3939	1.2509	0.1430	11.1%	0.0337	2.6%	26%	False	True	1,606
20	1.4975	1.1425	0.3550	27.6%	0.0332	2.6%	41%	False	False	1,105
40	1.5191	1.1425	0.3766	29.2%	0.0341	2.6%	39%	False	False	904

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0082
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.6704
2.618	1.5400
1.618	1.4601
1.000	1.4107
0.618	1.3802
HIGH	1.3308
0.618	1.3003
0.500	1.2909
0.382	1.2814
LOW	1.2509
0.618	1.2015
1.000	1.1710
1.618	1.1216
2.618	1.0417
4.250	0.9113

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	1.2909	1.2980
PP	1.2899	1.2947
S1	1.2890	1.2914

Download as Excel Spreadsheet

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

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