NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	1.2635	1.3595	0.0960	7.6%	1.3203
High	1.3586	1.4048	0.0462	3.4%	1.3586
Low	1.2600	1.3491	0.0891	7.1%	1.2509
Close	1.3567	1.3511	-0.0056	-0.4%	1.3567
Range	0.0986	0.0557	-0.0429	-43.5%	0.1077
ATR	0.0519	0.0522	0.0003	0.5%	0.0000
Volume	3,028	983	-2,045	-67.5%	8,876

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5354	1.4990	1.3817
R3	1.4797	1.4433	1.3664
R2	1.4240	1.4240	1.3613
R1	1.3876	1.3876	1.3562	1.3780
PP	1.3683	1.3683	1.3683	1.3635
S1	1.3319	1.3319	1.3460	1.3223
S2	1.3126	1.3126	1.3409
S3	1.2569	1.2762	1.3358
S4	1.2012	1.2205	1.3205

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6452	1.6086	1.4159
R3	1.5375	1.5009	1.3863
R2	1.4298	1.4298	1.3764
R1	1.3932	1.3932	1.3666	1.4115
PP	1.3221	1.3221	1.3221	1.3312
S1	1.2855	1.2855	1.3468	1.3038
S2	1.2144	1.2144	1.3370
S3	1.1067	1.1778	1.3271
S4	0.9990	1.0701	1.2975

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4048	1.2509	0.1539	11.4%	0.0609	4.5%	65%	True	False	1,971
10	1.4048	1.2509	0.1539	11.4%	0.0450	3.3%	65%	True	False	1,788
20	1.4975	1.1466	0.3509	26.0%	0.0399	3.0%	58%	False	False	1,175
40	1.5191	1.1425	0.3766	27.9%	0.0379	2.8%	55%	False	False	992

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	True
Stretch	0.0092
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6415
2.618	1.5506
1.618	1.4949
1.000	1.4605
0.618	1.4392
HIGH	1.4048
0.618	1.3835
0.500	1.3770
0.382	1.3704
LOW	1.3491
0.618	1.3147
1.000	1.2934
1.618	1.2590
2.618	1.2033
4.250	1.1124

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	1.3770	1.3434
PP	1.3683	1.3356
S1	1.3597	1.3279

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

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