NYMEX Gasoline RBOB Future August 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	1.3595	1.3540	-0.0055	-0.4%	1.3203
High	1.4048	1.3540	-0.0508	-3.6%	1.3586
Low	1.3491	1.3037	-0.0454	-3.4%	1.2509
Close	1.3511	1.3115	-0.0396	-2.9%	1.3567
Range	0.0557	0.0503	-0.0054	-9.7%	0.1077
ATR	0.0522	0.0520	-0.0001	-0.3%	0.0000
Volume	983	1,189	206	21.0%	8,876

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4740	1.4430	1.3392
R3	1.4237	1.3927	1.3253
R2	1.3734	1.3734	1.3207
R1	1.3424	1.3424	1.3161	1.3328
PP	1.3231	1.3231	1.3231	1.3182
S1	1.2921	1.2921	1.3069	1.2825
S2	1.2728	1.2728	1.3023
S3	1.2225	1.2418	1.2977
S4	1.1722	1.1915	1.2838

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	11.7%	0.0634	4.8%	39%	False	False	2,092
10	1.4048	1.2509	0.1539	11.7%	0.0478	3.6%	39%	False	False	1,717
20	1.4975	1.1601	0.3374	25.7%	0.0423	3.2%	45%	False	False	1,228
40	1.5191	1.1425	0.3766	28.7%	0.0392	3.0%	45%	False	False	1,018

Crabel Price Patterns
NR	True
NR4	True
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	0.0082
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5678
2.618	1.4857
1.618	1.4354
1.000	1.4043
0.618	1.3851
HIGH	1.3540
0.618	1.3348
0.500	1.3289
0.382	1.3229
LOW	1.3037
0.618	1.2726
1.000	1.2534
1.618	1.2223
2.618	1.1720
4.250	1.0899

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	1.3289	1.3324
PP	1.3231	1.3254
S1	1.3173	1.3185

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

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