NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 1.3540 1.3233 -0.0307 -2.3% 1.3203
High 1.3540 1.3767 0.0227 1.7% 1.3586
Low 1.3037 1.3091 0.0054 0.4% 1.2509
Close 1.3115 1.3516 0.0401 3.1% 1.3567
Range 0.0503 0.0676 0.0173 34.4% 0.1077
ATR 0.0520 0.0531 0.0011 2.1% 0.0000
Volume 1,189 728 -461 -38.8% 8,876
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5486 1.5177 1.3888
R3 1.4810 1.4501 1.3702
R2 1.4134 1.4134 1.3640
R1 1.3825 1.3825 1.3578 1.3980
PP 1.3458 1.3458 1.3458 1.3535
S1 1.3149 1.3149 1.3454 1.3304
S2 1.2782 1.2782 1.3392
S3 1.2106 1.2473 1.3330
S4 1.1430 1.1797 1.3144
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% 0.0704 5.2% 65% False False 1,778
10 1.4048 1.2509 0.1539 11.4% 0.0530 3.9% 65% False False 1,508
20 1.4975 1.1930 0.3045 22.5% 0.0431 3.2% 52% False False 1,252
40 1.4975 1.1425 0.3550 26.3% 0.0409 3.0% 59% False False 1,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0096
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6640
2.618 1.5537
1.618 1.4861
1.000 1.4443
0.618 1.4185
HIGH 1.3767
0.618 1.3509
0.500 1.3429
0.382 1.3349
LOW 1.3091
0.618 1.2673
1.000 1.2415
1.618 1.1997
2.618 1.1321
4.250 1.0218
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 1.3487 1.3543
PP 1.3458 1.3534
S1 1.3429 1.3525

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

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