NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 1.2633 1.2780 0.0147 1.2% 1.3595
High 1.3392 1.2926 -0.0466 -3.5% 1.4048
Low 1.2249 1.2725 0.0476 3.9% 1.3037
Close 1.2787 1.2910 0.0123 1.0% 1.3817
Range 0.1143 0.0201 -0.0942 -82.4% 0.1011
ATR 0.0585 0.0558 -0.0027 -4.7% 0.0000
Volume 1,581 1,285 -296 -18.7% 6,457
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3457 1.3384 1.3021
R3 1.3256 1.3183 1.2965
R2 1.3055 1.3055 1.2947
R1 1.2982 1.2982 1.2928 1.3019
PP 1.2854 1.2854 1.2854 1.2872
S1 1.2781 1.2781 1.2892 1.2818
S2 1.2653 1.2653 1.2873
S3 1.2452 1.2580 1.2855
S4 1.2251 1.2379 1.2799
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.6667 1.6253 1.4373
R3 1.5656 1.5242 1.4095
R2 1.4645 1.4645 1.4002
R1 1.4231 1.4231 1.3910 1.4438
PP 1.3634 1.3634 1.3634 1.3738
S1 1.3220 1.3220 1.3724 1.3427
S2 1.2623 1.2623 1.3632
S3 1.1612 1.2209 1.3539
S4 1.0601 1.1198 1.3261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4005 1.2249 0.1756 13.6% 0.0541 4.2% 38% False False 1,430
10 1.4048 1.2249 0.1799 13.9% 0.0587 4.5% 37% False False 1,761
20 1.4975 1.2249 0.2726 21.1% 0.0439 3.4% 24% False False 1,470
40 1.4975 1.1425 0.3550 27.5% 0.0428 3.3% 42% False False 1,118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0125
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3780
2.618 1.3452
1.618 1.3251
1.000 1.3127
0.618 1.3050
HIGH 1.2926
0.618 1.2849
0.500 1.2826
0.382 1.2802
LOW 1.2725
0.618 1.2601
1.000 1.2524
1.618 1.2400
2.618 1.2199
4.250 1.1871
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 1.2882 1.3127
PP 1.2854 1.3055
S1 1.2826 1.2982

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

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