NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 1.3022 1.3517 0.0495 3.8% 1.3595
High 1.3375 1.3820 0.0445 3.3% 1.4048
Low 1.2987 1.3262 0.0275 2.1% 1.3037
Close 1.3309 1.3838 0.0529 4.0% 1.3817
Range 0.0388 0.0558 0.0170 43.8% 0.1011
ATR 0.0551 0.0552 0.0000 0.1% 0.0000
Volume 1,739 1,748 9 0.5% 6,457
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5314 1.5134 1.4145
R3 1.4756 1.4576 1.3991
R2 1.4198 1.4198 1.3940
R1 1.4018 1.4018 1.3889 1.4108
PP 1.3640 1.3640 1.3640 1.3685
S1 1.3460 1.3460 1.3787 1.3550
S2 1.3082 1.3082 1.3736
S3 1.2524 1.2902 1.3685
S4 1.1966 1.2344 1.3531
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 12.7% 0.0513 3.7% 90% False False 1,594
10 1.4048 1.2249 0.1799 13.0% 0.0570 4.1% 88% False False 1,583
20 1.4048 1.2249 0.1799 13.0% 0.0454 3.3% 88% False False 1,595
40 1.4975 1.1425 0.3550 25.7% 0.0437 3.2% 68% False False 1,163
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 0.0125
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6192
2.618 1.5281
1.618 1.4723
1.000 1.4378
0.618 1.4165
HIGH 1.3820
0.618 1.3607
0.500 1.3541
0.382 1.3475
LOW 1.3262
0.618 1.2917
1.000 1.2704
1.618 1.2359
2.618 1.1801
4.250 1.0891
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 1.3739 1.3650
PP 1.3640 1.3461
S1 1.3541 1.3273

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

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