NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 1.3800 1.3400 -0.0400 -2.9% 1.3120
High 1.3800 1.3447 -0.0353 -2.6% 1.4074
Low 1.3239 1.3181 -0.0058 -0.4% 1.2575
Close 1.3317 1.3120 -0.0197 -1.5% 1.3752
Range 0.0561 0.0266 -0.0295 -52.6% 0.1499
ATR 0.0550 0.0530 -0.0020 -3.7% 0.0000
Volume 806 698 -108 -13.4% 4,456
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4047 1.3850 1.3266
R3 1.3781 1.3584 1.3193
R2 1.3515 1.3515 1.3169
R1 1.3318 1.3318 1.3144 1.3284
PP 1.3249 1.3249 1.3249 1.3232
S1 1.3052 1.3052 1.3096 1.3018
S2 1.2983 1.2983 1.3071
S3 1.2717 1.2786 1.3047
S4 1.2451 1.2520 1.2974
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.7964 1.7357 1.4576
R3 1.6465 1.5858 1.4164
R2 1.4966 1.4966 1.4027
R1 1.4359 1.4359 1.3889 1.4663
PP 1.3467 1.3467 1.3467 1.3619
S1 1.2860 1.2860 1.3615 1.3164
S2 1.1968 1.1968 1.3477
S3 1.0469 1.1361 1.3340
S4 0.8970 0.9862 1.2928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4289 1.3181 0.1108 8.4% 0.0582 4.4% -6% False True 780
10 1.4289 1.2550 0.1739 13.3% 0.0475 3.6% 33% False False 984
20 1.5191 1.2550 0.2641 20.1% 0.0303 2.3% 22% False False 614
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0041
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4578
2.618 1.4143
1.618 1.3877
1.000 1.3713
0.618 1.3611
HIGH 1.3447
0.618 1.3345
0.500 1.3314
0.382 1.3283
LOW 1.3181
0.618 1.3017
1.000 1.2915
1.618 1.2751
2.618 1.2485
4.250 1.2051
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 1.3314 1.3735
PP 1.3249 1.3530
S1 1.3185 1.3325

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

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