NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 1.2400 1.1600 -0.0800 -6.5% 1.4289
High 1.2400 1.1750 -0.0650 -5.2% 1.4289
Low 1.1955 1.1600 -0.0355 -3.0% 1.2594
Close 1.1987 1.1800 -0.0187 -1.6% 1.2728
Range 0.0445 0.0150 -0.0295 -66.3% 0.1695
ATR 0.0540 0.0529 -0.0011 -2.0% 0.0000
Volume 286 2,351 2,065 722.0% 4,376
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2167 1.2133 1.1883
R3 1.2017 1.1983 1.1841
R2 1.1867 1.1867 1.1828
R1 1.1833 1.1833 1.1814 1.1850
PP 1.1717 1.1717 1.1717 1.1725
S1 1.1683 1.1683 1.1786 1.1700
S2 1.1567 1.1567 1.1773
S3 1.1417 1.1533 1.1759
S4 1.1267 1.1383 1.1718
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.8289 1.7203 1.3660
R3 1.6594 1.5508 1.3194
R2 1.4899 1.4899 1.3039
R1 1.3813 1.3813 1.2883 1.3509
PP 1.3204 1.3204 1.3204 1.3051
S1 1.2118 1.2118 1.2573 1.1814
S2 1.1509 1.1509 1.2417
S3 0.9814 1.0423 1.2262
S4 0.8119 0.8728 1.1796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3447 1.1600 0.1847 15.7% 0.0363 3.1% 11% False True 1,144
10 1.4289 1.1600 0.2689 22.8% 0.0505 4.3% 7% False True 941
20 1.5191 1.1600 0.3591 30.4% 0.0357 3.0% 6% False True 815
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0039
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2388
2.618 1.2143
1.618 1.1993
1.000 1.1900
0.618 1.1843
HIGH 1.1750
0.618 1.1693
0.500 1.1675
0.382 1.1657
LOW 1.1600
0.618 1.1507
1.000 1.1450
1.618 1.1357
2.618 1.1207
4.250 1.0963
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 1.1758 1.2247
PP 1.1717 1.2098
S1 1.1675 1.1949

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

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