NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 1.1600 1.1484 -0.0116 -1.0% 1.4289
High 1.1750 1.1484 -0.0266 -2.3% 1.4289
Low 1.1600 1.1425 -0.0175 -1.5% 1.2594
Close 1.1800 1.1107 -0.0693 -5.9% 1.2728
Range 0.0150 0.0059 -0.0091 -60.7% 0.1695
ATR 0.0529 0.0518 -0.0011 -2.1% 0.0000
Volume 2,351 260 -2,091 -88.9% 4,376
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1516 1.1370 1.1139
R3 1.1457 1.1311 1.1123
R2 1.1398 1.1398 1.1118
R1 1.1252 1.1252 1.1112 1.1296
PP 1.1339 1.1339 1.1339 1.1360
S1 1.1193 1.1193 1.1102 1.1237
S2 1.1280 1.1280 1.1096
S3 1.1221 1.1134 1.1091
S4 1.1162 1.1075 1.1075
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 1.3265 1.1425 0.1840 16.6% 0.0322 2.9% -17% False True 1,057
10 1.4289 1.1425 0.2864 25.8% 0.0452 4.1% -11% False True 918
20 1.5191 1.1425 0.3766 33.9% 0.0360 3.2% -8% False True 810
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 0.0025
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1735
2.618 1.1638
1.618 1.1579
1.000 1.1543
0.618 1.1520
HIGH 1.1484
0.618 1.1461
0.500 1.1455
0.382 1.1448
LOW 1.1425
0.618 1.1389
1.000 1.1366
1.618 1.1330
2.618 1.1271
4.250 1.1174
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 1.1455 1.1913
PP 1.1339 1.1644
S1 1.1223 1.1376

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

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