NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 1.1484 1.1466 -0.0018 -0.2% 1.2400
High 1.1484 1.1475 -0.0009 -0.1% 1.2400
Low 1.1425 1.1466 0.0041 0.4% 1.1425
Close 1.1107 1.1605 0.0498 4.5% 1.1605
Range 0.0059 0.0009 -0.0050 -84.7% 0.0975
ATR 0.0518 0.0508 -0.0011 -2.1% 0.0000
Volume 260 119 -141 -54.2% 3,016
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1542 1.1583 1.1610
R3 1.1533 1.1574 1.1607
R2 1.1524 1.1524 1.1607
R1 1.1565 1.1565 1.1606 1.1545
PP 1.1515 1.1515 1.1515 1.1505
S1 1.1556 1.1556 1.1604 1.1536
S2 1.1506 1.1506 1.1603
S3 1.1497 1.1547 1.1603
S4 1.1488 1.1538 1.1600
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4735 1.4145 1.2141
R3 1.3760 1.3170 1.1873
R2 1.2785 1.2785 1.1784
R1 1.2195 1.2195 1.1694 1.2003
PP 1.1810 1.1810 1.1810 1.1714
S1 1.1220 1.1220 1.1516 1.1028
S2 1.0835 1.0835 1.1426
S3 0.9860 1.0245 1.1337
S4 0.8885 0.9270 1.1069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2893 1.1425 0.1468 12.6% 0.0189 1.6% 12% False False 872
10 1.4289 1.1425 0.2864 24.7% 0.0395 3.4% 6% False False 844
20 1.5191 1.1425 0.3766 32.5% 0.0361 3.1% 5% False False 808
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1513
2.618 1.1499
1.618 1.1490
1.000 1.1484
0.618 1.1481
HIGH 1.1475
0.618 1.1472
0.500 1.1471
0.382 1.1469
LOW 1.1466
0.618 1.1460
1.000 1.1457
1.618 1.1451
2.618 1.1442
4.250 1.1428
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 1.1560 1.1599
PP 1.1515 1.1593
S1 1.1471 1.1588

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

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