NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 1.3000 1.3896 0.0896 6.9% 1.1921
High 1.3383 1.4156 0.0773 5.8% 1.3383
Low 1.2840 1.3780 0.0940 7.3% 1.1601
Close 1.3875 1.4459 0.0584 4.2% 1.3875
Range 0.0543 0.0376 -0.0167 -30.8% 0.1782
ATR 0.0517 0.0507 -0.0010 -1.9% 0.0000
Volume 602 358 -244 -40.5% 1,948
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5260 1.5235 1.4666
R3 1.4884 1.4859 1.4562
R2 1.4508 1.4508 1.4528
R1 1.4483 1.4483 1.4493 1.4496
PP 1.4132 1.4132 1.4132 1.4138
S1 1.4107 1.4107 1.4425 1.4120
S2 1.3756 1.3756 1.4390
S3 1.3380 1.3731 1.4356
S4 1.3004 1.3355 1.4252
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.8299 1.7869 1.4855
R3 1.6517 1.6087 1.4365
R2 1.4735 1.4735 1.4202
R1 1.4305 1.4305 1.4038 1.4520
PP 1.2953 1.2953 1.2953 1.3061
S1 1.2523 1.2523 1.3712 1.2738
S2 1.1171 1.1171 1.3548
S3 0.9389 1.0741 1.3385
S4 0.7607 0.8959 1.2895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4156 1.1601 0.2555 17.7% 0.0477 3.3% 112% True False 461
10 1.4156 1.1425 0.2731 18.9% 0.0333 2.3% 111% True False 666
20 1.4289 1.1425 0.2864 19.8% 0.0416 2.9% 106% False False 766
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5754
2.618 1.5140
1.618 1.4764
1.000 1.4532
0.618 1.4388
HIGH 1.4156
0.618 1.4012
0.500 1.3968
0.382 1.3924
LOW 1.3780
0.618 1.3548
1.000 1.3404
1.618 1.3172
2.618 1.2796
4.250 1.2182
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 1.4295 1.4013
PP 1.4132 1.3566
S1 1.3968 1.3120

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

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