NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 1.3896 1.4850 0.0954 6.9% 1.1921
High 1.4156 1.4975 0.0819 5.8% 1.3383
Low 1.3780 1.4446 0.0666 4.8% 1.1601
Close 1.4459 1.4557 0.0098 0.7% 1.3875
Range 0.0376 0.0529 0.0153 40.7% 0.1782
ATR 0.0507 0.0508 0.0002 0.3% 0.0000
Volume 358 437 79 22.1% 1,948
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.6246 1.5931 1.4848
R3 1.5717 1.5402 1.4702
R2 1.5188 1.5188 1.4654
R1 1.4873 1.4873 1.4605 1.4766
PP 1.4659 1.4659 1.4659 1.4606
S1 1.4344 1.4344 1.4509 1.4237
S2 1.4130 1.4130 1.4460
S3 1.3601 1.3815 1.4412
S4 1.3072 1.3286 1.4266
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 1.4975 1.1930 0.3045 20.9% 0.0480 3.3% 86% True False 499
10 1.4975 1.1425 0.3550 24.4% 0.0358 2.5% 88% True False 575
20 1.4975 1.1425 0.3550 24.4% 0.0416 2.9% 88% True False 729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0064
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7223
2.618 1.6360
1.618 1.5831
1.000 1.5504
0.618 1.5302
HIGH 1.4975
0.618 1.4773
0.500 1.4711
0.382 1.4648
LOW 1.4446
0.618 1.4119
1.000 1.3917
1.618 1.3590
2.618 1.3061
4.250 1.2198
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 1.4711 1.4341
PP 1.4659 1.4124
S1 1.4608 1.3908

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

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