NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 1.3500 1.3635 0.0135 1.0% 1.3896
High 1.3540 1.3635 0.0095 0.7% 1.4975
Low 1.3271 1.3491 0.0220 1.7% 1.3271
Close 1.3542 1.3757 0.0215 1.6% 1.3757
Range 0.0269 0.0144 -0.0125 -46.5% 0.1704
ATR 0.0504 0.0479 -0.0026 -5.1% 0.0000
Volume 1,543 649 -894 -57.9% 3,551
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4060 1.4052 1.3836
R3 1.3916 1.3908 1.3797
R2 1.3772 1.3772 1.3783
R1 1.3764 1.3764 1.3770 1.3768
PP 1.3628 1.3628 1.3628 1.3630
S1 1.3620 1.3620 1.3744 1.3624
S2 1.3484 1.3484 1.3731
S3 1.3340 1.3476 1.3717
S4 1.3196 1.3332 1.3678
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.9113 1.8139 1.4694
R3 1.7409 1.6435 1.4226
R2 1.5705 1.5705 1.4069
R1 1.4731 1.4731 1.3913 1.4366
PP 1.4001 1.4001 1.4001 1.3819
S1 1.3027 1.3027 1.3601 1.2662
S2 1.2297 1.2297 1.3445
S3 1.0593 1.1323 1.3288
S4 0.8889 0.9619 1.2820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4975 1.3271 0.1704 12.4% 0.0290 2.1% 29% False False 710
10 1.4975 1.1466 0.3509 25.5% 0.0347 2.5% 65% False False 561
20 1.4975 1.1425 0.3550 25.8% 0.0399 2.9% 66% False False 740
40 1.5887 1.1425 0.4462 32.4% 0.0292 2.1% 52% False False 644
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 0.0068
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4247
2.618 1.4012
1.618 1.3868
1.000 1.3779
0.618 1.3724
HIGH 1.3635
0.618 1.3580
0.500 1.3563
0.382 1.3546
LOW 1.3491
0.618 1.3402
1.000 1.3347
1.618 1.3258
2.618 1.3114
4.250 1.2879
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 1.3692 1.3714
PP 1.3628 1.3671
S1 1.3563 1.3628

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

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