NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 1.3390 1.3700 0.0310 2.3% 1.3896
High 1.3520 1.3849 0.0329 2.4% 1.4975
Low 1.3291 1.3700 0.0409 3.1% 1.3271
Close 1.3451 1.3919 0.0468 3.5% 1.3757
Range 0.0229 0.0149 -0.0080 -34.9% 0.1704
ATR 0.0478 0.0472 -0.0006 -1.2% 0.0000
Volume 1,895 2,821 926 48.9% 3,551
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4270 1.4243 1.4001
R3 1.4121 1.4094 1.3960
R2 1.3972 1.3972 1.3946
R1 1.3945 1.3945 1.3933 1.3959
PP 1.3823 1.3823 1.3823 1.3829
S1 1.3796 1.3796 1.3905 1.3810
S2 1.3674 1.3674 1.3892
S3 1.3525 1.3647 1.3878
S4 1.3376 1.3498 1.3837
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 1.3984 1.3271 0.0713 5.1% 0.0185 1.3% 91% False False 1,494
10 1.4975 1.1930 0.3045 21.9% 0.0333 2.4% 65% False False 997
20 1.4975 1.1425 0.3550 25.5% 0.0355 2.6% 70% False False 880
40 1.5887 1.1425 0.4462 32.1% 0.0295 2.1% 56% False False 746
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4482
2.618 1.4239
1.618 1.4090
1.000 1.3998
0.618 1.3941
HIGH 1.3849
0.618 1.3792
0.500 1.3775
0.382 1.3757
LOW 1.3700
0.618 1.3608
1.000 1.3551
1.618 1.3459
2.618 1.3310
4.250 1.3067
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 1.3871 1.3803
PP 1.3823 1.3686
S1 1.3775 1.3570

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

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