NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 1.3700 1.3528 -0.0172 -1.3% 1.3896
High 1.3849 1.3939 0.0090 0.6% 1.4975
Low 1.3700 1.3528 -0.0172 -1.3% 1.3271
Close 1.3919 1.3882 -0.0037 -0.3% 1.3757
Range 0.0149 0.0411 0.0262 175.8% 0.1704
ATR 0.0472 0.0468 -0.0004 -0.9% 0.0000
Volume 2,821 1,557 -1,264 -44.8% 3,551
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5016 1.4860 1.4108
R3 1.4605 1.4449 1.3995
R2 1.4194 1.4194 1.3957
R1 1.4038 1.4038 1.3920 1.4116
PP 1.3783 1.3783 1.3783 1.3822
S1 1.3627 1.3627 1.3844 1.3705
S2 1.3372 1.3372 1.3807
S3 1.2961 1.3216 1.3769
S4 1.2550 1.2805 1.3656
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 1.3939 1.3271 0.0668 4.8% 0.0240 1.7% 91% True False 1,693
10 1.4975 1.2083 0.2892 20.8% 0.0343 2.5% 62% False False 1,095
20 1.4975 1.1425 0.3550 25.6% 0.0335 2.4% 69% False False 934
40 1.5887 1.1425 0.4462 32.1% 0.0304 2.2% 55% False False 768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0054
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5686
2.618 1.5015
1.618 1.4604
1.000 1.4350
0.618 1.4193
HIGH 1.3939
0.618 1.3782
0.500 1.3734
0.382 1.3685
LOW 1.3528
0.618 1.3274
1.000 1.3117
1.618 1.2863
2.618 1.2452
4.250 1.1781
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 1.3833 1.3793
PP 1.3783 1.3704
S1 1.3734 1.3615

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

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