NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 1.3528 1.3630 0.0102 0.8% 1.3896
High 1.3939 1.3892 -0.0047 -0.3% 1.4975
Low 1.3528 1.3300 -0.0228 -1.7% 1.3271
Close 1.3882 1.3897 0.0015 0.1% 1.3757
Range 0.0411 0.0592 0.0181 44.0% 0.1704
ATR 0.0468 0.0477 0.0009 1.9% 0.0000
Volume 1,557 1,032 -525 -33.7% 3,551
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5472 1.5277 1.4223
R3 1.4880 1.4685 1.4060
R2 1.4288 1.4288 1.4006
R1 1.4093 1.4093 1.3951 1.4191
PP 1.3696 1.3696 1.3696 1.3745
S1 1.3501 1.3501 1.3843 1.3599
S2 1.3104 1.3104 1.3788
S3 1.2512 1.2909 1.3734
S4 1.1920 1.2317 1.3571
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 1.3291 0.0648 4.7% 0.0305 2.2% 94% False False 1,590
10 1.4975 1.2840 0.2135 15.4% 0.0338 2.4% 50% False False 1,145
20 1.4975 1.1425 0.3550 25.5% 0.0336 2.4% 70% False False 945
40 1.5191 1.1425 0.3766 27.1% 0.0319 2.3% 66% False False 787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0080
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6408
2.618 1.5442
1.618 1.4850
1.000 1.4484
0.618 1.4258
HIGH 1.3892
0.618 1.3666
0.500 1.3596
0.382 1.3526
LOW 1.3300
0.618 1.2934
1.000 1.2708
1.618 1.2342
2.618 1.1750
4.250 1.0784
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 1.3797 1.3805
PP 1.3696 1.3712
S1 1.3596 1.3620

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

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