NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 1.3630 1.3723 0.0093 0.7% 1.3390
High 1.3892 1.3723 -0.0169 -1.2% 1.3939
Low 1.3300 1.3647 0.0347 2.6% 1.3291
Close 1.3897 1.3647 -0.0250 -1.8% 1.3647
Range 0.0592 0.0076 -0.0516 -87.2% 0.0648
ATR 0.0477 0.0460 -0.0016 -3.4% 0.0000
Volume 1,032 721 -311 -30.1% 8,026
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3900 1.3850 1.3689
R3 1.3824 1.3774 1.3668
R2 1.3748 1.3748 1.3661
R1 1.3698 1.3698 1.3654 1.3685
PP 1.3672 1.3672 1.3672 1.3666
S1 1.3622 1.3622 1.3640 1.3609
S2 1.3596 1.3596 1.3633
S3 1.3520 1.3546 1.3626
S4 1.3444 1.3470 1.3605
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5570 1.5256 1.4003
R3 1.4922 1.4608 1.3825
R2 1.4274 1.4274 1.3766
R1 1.3960 1.3960 1.3706 1.4117
PP 1.3626 1.3626 1.3626 1.3704
S1 1.3312 1.3312 1.3588 1.3469
S2 1.2978 1.2978 1.3528
S3 1.2330 1.2664 1.3469
S4 1.1682 1.2016 1.3291
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% 0.0291 2.1% 55% False False 1,605
10 1.4975 1.3271 0.1704 12.5% 0.0291 2.1% 22% False False 1,157
20 1.4975 1.1425 0.3550 26.0% 0.0327 2.4% 63% False False 946
40 1.5191 1.1425 0.3766 27.6% 0.0315 2.3% 59% False False 780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0064
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.4046
2.618 1.3922
1.618 1.3846
1.000 1.3799
0.618 1.3770
HIGH 1.3723
0.618 1.3694
0.500 1.3685
0.382 1.3676
LOW 1.3647
0.618 1.3600
1.000 1.3571
1.618 1.3524
2.618 1.3448
4.250 1.3324
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 1.3685 1.3638
PP 1.3672 1.3629
S1 1.3660 1.3620

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

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