NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 1.3203 1.3192 -0.0011 -0.1% 1.3390
High 1.3450 1.3283 -0.0167 -1.2% 1.3939
Low 1.3070 1.2960 -0.0110 -0.8% 1.3291
Close 1.3251 1.3313 0.0062 0.5% 1.3647
Range 0.0380 0.0323 -0.0057 -15.0% 0.0648
ATR 0.0469 0.0458 -0.0010 -2.2% 0.0000
Volume 586 2,300 1,714 292.5% 8,026
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4154 1.4057 1.3491
R3 1.3831 1.3734 1.3402
R2 1.3508 1.3508 1.3372
R1 1.3411 1.3411 1.3343 1.3460
PP 1.3185 1.3185 1.3185 1.3210
S1 1.3088 1.3088 1.3283 1.3137
S2 1.2862 1.2862 1.3254
S3 1.2539 1.2765 1.3224
S4 1.2216 1.2442 1.3135
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 1.2960 0.0979 7.4% 0.0356 2.7% 36% False True 1,239
10 1.3984 1.2960 0.1024 7.7% 0.0271 2.0% 34% False True 1,366
20 1.4975 1.1425 0.3550 26.7% 0.0314 2.4% 53% False False 971
40 1.5191 1.1425 0.3766 28.3% 0.0323 2.4% 50% False False 836
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 0.0063
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4656
2.618 1.4129
1.618 1.3806
1.000 1.3606
0.618 1.3483
HIGH 1.3283
0.618 1.3160
0.500 1.3122
0.382 1.3083
LOW 1.2960
0.618 1.2760
1.000 1.2637
1.618 1.2437
2.618 1.2114
4.250 1.1587
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 1.3249 1.3342
PP 1.3185 1.3332
S1 1.3122 1.3323

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

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