NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 1.2635 1.3595 0.0960 7.6% 1.3203
High 1.3586 1.4048 0.0462 3.4% 1.3586
Low 1.2600 1.3491 0.0891 7.1% 1.2509
Close 1.3567 1.3511 -0.0056 -0.4% 1.3567
Range 0.0986 0.0557 -0.0429 -43.5% 0.1077
ATR 0.0519 0.0522 0.0003 0.5% 0.0000
Volume 3,028 983 -2,045 -67.5% 8,876
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5354 1.4990 1.3817
R3 1.4797 1.4433 1.3664
R2 1.4240 1.4240 1.3613
R1 1.3876 1.3876 1.3562 1.3780
PP 1.3683 1.3683 1.3683 1.3635
S1 1.3319 1.3319 1.3460 1.3223
S2 1.3126 1.3126 1.3409
S3 1.2569 1.2762 1.3358
S4 1.2012 1.2205 1.3205
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.6452 1.6086 1.4159
R3 1.5375 1.5009 1.3863
R2 1.4298 1.4298 1.3764
R1 1.3932 1.3932 1.3666 1.4115
PP 1.3221 1.3221 1.3221 1.3312
S1 1.2855 1.2855 1.3468 1.3038
S2 1.2144 1.2144 1.3370
S3 1.1067 1.1778 1.3271
S4 0.9990 1.0701 1.2975
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4048 1.2509 0.1539 11.4% 0.0609 4.5% 65% True False 1,971
10 1.4048 1.2509 0.1539 11.4% 0.0450 3.3% 65% True False 1,788
20 1.4975 1.1466 0.3509 26.0% 0.0399 3.0% 58% False False 1,175
40 1.5191 1.1425 0.3766 27.9% 0.0379 2.8% 55% False False 992
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 True
Stretch 0.0092
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6415
2.618 1.5506
1.618 1.4949
1.000 1.4605
0.618 1.4392
HIGH 1.4048
0.618 1.3835
0.500 1.3770
0.382 1.3704
LOW 1.3491
0.618 1.3147
1.000 1.2934
1.618 1.2590
2.618 1.2033
4.250 1.1124
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 1.3770 1.3434
PP 1.3683 1.3356
S1 1.3597 1.3279

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

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