NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 1.3595 1.3540 -0.0055 -0.4% 1.3203
High 1.4048 1.3540 -0.0508 -3.6% 1.3586
Low 1.3491 1.3037 -0.0454 -3.4% 1.2509
Close 1.3511 1.3115 -0.0396 -2.9% 1.3567
Range 0.0557 0.0503 -0.0054 -9.7% 0.1077
ATR 0.0522 0.0520 -0.0001 -0.3% 0.0000
Volume 983 1,189 206 21.0% 8,876
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4740 1.4430 1.3392
R3 1.4237 1.3927 1.3253
R2 1.3734 1.3734 1.3207
R1 1.3424 1.3424 1.3161 1.3328
PP 1.3231 1.3231 1.3231 1.3182
S1 1.2921 1.2921 1.3069 1.2825
S2 1.2728 1.2728 1.3023
S3 1.2225 1.2418 1.2977
S4 1.1722 1.1915 1.2838
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 11.7% 0.0634 4.8% 39% False False 2,092
10 1.4048 1.2509 0.1539 11.7% 0.0478 3.6% 39% False False 1,717
20 1.4975 1.1601 0.3374 25.7% 0.0423 3.2% 45% False False 1,228
40 1.5191 1.1425 0.3766 28.7% 0.0392 3.0% 45% False False 1,018
Crabel Price Patterns
NR True
NR4 True
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 0.0082
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5678
2.618 1.4857
1.618 1.4354
1.000 1.4043
0.618 1.3851
HIGH 1.3540
0.618 1.3348
0.500 1.3289
0.382 1.3229
LOW 1.3037
0.618 1.2726
1.000 1.2534
1.618 1.2223
2.618 1.1720
4.250 1.0899
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 1.3289 1.3324
PP 1.3231 1.3254
S1 1.3173 1.3185

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

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