NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 1.3233 1.3463 0.0230 1.7% 1.3203
High 1.3767 1.3712 -0.0055 -0.4% 1.3586
Low 1.3091 1.3301 0.0210 1.6% 1.2509
Close 1.3516 1.3669 0.0153 1.1% 1.3567
Range 0.0676 0.0411 -0.0265 -39.2% 0.1077
ATR 0.0531 0.0523 -0.0009 -1.6% 0.0000
Volume 728 1,938 1,210 166.2% 8,876
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4794 1.4642 1.3895
R3 1.4383 1.4231 1.3782
R2 1.3972 1.3972 1.3744
R1 1.3820 1.3820 1.3707 1.3896
PP 1.3561 1.3561 1.3561 1.3599
S1 1.3409 1.3409 1.3631 1.3485
S2 1.3150 1.3150 1.3594
S3 1.2739 1.2998 1.3556
S4 1.2328 1.2587 1.3443
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 1.2600 0.1448 10.6% 0.0627 4.6% 74% False False 1,573
10 1.4048 1.2509 0.1539 11.3% 0.0530 3.9% 75% False False 1,546
20 1.4975 1.2083 0.2892 21.2% 0.0436 3.2% 55% False False 1,321
40 1.4975 1.1425 0.3550 26.0% 0.0418 3.1% 63% False False 1,073
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0113
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5459
2.618 1.4788
1.618 1.4377
1.000 1.4123
0.618 1.3966
HIGH 1.3712
0.618 1.3555
0.500 1.3507
0.382 1.3458
LOW 1.3301
0.618 1.3047
1.000 1.2890
1.618 1.2636
2.618 1.2225
4.250 1.1554
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 1.3615 1.3580
PP 1.3561 1.3491
S1 1.3507 1.3402

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

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