NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 1.3463 1.3807 0.0344 2.6% 1.3595
High 1.3712 1.4005 0.0293 2.1% 1.4048
Low 1.3301 1.3730 0.0429 3.2% 1.3037
Close 1.3669 1.3817 0.0148 1.1% 1.3817
Range 0.0411 0.0275 -0.0136 -33.1% 0.1011
ATR 0.0523 0.0509 -0.0013 -2.6% 0.0000
Volume 1,938 1,619 -319 -16.5% 6,457
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4676 1.4521 1.3968
R3 1.4401 1.4246 1.3893
R2 1.4126 1.4126 1.3867
R1 1.3971 1.3971 1.3842 1.4049
PP 1.3851 1.3851 1.3851 1.3889
S1 1.3696 1.3696 1.3792 1.3774
S2 1.3576 1.3576 1.3767
S3 1.3301 1.3421 1.3741
S4 1.3026 1.3146 1.3666
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.6667 1.6253 1.4373
R3 1.5656 1.5242 1.4095
R2 1.4645 1.4645 1.4002
R1 1.4231 1.4231 1.3910 1.4438
PP 1.3634 1.3634 1.3634 1.3738
S1 1.3220 1.3220 1.3724 1.3427
S2 1.2623 1.2623 1.3632
S3 1.1612 1.2209 1.3539
S4 1.0601 1.1198 1.3261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4048 1.3037 0.1011 7.3% 0.0484 3.5% 77% False False 1,291
10 1.4048 1.2509 0.1539 11.1% 0.0499 3.6% 85% False False 1,605
20 1.4975 1.2509 0.2466 17.8% 0.0418 3.0% 53% False False 1,375
40 1.4975 1.1425 0.3550 25.7% 0.0411 3.0% 67% False False 1,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0094
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5174
2.618 1.4725
1.618 1.4450
1.000 1.4280
0.618 1.4175
HIGH 1.4005
0.618 1.3900
0.500 1.3868
0.382 1.3835
LOW 1.3730
0.618 1.3560
1.000 1.3455
1.618 1.3285
2.618 1.3010
4.250 1.2561
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 1.3868 1.3727
PP 1.3851 1.3638
S1 1.3834 1.3548

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

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