NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 1.3807 1.2633 -0.1174 -8.5% 1.3595
High 1.4005 1.3392 -0.0613 -4.4% 1.4048
Low 1.3730 1.2249 -0.1481 -10.8% 1.3037
Close 1.3817 1.2787 -0.1030 -7.5% 1.3817
Range 0.0275 0.1143 0.0868 315.6% 0.1011
ATR 0.0509 0.0585 0.0076 14.8% 0.0000
Volume 1,619 1,581 -38 -2.3% 6,457
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.6238 1.5656 1.3416
R3 1.5095 1.4513 1.3101
R2 1.3952 1.3952 1.2997
R1 1.3370 1.3370 1.2892 1.3661
PP 1.2809 1.2809 1.2809 1.2955
S1 1.2227 1.2227 1.2682 1.2518
S2 1.1666 1.1666 1.2577
S3 1.0523 1.1084 1.2473
S4 0.9380 0.9941 1.2158
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 1.4005 1.2249 0.1756 13.7% 0.0602 4.7% 31% False True 1,411
10 1.4048 1.2249 0.1799 14.1% 0.0605 4.7% 30% False True 1,691
20 1.4975 1.2249 0.2726 21.3% 0.0448 3.5% 20% False True 1,424
40 1.4975 1.1425 0.3550 27.8% 0.0434 3.4% 38% False False 1,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0133
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1.8250
2.618 1.6384
1.618 1.5241
1.000 1.4535
0.618 1.4098
HIGH 1.3392
0.618 1.2955
0.500 1.2821
0.382 1.2686
LOW 1.2249
0.618 1.1543
1.000 1.1106
1.618 1.0400
2.618 0.9257
4.250 0.7391
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 1.2821 1.3127
PP 1.2809 1.3014
S1 1.2798 1.2900

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

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