NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 1.2780 1.3022 0.0242 1.9% 1.3595
High 1.2926 1.3375 0.0449 3.5% 1.4048
Low 1.2725 1.2987 0.0262 2.1% 1.3037
Close 1.2910 1.3309 0.0399 3.1% 1.3817
Range 0.0201 0.0388 0.0187 93.0% 0.1011
ATR 0.0558 0.0551 -0.0007 -1.2% 0.0000
Volume 1,285 1,739 454 35.3% 6,457
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.4388 1.4236 1.3522
R3 1.4000 1.3848 1.3416
R2 1.3612 1.3612 1.3380
R1 1.3460 1.3460 1.3345 1.3536
PP 1.3224 1.3224 1.3224 1.3262
S1 1.3072 1.3072 1.3273 1.3148
S2 1.2836 1.2836 1.3238
S3 1.2448 1.2684 1.3202
S4 1.2060 1.2296 1.3096
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 13.2% 0.0484 3.6% 60% False False 1,632
10 1.4048 1.2249 0.1799 13.5% 0.0594 4.5% 59% False False 1,705
20 1.4048 1.2249 0.1799 13.5% 0.0432 3.2% 59% False False 1,536
40 1.4975 1.1425 0.3550 26.7% 0.0424 3.2% 53% False False 1,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0119
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5024
2.618 1.4391
1.618 1.4003
1.000 1.3763
0.618 1.3615
HIGH 1.3375
0.618 1.3227
0.500 1.3181
0.382 1.3135
LOW 1.2987
0.618 1.2747
1.000 1.2599
1.618 1.2359
2.618 1.1971
4.250 1.1338
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 1.3266 1.3146
PP 1.3224 1.2983
S1 1.3181 1.2821

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

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