NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 1.3517 1.3364 -0.0153 -1.1% 1.2633
High 1.3820 1.3971 0.0151 1.1% 1.3971
Low 1.3262 1.3362 0.0100 0.8% 1.2249
Close 1.3838 1.3742 -0.0096 -0.7% 1.3742
Range 0.0558 0.0609 0.0051 9.1% 0.1722
ATR 0.0552 0.0556 0.0004 0.7% 0.0000
Volume 1,748 1,327 -421 -24.1% 7,680
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5519 1.5239 1.4077
R3 1.4910 1.4630 1.3909
R2 1.4301 1.4301 1.3854
R1 1.4021 1.4021 1.3798 1.4161
PP 1.3692 1.3692 1.3692 1.3762
S1 1.3412 1.3412 1.3686 1.3552
S2 1.3083 1.3083 1.3630
S3 1.2474 1.2803 1.3575
S4 1.1865 1.2194 1.3407
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.8487 1.7836 1.4689
R3 1.6765 1.6114 1.4216
R2 1.5043 1.5043 1.4058
R1 1.4392 1.4392 1.3900 1.4718
PP 1.3321 1.3321 1.3321 1.3483
S1 1.2670 1.2670 1.3584 1.2996
S2 1.1599 1.1599 1.3426
S3 0.9877 1.0948 1.3268
S4 0.8155 0.9226 1.2795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3971 1.2249 0.1722 12.5% 0.0580 4.2% 87% True False 1,536
10 1.4048 1.2249 0.1799 13.1% 0.0532 3.9% 83% False False 1,413
20 1.4048 1.2249 0.1799 13.1% 0.0471 3.4% 83% False False 1,584
40 1.4975 1.1425 0.3550 25.8% 0.0446 3.2% 65% False False 1,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0122
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6559
2.618 1.5565
1.618 1.4956
1.000 1.4580
0.618 1.4347
HIGH 1.3971
0.618 1.3738
0.500 1.3667
0.382 1.3595
LOW 1.3362
0.618 1.2986
1.000 1.2753
1.618 1.2377
2.618 1.1768
4.250 1.0774
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 1.3717 1.3654
PP 1.3692 1.3567
S1 1.3667 1.3479

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

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