Here's a map of this week's gas prices by state (compliments of AAA):
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Does that map remind you of anything? Say (inverting colors, of course) ...
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Just in case you're wondering - a simple Pearson correlation between the price of gasoline this week, and the percentage vote for Obama in the 2008 election, is 0.54.
I'm an engineer, not a statistician ... so I'll leave the discussion of significance to those who can discuss it more knowledgeably.