COMEX Gold Future June 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	979.0	997.7	18.7	1.9%	942.5
High	1,009.8	1,001.7	-8.1	-0.8%	1,009.8
Low	973.9	978.4	4.5	0.5%	940.0
Close	1,004.5	997.2	-7.3	-0.7%	1,004.5
Range	35.9	23.3	-12.6	-35.1%	69.8
ATR	25.7	25.7	0.0	0.1%	0.0
Volume	2,666	3,664	998	37.4%	12,509

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,062.3	1,053.1	1,010.0
R3	1,039.0	1,029.8	1,003.6
R2	1,015.7	1,015.7	1,001.5
R1	1,006.5	1,006.5	999.3	999.5
PP	992.4	992.4	992.4	988.9
S1	983.2	983.2	995.1	976.2
S2	969.1	969.1	992.9
S3	945.8	959.9	990.8
S4	922.5	936.6	984.4

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,194.2	1,169.1	1,042.9
R3	1,124.4	1,099.3	1,023.7
R2	1,054.6	1,054.6	1,017.3
R1	1,029.5	1,029.5	1,010.9	1,042.1
PP	984.8	984.8	984.8	991.0
S1	959.7	959.7	998.1	972.3
S2	915.0	915.0	991.7
S3	845.2	889.9	985.3
S4	775.4	820.1	966.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,009.8	940.0	69.8	7.0%	27.8	2.8%	82%	False	False	3,234
10	1,009.8	893.5	116.3	11.7%	25.1	2.5%	89%	False	False	3,330
20	1,009.8	877.4	132.4	13.3%	23.7	2.4%	90%	False	False	3,855
40	1,009.8	805.2	204.6	20.5%	24.9	2.5%	94%	False	False	2,917
60	1,009.8	748.0	261.8	26.3%	23.8	2.4%	95%	False	False	2,627
80	1,009.8	705.7	304.1	30.5%	24.1	2.4%	96%	False	False	2,385
100	1,009.8	691.8	318.0	31.9%	25.8	2.6%	96%	False	False	2,046
120	1,009.8	691.8	318.0	31.9%	26.2	2.6%	96%	False	False	1,880

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,100.7
2.618	1,062.7
1.618	1,039.4
1.000	1,025.0
0.618	1,016.1
HIGH	1,001.7
0.618	992.8
0.500	990.1
0.382	987.3
LOW	978.4
0.618	964.0
1.000	955.1
1.618	940.7
2.618	917.4
4.250	879.4

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	994.8	995.2
PP	992.4	993.2
S1	990.1	991.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols