COMEX Gold Future July 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	936.9	954.1	17.2	1.8%	911.5
High	937.8	954.5	16.7	1.8%	941.0
Low	931.8	948.5	16.7	1.8%	908.4
Close	937.2	948.5	11.3	1.2%	937.2
Range	6.0	6.0	0.0	0.0%	32.6
ATR	12.8	13.2	0.3	2.5%	0.0
Volume	63	34	-29	-46.0%	264

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	968.5	964.5	951.8
R3	962.5	958.5	950.2
R2	956.5	956.5	949.6
R1	952.5	952.5	949.1	951.5
PP	950.5	950.5	950.5	950.0
S1	946.5	946.5	948.0	945.5
S2	944.5	944.5	947.4
S3	938.5	940.5	946.9
S4	932.5	934.5	945.2

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,026.7	1,014.5	955.1
R3	994.1	981.9	946.2
R2	961.5	961.5	943.2
R1	949.3	949.3	940.2	955.4
PP	928.9	928.9	928.9	931.9
S1	916.7	916.7	934.2	922.8
S2	896.3	896.3	931.2
S3	863.7	884.1	928.2
S4	831.1	851.5	919.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	954.5	920.2	34.3	3.6%	6.9	0.7%	83%	True	False	51
10	954.5	905.6	48.9	5.2%	8.8	0.9%	88%	True	False	57
20	954.5	905.6	48.9	5.2%	11.3	1.2%	88%	True	False	168
40	990.4	905.6	84.8	8.9%	14.4	1.5%	51%	False	False	376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	1.0

Fibonacci Retracements and Extensions
4.250	980.0
2.618	970.2
1.618	964.2
1.000	960.5
0.618	958.2
HIGH	954.5
0.618	952.2
0.500	951.5
0.382	950.8
LOW	948.5
0.618	944.8
1.000	942.5
1.618	938.8
2.618	932.8
4.250	923.0

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	951.5	946.7
PP	950.5	944.9
S1	949.5	943.2

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