COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
956.4 |
959.0 |
2.6 |
0.3% |
933.1 |
| High |
964.6 |
961.8 |
-2.8 |
-0.3% |
964.6 |
| Low |
951.8 |
938.2 |
-13.6 |
-1.4% |
917.0 |
| Close |
960.5 |
955.1 |
-5.4 |
-0.6% |
960.5 |
| Range |
12.8 |
23.6 |
10.8 |
84.4% |
47.6 |
| ATR |
15.8 |
16.4 |
0.6 |
3.5% |
0.0 |
| Volume |
33,014 |
33,689 |
675 |
2.0% |
135,076 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,022.5 |
1,012.4 |
968.1 |
|
| R3 |
998.9 |
988.8 |
961.6 |
|
| R2 |
975.3 |
975.3 |
959.4 |
|
| R1 |
965.2 |
965.2 |
957.3 |
958.5 |
| PP |
951.7 |
951.7 |
951.7 |
948.3 |
| S1 |
941.6 |
941.6 |
952.9 |
934.9 |
| S2 |
928.1 |
928.1 |
950.8 |
|
| S3 |
904.5 |
918.0 |
948.6 |
|
| S4 |
880.9 |
894.4 |
942.1 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,090.2 |
1,072.9 |
986.7 |
|
| R3 |
1,042.6 |
1,025.3 |
973.6 |
|
| R2 |
995.0 |
995.0 |
969.2 |
|
| R1 |
977.7 |
977.7 |
964.9 |
986.4 |
| PP |
947.4 |
947.4 |
947.4 |
951.7 |
| S1 |
930.1 |
930.1 |
956.1 |
938.8 |
| S2 |
899.8 |
899.8 |
951.8 |
|
| S3 |
852.2 |
882.5 |
947.4 |
|
| S4 |
804.6 |
834.9 |
934.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964.6 |
920.1 |
44.5 |
4.7% |
16.7 |
1.7% |
79% |
False |
False |
28,991 |
| 10 |
964.6 |
914.3 |
50.3 |
5.3% |
14.7 |
1.5% |
81% |
False |
False |
23,768 |
| 20 |
964.6 |
882.0 |
82.6 |
8.6% |
15.7 |
1.6% |
88% |
False |
False |
14,645 |
| 40 |
964.6 |
867.5 |
97.1 |
10.2% |
16.3 |
1.7% |
90% |
False |
False |
8,620 |
| 60 |
971.0 |
867.5 |
103.5 |
10.8% |
18.9 |
2.0% |
85% |
False |
False |
6,138 |
| 80 |
1,008.9 |
867.5 |
141.4 |
14.8% |
19.4 |
2.0% |
62% |
False |
False |
4,772 |
| 100 |
1,008.9 |
810.0 |
198.9 |
20.8% |
17.9 |
1.9% |
73% |
False |
False |
3,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,062.1 |
|
2.618 |
1,023.6 |
|
1.618 |
1,000.0 |
|
1.000 |
985.4 |
|
0.618 |
976.4 |
|
HIGH |
961.8 |
|
0.618 |
952.8 |
|
0.500 |
950.0 |
|
0.382 |
947.2 |
|
LOW |
938.2 |
|
0.618 |
923.6 |
|
1.000 |
914.6 |
|
1.618 |
900.0 |
|
2.618 |
876.4 |
|
4.250 |
837.9 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
953.4 |
953.8 |
| PP |
951.7 |
952.5 |
| S1 |
950.0 |
951.2 |
|