COMEX Gold Future August 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	981.0	976.9	-4.1	-0.4%	959.0
High	990.2	988.3	-1.9	-0.2%	982.0
Low	974.1	970.5	-3.6	-0.4%	938.2
Close	980.0	984.4	4.4	0.4%	980.3
Range	16.1	17.8	1.7	10.6%	43.8
ATR	16.8	16.9	0.1	0.4%	0.0
Volume	102,467	94,731	-7,736	-7.5%	343,074

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,034.5	1,027.2	994.2
R3	1,016.7	1,009.4	989.3
R2	998.9	998.9	987.7
R1	991.6	991.6	986.0	995.3
PP	981.1	981.1	981.1	982.9
S1	973.8	973.8	982.8	977.5
S2	963.3	963.3	981.1
S3	945.5	956.0	979.5
S4	927.7	938.2	974.6

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,098.2	1,083.1	1,004.4
R3	1,054.4	1,039.3	992.3
R2	1,010.6	1,010.6	988.3
R1	995.5	995.5	984.3	1,003.1
PP	966.8	966.8	966.8	970.6
S1	951.7	951.7	976.3	959.3
S2	923.0	923.0	972.3
S3	879.2	907.9	968.3
S4	835.4	864.1	956.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	990.2	945.8	44.4	4.5%	18.0	1.8%	87%	False	False	101,316
10	990.2	920.1	70.1	7.1%	17.3	1.8%	92%	False	False	65,154
20	990.2	895.5	94.7	9.6%	15.9	1.6%	94%	False	False	38,811
40	990.2	867.5	122.7	12.5%	16.0	1.6%	95%	False	False	20,682
60	990.2	867.5	122.7	12.5%	18.3	1.9%	95%	False	False	14,512
80	1,008.9	867.5	141.4	14.4%	19.8	2.0%	83%	False	False	11,073
100	1,008.9	810.0	198.9	20.2%	18.4	1.9%	88%	False	False	8,972

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,064.0
2.618	1,034.9
1.618	1,017.1
1.000	1,006.1
0.618	999.3
HIGH	988.3
0.618	981.5
0.500	979.4
0.382	977.3
LOW	970.5
0.618	959.5
1.000	952.7
1.618	941.7
2.618	923.9
4.250	894.9

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	982.7	981.4
PP	981.1	978.3
S1	979.4	975.3

Download as Excel Spreadsheet

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

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