COMEX Gold Future August 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	983.2	966.0	-17.2	-1.7%	959.0
High	992.1	983.4	-8.7	-0.9%	982.0
Low	961.5	962.0	0.5	0.1%	938.2
Close	965.6	982.3	16.7	1.7%	980.3
Range	30.6	21.4	-9.2	-30.1%	43.8
ATR	17.9	18.1	0.3	1.4%	0.0
Volume	88,676	127,898	39,222	44.2%	343,074

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,040.1	1,032.6	994.1
R3	1,018.7	1,011.2	988.2
R2	997.3	997.3	986.2
R1	989.8	989.8	984.3	993.6
PP	975.9	975.9	975.9	977.8
S1	968.4	968.4	980.3	972.2
S2	954.5	954.5	978.4
S3	933.1	947.0	976.4
S4	911.7	925.6	970.5

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	992.1	960.4	31.7	3.2%	21.5	2.2%	69%	False	False	107,000
10	992.1	937.7	54.4	5.5%	19.9	2.0%	82%	False	False	82,340
20	992.1	907.4	84.7	8.6%	16.5	1.7%	88%	False	False	49,263
40	992.1	867.5	124.6	12.7%	16.2	1.6%	92%	False	False	26,004
60	992.1	867.5	124.6	12.7%	18.2	1.9%	92%	False	False	18,062
80	1,008.9	867.5	141.4	14.4%	20.1	2.0%	81%	False	False	13,774
100	1,008.9	810.0	198.9	20.2%	18.8	1.9%	87%	False	False	11,134
120	1,008.9	810.0	198.9	20.2%	16.5	1.7%	87%	False	False	9,299

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	4.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,074.4
2.618	1,039.4
1.618	1,018.0
1.000	1,004.8
0.618	996.6
HIGH	983.4
0.618	975.2
0.500	972.7
0.382	970.2
LOW	962.0
0.618	948.8
1.000	940.6
1.618	927.4
2.618	906.0
4.250	871.1

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	979.1	980.5
PP	975.9	978.6
S1	972.7	976.8

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