COMEX Gold Future October 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 957.6 968.8 11.2 1.2% 952.9
High 971.2 969.5 -1.7 -0.2% 961.1
Low 951.8 960.0 8.2 0.9% 926.5
Close 968.4 965.0 -3.4 -0.4% 954.5
Range 19.4 9.5 -9.9 -51.0% 34.6
ATR 14.4 14.1 -0.4 -2.4% 0.0
Volume 9,165 5,742 -3,423 -37.3% 40,334
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 993.3 988.7 970.2
R3 983.8 979.2 967.6
R2 974.3 974.3 966.7
R1 969.7 969.7 965.9 967.3
PP 964.8 964.8 964.8 963.6
S1 960.2 960.2 964.1 957.8
S2 955.3 955.3 963.3
S3 945.8 950.7 962.4
S4 936.3 941.2 959.8
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,051.2 1,037.4 973.5
R3 1,016.6 1,002.8 964.0
R2 982.0 982.0 960.8
R1 968.2 968.2 957.7 975.1
PP 947.4 947.4 947.4 950.8
S1 933.6 933.6 951.3 940.5
S2 912.8 912.8 948.2
S3 878.2 899.0 945.0
S4 843.6 864.4 935.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 971.2 929.8 41.4 4.3% 15.1 1.6% 85% False False 9,006
10 971.2 926.5 44.7 4.6% 14.3 1.5% 86% False False 7,286
20 971.2 909.0 62.2 6.4% 12.7 1.3% 90% False False 5,451
40 971.2 906.4 64.8 6.7% 13.5 1.4% 90% False False 3,461
60 991.8 906.4 85.4 8.8% 14.3 1.5% 69% False False 2,763
80 991.8 870.0 121.8 12.6% 13.7 1.4% 78% False False 2,219
100 991.8 870.0 121.8 12.6% 13.8 1.4% 78% False False 1,944
120 1,008.7 870.0 138.7 14.4% 14.6 1.5% 68% False False 1,678
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,009.9
2.618 994.4
1.618 984.9
1.000 979.0
0.618 975.4
HIGH 969.5
0.618 965.9
0.500 964.8
0.382 963.6
LOW 960.0
0.618 954.1
1.000 950.5
1.618 944.6
2.618 935.1
4.250 919.6
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 964.9 963.8
PP 964.8 962.7
S1 964.8 961.5

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

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