COMEX Gold Future October 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 939.6 944.6 5.0 0.5% 953.6
High 945.6 946.2 0.6 0.1% 962.0
Low 932.3 937.6 5.3 0.6% 941.0
Close 943.7 940.6 -3.1 -0.3% 947.6
Range 13.3 8.6 -4.7 -35.3% 21.0
ATR 13.6 13.3 -0.4 -2.6% 0.0
Volume 2,675 4,251 1,576 58.9% 25,714
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 967.3 962.5 945.3
R3 958.7 953.9 943.0
R2 950.1 950.1 942.2
R1 945.3 945.3 941.4 943.4
PP 941.5 941.5 941.5 940.5
S1 936.7 936.7 939.8 934.8
S2 932.9 932.9 939.0
S3 924.3 928.1 938.2
S4 915.7 919.5 935.9
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,013.2 1,001.4 959.2
R3 992.2 980.4 953.4
R2 971.2 971.2 951.5
R1 959.4 959.4 949.5 954.8
PP 950.2 950.2 950.2 947.9
S1 938.4 938.4 945.7 933.8
S2 929.2 929.2 943.8
S3 908.2 917.4 941.8
S4 887.2 896.4 936.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 960.2 930.2 30.0 3.2% 13.0 1.4% 35% False False 4,496
10 966.5 930.2 36.3 3.9% 12.6 1.3% 29% False False 5,431
20 972.7 926.5 46.2 4.9% 13.7 1.5% 31% False False 6,434
40 972.7 906.4 66.3 7.0% 13.0 1.4% 52% False False 4,535
60 991.8 906.4 85.4 9.1% 14.3 1.5% 40% False False 3,484
80 991.8 885.0 106.8 11.4% 13.9 1.5% 52% False False 2,883
100 991.8 870.0 121.8 12.9% 13.8 1.5% 58% False False 2,414
120 991.8 870.0 121.8 12.9% 13.9 1.5% 58% False False 2,138
Crabel Price Patterns
NR True
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 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 982.8
2.618 968.7
1.618 960.1
1.000 954.8
0.618 951.5
HIGH 946.2
0.618 942.9
0.500 941.9
0.382 940.9
LOW 937.6
0.618 932.3
1.000 929.0
1.618 923.7
2.618 915.1
4.250 901.1
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 941.9 940.2
PP 941.5 939.7
S1 941.0 939.3

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

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