COMEX Gold Future October 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 1,000.0 1,009.0 9.0 0.9% 993.7
High 1,010.5 1,022.3 11.8 1.2% 1,012.4
Low 992.6 1,007.2 14.6 1.5% 982.2
Close 1,005.3 1,019.2 13.9 1.4% 1,005.2
Range 17.9 15.1 -2.8 -15.6% 30.2
ATR 15.7 15.8 0.1 0.6% 0.0
Volume 7,471 3,239 -4,232 -56.6% 23,339
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,061.5 1,055.5 1,027.5
R3 1,046.4 1,040.4 1,023.4
R2 1,031.3 1,031.3 1,022.0
R1 1,025.3 1,025.3 1,020.6 1,028.3
PP 1,016.2 1,016.2 1,016.2 1,017.8
S1 1,010.2 1,010.2 1,017.8 1,013.2
S2 1,001.1 1,001.1 1,016.4
S3 986.0 995.1 1,015.0
S4 970.9 980.0 1,010.9
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,090.5 1,078.1 1,021.8
R3 1,060.3 1,047.9 1,013.5
R2 1,030.1 1,030.1 1,010.7
R1 1,017.7 1,017.7 1,008.0 1,023.9
PP 999.9 999.9 999.9 1,003.1
S1 987.5 987.5 1,002.4 993.7
S2 969.7 969.7 999.7
S3 939.5 957.3 996.9
S4 909.3 927.1 988.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,022.3 982.2 40.1 3.9% 16.5 1.6% 92% True False 5,887
10 1,022.3 952.1 70.2 6.9% 17.8 1.7% 96% True False 5,831
20 1,022.3 932.3 90.0 8.8% 15.8 1.6% 97% True False 4,534
40 1,022.3 926.5 95.8 9.4% 14.7 1.4% 97% True False 5,457
60 1,022.3 906.4 115.9 11.4% 14.2 1.4% 97% True False 4,473
80 1,022.3 906.4 115.9 11.4% 14.8 1.4% 97% True False 3,706
100 1,022.3 885.0 137.3 13.5% 14.3 1.4% 98% True False 3,148
120 1,022.3 870.0 152.3 14.9% 14.2 1.4% 98% True False 2,748
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,086.5
2.618 1,061.8
1.618 1,046.7
1.000 1,037.4
0.618 1,031.6
HIGH 1,022.3
0.618 1,016.5
0.500 1,014.8
0.382 1,013.0
LOW 1,007.2
0.618 997.9
1.000 992.1
1.618 982.8
2.618 967.7
4.250 943.0
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 1,017.7 1,015.3
PP 1,016.2 1,011.4
S1 1,014.8 1,007.5

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

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