COMEX Gold Future October 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 998.8 1,004.1 5.3 0.5% 994.4
High 1,007.3 1,017.6 10.3 1.0% 1,009.0
Low 986.8 1,003.0 16.2 1.6% 984.7
Close 1,003.2 1,016.7 13.5 1.3% 1,003.2
Range 20.5 14.6 -5.9 -28.8% 24.3
ATR 15.5 15.5 -0.1 -0.4% 0.0
Volume 213 247 34 16.0% 21,775
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,056.2 1,051.1 1,024.7
R3 1,041.6 1,036.5 1,020.7
R2 1,027.0 1,027.0 1,019.4
R1 1,021.9 1,021.9 1,018.0 1,024.5
PP 1,012.4 1,012.4 1,012.4 1,013.7
S1 1,007.3 1,007.3 1,015.4 1,009.9
S2 997.8 997.8 1,014.0
S3 983.2 992.7 1,012.7
S4 968.6 978.1 1,008.7
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,071.9 1,061.8 1,016.6
R3 1,047.6 1,037.5 1,009.9
R2 1,023.3 1,023.3 1,007.7
R1 1,013.2 1,013.2 1,005.4 1,018.3
PP 999.0 999.0 999.0 1,001.5
S1 988.9 988.9 1,001.0 994.0
S2 974.7 974.7 998.7
S3 950.4 964.6 996.5
S4 926.1 940.3 989.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,017.6 984.7 32.9 3.2% 14.7 1.4% 97% True False 2,918
10 1,020.5 984.7 35.8 3.5% 15.6 1.5% 89% False False 4,758
20 1,024.7 982.2 42.5 4.2% 15.5 1.5% 81% False False 5,162
40 1,024.7 930.2 94.5 9.3% 15.1 1.5% 92% False False 4,703
60 1,024.7 909.2 115.5 11.4% 14.5 1.4% 93% False False 5,037
80 1,024.7 906.4 118.3 11.6% 14.2 1.4% 93% False False 4,233
100 1,024.7 906.4 118.3 11.6% 14.6 1.4% 93% False False 3,690
120 1,024.7 870.0 154.7 15.2% 14.3 1.4% 95% False False 3,177
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 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,079.7
2.618 1,055.8
1.618 1,041.2
1.000 1,032.2
0.618 1,026.6
HIGH 1,017.6
0.618 1,012.0
0.500 1,010.3
0.382 1,008.6
LOW 1,003.0
0.618 994.0
1.000 988.4
1.618 979.4
2.618 964.8
4.250 941.0
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 1,014.6 1,011.9
PP 1,012.4 1,007.0
S1 1,010.3 1,002.2

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

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