COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
958.9 |
961.3 |
2.4 |
0.3% |
936.6 |
| High |
967.2 |
962.3 |
-4.9 |
-0.5% |
967.2 |
| Low |
954.8 |
941.0 |
-13.8 |
-1.4% |
919.8 |
| Close |
963.1 |
957.8 |
-5.3 |
-0.6% |
963.1 |
| Range |
12.4 |
21.3 |
8.9 |
71.8% |
47.4 |
| ATR |
15.4 |
15.9 |
0.5 |
3.1% |
0.0 |
| Volume |
5,526 |
3,790 |
-1,736 |
-31.4% |
20,749 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,017.6 |
1,009.0 |
969.5 |
|
| R3 |
996.3 |
987.7 |
963.7 |
|
| R2 |
975.0 |
975.0 |
961.7 |
|
| R1 |
966.4 |
966.4 |
959.8 |
960.1 |
| PP |
953.7 |
953.7 |
953.7 |
950.5 |
| S1 |
945.1 |
945.1 |
955.8 |
938.8 |
| S2 |
932.4 |
932.4 |
953.9 |
|
| S3 |
911.1 |
923.8 |
951.9 |
|
| S4 |
889.8 |
902.5 |
946.1 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,092.2 |
1,075.1 |
989.2 |
|
| R3 |
1,044.8 |
1,027.7 |
976.1 |
|
| R2 |
997.4 |
997.4 |
971.8 |
|
| R1 |
980.3 |
980.3 |
967.4 |
988.9 |
| PP |
950.0 |
950.0 |
950.0 |
954.3 |
| S1 |
932.9 |
932.9 |
958.8 |
941.5 |
| S2 |
902.6 |
902.6 |
954.4 |
|
| S3 |
855.2 |
885.5 |
950.1 |
|
| S4 |
807.8 |
838.1 |
937.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
967.2 |
923.0 |
44.2 |
4.6% |
16.0 |
1.7% |
79% |
False |
False |
4,411 |
| 10 |
967.2 |
918.5 |
48.7 |
5.1% |
14.0 |
1.5% |
81% |
False |
False |
4,004 |
| 20 |
967.2 |
884.6 |
82.6 |
8.6% |
14.9 |
1.6% |
89% |
False |
False |
3,127 |
| 40 |
967.2 |
869.5 |
97.7 |
10.2% |
15.8 |
1.6% |
90% |
False |
False |
2,355 |
| 60 |
973.6 |
869.5 |
104.1 |
10.9% |
18.8 |
2.0% |
85% |
False |
False |
2,048 |
| 80 |
1,015.0 |
869.5 |
145.5 |
15.2% |
19.7 |
2.1% |
61% |
False |
False |
1,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,052.8 |
|
2.618 |
1,018.1 |
|
1.618 |
996.8 |
|
1.000 |
983.6 |
|
0.618 |
975.5 |
|
HIGH |
962.3 |
|
0.618 |
954.2 |
|
0.500 |
951.7 |
|
0.382 |
949.1 |
|
LOW |
941.0 |
|
0.618 |
927.8 |
|
1.000 |
919.7 |
|
1.618 |
906.5 |
|
2.618 |
885.2 |
|
4.250 |
850.5 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
955.8 |
956.4 |
| PP |
953.7 |
955.0 |
| S1 |
951.7 |
953.6 |
|