COMEX Gold Future December 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	965.5	984.1	18.6	1.9%	982.7
High	986.0	987.0	1.0	0.1%	993.6
Low	965.0	956.7	-8.3	-0.9%	956.7
Close	985.0	965.5	-19.5	-2.0%	965.5
Range	21.0	30.3	9.3	44.3%	36.9
ATR	17.8	18.7	0.9	5.0%	0.0
Volume	2,012	2,243	231	11.5%	12,861

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,060.6	1,043.4	982.2
R3	1,030.3	1,013.1	973.8
R2	1,000.0	1,000.0	971.1
R1	982.8	982.8	968.3	976.3
PP	969.7	969.7	969.7	966.5
S1	952.5	952.5	962.7	946.0
S2	939.4	939.4	959.9
S3	909.1	922.2	957.2
S4	878.8	891.9	948.8

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,082.6	1,061.0	985.8
R3	1,045.7	1,024.1	975.6
R2	1,008.8	1,008.8	972.3
R1	987.2	987.2	968.9	979.6
PP	971.9	971.9	971.9	968.1
S1	950.3	950.3	962.1	942.7
S2	935.0	935.0	958.7
S3	898.1	913.4	955.4
S4	861.2	876.5	945.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	993.6	956.7	36.9	3.8%	23.5	2.4%	24%	False	True	2,572
10	993.6	941.0	52.6	5.4%	20.4	2.1%	47%	False	False	4,206
20	993.6	911.1	82.5	8.5%	16.6	1.7%	66%	False	False	4,032
40	993.6	870.5	123.1	12.7%	16.0	1.7%	77%	False	False	2,781
60	993.6	869.5	124.1	12.9%	18.2	1.9%	77%	False	False	2,432
80	1,015.0	869.5	145.5	15.1%	19.9	2.1%	66%	False	False	2,176
100	1,015.0	810.0	205.0	21.2%	20.2	2.1%	76%	False	False	1,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,115.8
2.618	1,066.3
1.618	1,036.0
1.000	1,017.3
0.618	1,005.7
HIGH	987.0
0.618	975.4
0.500	971.9
0.382	968.3
LOW	956.7
0.618	938.0
1.000	926.4
1.618	907.7
2.618	877.4
4.250	827.9

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	971.9	975.2
PP	969.7	971.9
S1	967.6	968.7

Download as Excel Spreadsheet

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

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