COMEX Gold Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 946.2 946.9 0.7 0.1% 949.2
High 951.7 952.3 0.6 0.1% 959.9
Low 941.2 942.6 1.4 0.1% 931.3
Close 945.8 947.3 1.5 0.2% 954.7
Range 10.5 9.7 -0.8 -7.6% 28.6
ATR 14.3 13.9 -0.3 -2.3% 0.0
Volume 76,992 68,602 -8,390 -10.9% 357,822
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 976.5 971.6 952.6
R3 966.8 961.9 950.0
R2 957.1 957.1 949.1
R1 952.2 952.2 948.2 954.7
PP 947.4 947.4 947.4 948.6
S1 942.5 942.5 946.4 945.0
S2 937.7 937.7 945.5
S3 928.0 932.8 944.6
S4 918.3 923.1 942.0
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,034.4 1,023.2 970.4
R3 1,005.8 994.6 962.6
R2 977.2 977.2 959.9
R1 966.0 966.0 957.3 971.6
PP 948.6 948.6 948.6 951.5
S1 937.4 937.4 952.1 943.0
S2 920.0 920.0 949.5
S3 891.4 908.8 946.8
S4 862.8 880.2 939.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 959.9 935.7 24.2 2.6% 15.4 1.6% 48% False False 71,644
10 961.4 931.3 30.1 3.2% 14.3 1.5% 53% False False 73,395
20 974.3 931.3 43.0 4.5% 14.4 1.5% 37% False False 77,746
40 974.3 907.6 66.7 7.0% 13.4 1.4% 60% False False 51,351
60 987.0 907.6 79.4 8.4% 14.3 1.5% 50% False False 35,332
80 993.6 901.1 92.5 9.8% 14.7 1.5% 50% False False 27,509
100 993.6 870.5 123.1 13.0% 14.7 1.6% 62% False False 22,293
120 993.6 869.5 124.1 13.1% 16.3 1.7% 63% False False 18,864
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 993.5
2.618 977.7
1.618 968.0
1.000 962.0
0.618 958.3
HIGH 952.3
0.618 948.6
0.500 947.5
0.382 946.3
LOW 942.6
0.618 936.6
1.000 932.9
1.618 926.9
2.618 917.2
4.250 901.4
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 947.5 948.8
PP 947.4 948.3
S1 947.4 947.8

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

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