COMEX Gold Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 1,009.0 1,018.3 9.3 0.9% 994.9
High 1,023.3 1,025.8 2.5 0.2% 1,013.7
Low 1,007.9 1,010.6 2.7 0.3% 983.2
Close 1,020.2 1,013.5 -6.7 -0.7% 1,006.4
Range 15.4 15.2 -0.2 -1.3% 30.5
ATR 16.2 16.1 -0.1 -0.5% 0.0
Volume 109,669 115,086 5,417 4.9% 538,227
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,062.2 1,053.1 1,021.9
R3 1,047.0 1,037.9 1,017.7
R2 1,031.8 1,031.8 1,016.3
R1 1,022.7 1,022.7 1,014.9 1,019.7
PP 1,016.6 1,016.6 1,016.6 1,015.1
S1 1,007.5 1,007.5 1,012.1 1,004.5
S2 1,001.4 1,001.4 1,010.7
S3 986.2 992.3 1,009.3
S4 971.0 977.1 1,005.1
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,092.6 1,080.0 1,023.2
R3 1,062.1 1,049.5 1,014.8
R2 1,031.6 1,031.6 1,012.0
R1 1,019.0 1,019.0 1,009.2 1,025.3
PP 1,001.1 1,001.1 1,001.1 1,004.3
S1 988.5 988.5 1,003.6 994.8
S2 970.6 970.6 1,000.8
S3 940.1 958.0 998.0
S4 909.6 927.5 989.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,025.8 993.0 32.8 3.2% 16.6 1.6% 63% True False 116,254
10 1,025.8 976.1 49.7 4.9% 16.8 1.7% 75% True False 131,004
20 1,025.8 935.7 90.1 8.9% 16.4 1.6% 86% True False 103,161
40 1,025.8 927.6 98.2 9.7% 15.2 1.5% 87% True False 87,264
60 1,025.8 907.6 118.2 11.7% 14.5 1.4% 90% True False 61,657
80 1,025.8 907.6 118.2 11.7% 15.3 1.5% 90% True False 47,157
100 1,025.8 884.6 141.2 13.9% 15.2 1.5% 91% True False 38,351
120 1,025.8 869.5 156.3 15.4% 15.4 1.5% 92% True False 32,223
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 4.5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,090.4
2.618 1,065.6
1.618 1,050.4
1.000 1,041.0
0.618 1,035.2
HIGH 1,025.8
0.618 1,020.0
0.500 1,018.2
0.382 1,016.4
LOW 1,010.6
0.618 1,001.2
1.000 995.4
1.618 986.0
2.618 970.8
4.250 946.0
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 1,018.2 1,012.1
PP 1,016.6 1,010.8
S1 1,015.1 1,009.4

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

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