COMEX Gold Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 992.8 993.1 0.3 0.0% 1,006.8
High 1,000.5 998.0 -2.5 -0.2% 1,021.5
Low 985.5 986.7 1.2 0.1% 985.5
Close 991.6 994.1 2.5 0.3% 991.6
Range 15.0 11.3 -3.7 -24.7% 36.0
ATR 16.5 16.2 -0.4 -2.3% 0.0
Volume 168,429 129,031 -39,398 -23.4% 564,613
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,026.8 1,021.8 1,000.3
R3 1,015.5 1,010.5 997.2
R2 1,004.2 1,004.2 996.2
R1 999.2 999.2 995.1 1,001.7
PP 992.9 992.9 992.9 994.2
S1 987.9 987.9 993.1 990.4
S2 981.6 981.6 992.0
S3 970.3 976.6 991.0
S4 959.0 965.3 987.9
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,107.5 1,085.6 1,011.4
R3 1,071.5 1,049.6 1,001.5
R2 1,035.5 1,035.5 998.2
R1 1,013.6 1,013.6 994.9 1,006.6
PP 999.5 999.5 999.5 996.0
S1 977.6 977.6 988.3 970.6
S2 963.5 963.5 985.0
S3 927.5 941.6 981.7
S4 891.5 905.6 971.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,021.5 985.5 36.0 3.6% 17.3 1.7% 24% False False 118,138
10 1,025.8 985.5 40.3 4.1% 16.0 1.6% 21% False False 112,343
20 1,025.8 944.3 81.5 8.2% 16.9 1.7% 61% False False 118,420
40 1,025.8 931.3 94.5 9.5% 15.4 1.5% 66% False False 98,041
60 1,025.8 907.6 118.2 11.9% 14.6 1.5% 73% False False 74,642
80 1,025.8 907.6 118.2 11.9% 14.9 1.5% 73% False False 56,835
100 1,025.8 907.6 118.2 11.9% 15.1 1.5% 73% False False 46,276
120 1,025.8 870.5 155.3 15.6% 15.1 1.5% 80% False False 38,806
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,046.0
2.618 1,027.6
1.618 1,016.3
1.000 1,009.3
0.618 1,005.0
HIGH 998.0
0.618 993.7
0.500 992.4
0.382 991.0
LOW 986.7
0.618 979.7
1.000 975.4
1.618 968.4
2.618 957.1
4.250 938.7
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 993.5 1,003.3
PP 992.9 1,000.2
S1 992.4 997.2

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

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