COMEX Gold Future December 2009

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	992.6	994.0	1.4	0.1%	1,006.8
High	997.2	1,010.8	13.6	1.4%	1,021.5
Low	986.1	992.7	6.6	0.7%	985.5
Close	994.4	1,009.3	14.9	1.5%	991.6
Range	11.1	18.1	7.0	63.1%	36.0
ATR	15.8	16.0	0.2	1.0%	0.0
Volume	88,768	105,185	16,417	18.5%	564,613

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,058.6	1,052.0	1,019.3
R3	1,040.5	1,033.9	1,014.3
R2	1,022.4	1,022.4	1,012.6
R1	1,015.8	1,015.8	1,011.0	1,019.1
PP	1,004.3	1,004.3	1,004.3	1,005.9
S1	997.7	997.7	1,007.6	1,001.0
S2	986.2	986.2	1,006.0
S3	968.1	979.6	1,004.3
S4	950.0	961.5	999.3

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	1,021.0	985.5	35.5	3.5%	17.0	1.7%	67%	False	False	120,568
10	1,025.8	985.5	40.3	4.0%	15.5	1.5%	59%	False	False	111,379
20	1,025.8	952.5	73.3	7.3%	16.9	1.7%	77%	False	False	120,099
40	1,025.8	931.3	94.5	9.4%	15.3	1.5%	83%	False	False	98,041
60	1,025.8	907.6	118.2	11.7%	14.7	1.5%	86%	False	False	77,619
80	1,025.8	907.6	118.2	11.7%	14.7	1.5%	86%	False	False	59,150
100	1,025.8	907.6	118.2	11.7%	15.1	1.5%	86%	False	False	48,149
120	1,025.8	870.5	155.3	15.4%	15.2	1.5%	89%	False	False	40,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,087.7
2.618	1,058.2
1.618	1,040.1
1.000	1,028.9
0.618	1,022.0
HIGH	1,010.8
0.618	1,003.9
0.500	1,001.8
0.382	999.6
LOW	992.7
0.618	981.5
1.000	974.6
1.618	963.4
2.618	945.3
4.250	915.8

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	1,006.8	1,005.7
PP	1,004.3	1,002.1
S1	1,001.8	998.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols