COMEX Gold Future December 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 994.0 1,008.3 14.3 1.4% 1,006.8
High 1,010.8 1,011.1 0.3 0.0% 1,021.5
Low 992.7 998.6 5.9 0.6% 985.5
Close 1,009.3 1,000.7 -8.6 -0.9% 991.6
Range 18.1 12.5 -5.6 -30.9% 36.0
ATR 16.0 15.7 -0.2 -1.6% 0.0
Volume 105,185 142,136 36,951 35.1% 564,613
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,041.0 1,033.3 1,007.6
R3 1,028.5 1,020.8 1,004.1
R2 1,016.0 1,016.0 1,003.0
R1 1,008.3 1,008.3 1,001.8 1,005.9
PP 1,003.5 1,003.5 1,003.5 1,002.3
S1 995.8 995.8 999.6 993.4
S2 991.0 991.0 998.4
S3 978.5 983.3 997.3
S4 966.0 970.8 993.8
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 1,011.1 985.5 25.6 2.6% 13.6 1.4% 59% True False 126,709
10 1,021.5 985.5 36.0 3.6% 15.2 1.5% 42% False False 114,084
20 1,025.8 976.1 49.7 5.0% 16.0 1.6% 49% False False 122,544
40 1,025.8 931.3 94.5 9.4% 15.4 1.5% 73% False False 99,228
60 1,025.8 909.7 116.1 11.6% 14.6 1.5% 78% False False 79,865
80 1,025.8 907.6 118.2 11.8% 14.7 1.5% 79% False False 60,869
100 1,025.8 907.6 118.2 11.8% 15.1 1.5% 79% False False 49,534
120 1,025.8 870.5 155.3 15.5% 15.1 1.5% 84% False False 41,577
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1,064.2
2.618 1,043.8
1.618 1,031.3
1.000 1,023.6
0.618 1,018.8
HIGH 1,011.1
0.618 1,006.3
0.500 1,004.9
0.382 1,003.4
LOW 998.6
0.618 990.9
1.000 986.1
1.618 978.4
2.618 965.9
4.250 945.5
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 1,004.9 1,000.0
PP 1,003.5 999.3
S1 1,002.1 998.6

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

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