COMEX Gold Future December 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 1,008.3 999.0 -9.3 -0.9% 993.1
High 1,011.1 1,008.8 -2.3 -0.2% 1,011.1
Low 998.6 987.0 -11.6 -1.2% 986.1
Close 1,000.7 1,004.3 3.6 0.4% 1,004.3
Range 12.5 21.8 9.3 74.4% 25.0
ATR 15.7 16.2 0.4 2.8% 0.0
Volume 142,136 113,352 -28,784 -20.3% 578,472
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,065.4 1,056.7 1,016.3
R3 1,043.6 1,034.9 1,010.3
R2 1,021.8 1,021.8 1,008.3
R1 1,013.1 1,013.1 1,006.3 1,017.5
PP 1,000.0 1,000.0 1,000.0 1,002.2
S1 991.3 991.3 1,002.3 995.7
S2 978.2 978.2 1,000.3
S3 956.4 969.5 998.3
S4 934.6 947.7 992.3
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,075.5 1,064.9 1,018.1
R3 1,050.5 1,039.9 1,011.2
R2 1,025.5 1,025.5 1,008.9
R1 1,014.9 1,014.9 1,006.6 1,020.2
PP 1,000.5 1,000.5 1,000.5 1,003.2
S1 989.9 989.9 1,002.0 995.2
S2 975.5 975.5 999.7
S3 950.5 964.9 997.4
S4 925.5 939.9 990.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,011.1 986.1 25.0 2.5% 15.0 1.5% 73% False False 115,694
10 1,021.5 985.5 36.0 3.6% 16.2 1.6% 52% False False 114,308
20 1,025.8 983.2 42.6 4.2% 16.0 1.6% 50% False False 120,415
40 1,025.8 931.3 94.5 9.4% 15.5 1.5% 77% False False 100,043
60 1,025.8 909.7 116.1 11.6% 14.7 1.5% 81% False False 81,572
80 1,025.8 907.6 118.2 11.8% 14.7 1.5% 82% False False 62,241
100 1,025.8 907.6 118.2 11.8% 15.2 1.5% 82% False False 50,635
120 1,025.8 870.5 155.3 15.5% 15.2 1.5% 86% False False 42,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1,101.5
2.618 1,065.9
1.618 1,044.1
1.000 1,030.6
0.618 1,022.3
HIGH 1,008.8
0.618 1,000.5
0.500 997.9
0.382 995.3
LOW 987.0
0.618 973.5
1.000 965.2
1.618 951.7
2.618 929.9
4.250 894.4
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 1,002.2 1,002.6
PP 1,000.0 1,000.8
S1 997.9 999.1

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

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