COMEX Gold Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 999.0 1,004.0 5.0 0.5% 993.1
High 1,008.8 1,018.9 10.1 1.0% 1,011.1
Low 987.0 1,001.6 14.6 1.5% 986.1
Close 1,004.3 1,017.8 13.5 1.3% 1,004.3
Range 21.8 17.3 -4.5 -20.6% 25.0
ATR 16.2 16.2 0.1 0.5% 0.0
Volume 113,352 141,245 27,893 24.6% 578,472
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,064.7 1,058.5 1,027.3
R3 1,047.4 1,041.2 1,022.6
R2 1,030.1 1,030.1 1,021.0
R1 1,023.9 1,023.9 1,019.4 1,027.0
PP 1,012.8 1,012.8 1,012.8 1,014.3
S1 1,006.6 1,006.6 1,016.2 1,009.7
S2 995.5 995.5 1,014.6
S3 978.2 989.3 1,013.0
S4 960.9 972.0 1,008.3
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 1,018.9 986.1 32.8 3.2% 16.2 1.6% 97% True False 118,137
10 1,021.5 985.5 36.0 3.5% 16.7 1.6% 90% False False 118,137
20 1,025.8 983.2 42.6 4.2% 16.2 1.6% 81% False False 119,288
40 1,025.8 931.3 94.5 9.3% 15.6 1.5% 92% False False 100,851
60 1,025.8 910.6 115.2 11.3% 14.9 1.5% 93% False False 83,732
80 1,025.8 907.6 118.2 11.6% 14.7 1.4% 93% False False 63,968
100 1,025.8 907.6 118.2 11.6% 15.3 1.5% 93% False False 52,001
120 1,025.8 870.5 155.3 15.3% 15.3 1.5% 95% False False 43,676
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 5.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,092.4
2.618 1,064.2
1.618 1,046.9
1.000 1,036.2
0.618 1,029.6
HIGH 1,018.9
0.618 1,012.3
0.500 1,010.3
0.382 1,008.2
LOW 1,001.6
0.618 990.9
1.000 984.3
1.618 973.6
2.618 956.3
4.250 928.1
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 1,015.3 1,012.9
PP 1,012.8 1,007.9
S1 1,010.3 1,003.0

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

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