COMEX Gold Future June 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 1,519.4 1,536.7 17.3 1.1% 1,512.8
High 1,538.5 1,541.1 2.6 0.2% 1,538.5
Low 1,518.4 1,532.4 14.0 0.9% 1,503.7
Close 1,536.3 1,535.9 -0.4 0.0% 1,536.3
Range 20.1 8.7 -11.4 -56.7% 34.8
ATR 22.4 21.4 -1.0 -4.4% 0.0
Volume 71,863 76,719 4,856 6.8% 816,910
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 1,562.6 1,557.9 1,540.7
R3 1,553.9 1,549.2 1,538.3
R2 1,545.2 1,545.2 1,537.5
R1 1,540.5 1,540.5 1,536.7 1,538.5
PP 1,536.5 1,536.5 1,536.5 1,535.5
S1 1,531.8 1,531.8 1,535.1 1,529.8
S2 1,527.8 1,527.8 1,534.3
S3 1,519.1 1,523.1 1,533.5
S4 1,510.4 1,514.4 1,531.1
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1,630.6 1,618.2 1,555.4
R3 1,595.8 1,583.4 1,545.9
R2 1,561.0 1,561.0 1,542.7
R1 1,548.6 1,548.6 1,539.5 1,554.8
PP 1,526.2 1,526.2 1,526.2 1,529.3
S1 1,513.8 1,513.8 1,533.1 1,520.0
S2 1,491.4 1,491.4 1,529.9
S3 1,456.6 1,479.0 1,526.7
S4 1,421.8 1,444.2 1,517.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,541.1 1,513.2 27.9 1.8% 14.5 0.9% 81% True False 142,942
10 1,541.1 1,471.1 70.0 4.6% 17.2 1.1% 93% True False 154,237
20 1,551.4 1,462.5 88.9 5.8% 24.4 1.6% 83% False False 174,575
40 1,577.4 1,429.1 148.3 9.7% 21.7 1.4% 72% False False 155,736
60 1,577.4 1,382.4 195.0 12.7% 20.9 1.4% 79% False False 120,581
80 1,577.4 1,346.0 231.4 15.1% 19.7 1.3% 82% False False 91,965
100 1,577.4 1,310.9 266.5 17.4% 19.8 1.3% 84% False False 74,457
120 1,577.4 1,310.9 266.5 17.4% 19.4 1.3% 84% False False 62,385
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.6
Narrowest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 1,578.1
2.618 1,563.9
1.618 1,555.2
1.000 1,549.8
0.618 1,546.5
HIGH 1,541.1
0.618 1,537.8
0.500 1,536.8
0.382 1,535.7
LOW 1,532.4
0.618 1,527.0
1.000 1,523.7
1.618 1,518.3
2.618 1,509.6
4.250 1,495.4
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 1,536.8 1,533.2
PP 1,536.5 1,530.5
S1 1,536.2 1,527.9

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

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