COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	1,535.0	1,544.5	9.5	0.6%	1,538.1
High	1,548.4	1,555.0	6.6	0.4%	1,551.6
Low	1,524.9	1,541.6	16.7	1.1%	1,520.4
Close	1,542.4	1,547.2	4.8	0.3%	1,542.4
Range	23.5	13.4	-10.1	-43.0%	31.2
ATR	21.3	20.8	-0.6	-2.7%	0.0
Volume	140,955	94,881	-46,074	-32.7%	553,258

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,588.1	1,581.1	1,554.6
R3	1,574.7	1,567.7	1,550.9
R2	1,561.3	1,561.3	1,549.7
R1	1,554.3	1,554.3	1,548.4	1,557.8
PP	1,547.9	1,547.9	1,547.9	1,549.7
S1	1,540.9	1,540.9	1,546.0	1,544.4
S2	1,534.5	1,534.5	1,544.7
S3	1,521.1	1,527.5	1,543.5
S4	1,507.7	1,514.1	1,539.8

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,631.7	1,618.3	1,559.6
R3	1,600.5	1,587.1	1,551.0
R2	1,569.3	1,569.3	1,548.1
R1	1,555.9	1,555.9	1,545.3	1,562.6
PP	1,538.1	1,538.1	1,538.1	1,541.5
S1	1,524.7	1,524.7	1,539.5	1,531.4
S2	1,506.9	1,506.9	1,536.7
S3	1,475.7	1,493.5	1,533.8
S4	1,444.5	1,462.3	1,525.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,555.0	1,520.4	34.6	2.2%	18.4	1.2%	77%	True	False	129,627
10	1,555.0	1,504.9	50.1	3.2%	17.0	1.1%	84%	True	False	115,031
20	1,555.0	1,472.6	82.4	5.3%	20.1	1.3%	91%	True	False	65,794
40	1,577.7	1,446.2	131.5	8.5%	21.6	1.4%	77%	False	False	36,472
60	1,577.7	1,389.8	187.9	12.1%	19.8	1.3%	84%	False	False	25,116
80	1,577.7	1,356.3	221.4	14.3%	18.4	1.2%	86%	False	False	19,210
100	1,577.7	1,314.2	263.5	17.0%	18.3	1.2%	88%	False	False	15,596
120	1,577.7	1,314.2	263.5	17.0%	17.2	1.1%	88%	False	False	13,063

Crabel Price Patterns
NR	True
NR4	True
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	4.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,612.0
2.618	1,590.1
1.618	1,576.7
1.000	1,568.4
0.618	1,563.3
HIGH	1,555.0
0.618	1,549.9
0.500	1,548.3
0.382	1,546.7
LOW	1,541.6
0.618	1,533.3
1.000	1,528.2
1.618	1,519.9
2.618	1,506.5
4.250	1,484.7

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	1,548.3	1,544.0
PP	1,547.9	1,540.9
S1	1,547.6	1,537.7

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