COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	1,545.0	1,554.8	9.8	0.6%	1,486.8
High	1,557.6	1,574.3	16.7	1.1%	1,546.0
Low	1,542.1	1,541.1	-1.0	-0.1%	1,486.2
Close	1,549.2	1,562.3	13.1	0.8%	1,541.6
Range	15.5	33.2	17.7	114.2%	59.8
ATR	19.8	20.8	1.0	4.8%	0.0
Volume	138,169	164,491	26,322	19.1%	525,463

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,658.8	1,643.8	1,580.6
R3	1,625.6	1,610.6	1,571.4
R2	1,592.4	1,592.4	1,568.4
R1	1,577.4	1,577.4	1,565.3	1,584.9
PP	1,559.2	1,559.2	1,559.2	1,563.0
S1	1,544.2	1,544.2	1,559.3	1,551.7
S2	1,526.0	1,526.0	1,556.2
S3	1,492.8	1,511.0	1,553.2
S4	1,459.6	1,477.8	1,544.0

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,704.0	1,682.6	1,574.5
R3	1,644.2	1,622.8	1,558.0
R2	1,584.4	1,584.4	1,552.6
R1	1,563.0	1,563.0	1,547.1	1,573.7
PP	1,524.6	1,524.6	1,524.6	1,530.0
S1	1,503.2	1,503.2	1,536.1	1,513.9
S2	1,464.8	1,464.8	1,530.6
S3	1,405.0	1,443.4	1,525.2
S4	1,345.2	1,383.6	1,508.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,574.3	1,510.3	64.0	4.1%	21.3	1.4%	81%	True	False	136,555
10	1,574.3	1,478.3	96.0	6.1%	20.3	1.3%	88%	True	False	126,976
20	1,574.3	1,478.3	96.0	6.1%	19.7	1.3%	88%	True	False	125,978
40	1,574.3	1,472.6	101.7	6.5%	18.8	1.2%	88%	True	False	107,813
60	1,577.7	1,464.1	113.6	7.3%	20.9	1.3%	86%	False	False	74,872
80	1,577.7	1,411.0	166.7	10.7%	19.7	1.3%	91%	False	False	57,089
100	1,577.7	1,380.5	197.2	12.6%	19.0	1.2%	92%	False	False	45,951
120	1,577.7	1,314.2	263.5	16.9%	18.6	1.2%	94%	False	False	38,504

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.3
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,715.4
2.618	1,661.2
1.618	1,628.0
1.000	1,607.5
0.618	1,594.8
HIGH	1,574.3
0.618	1,561.6
0.500	1,557.7
0.382	1,553.8
LOW	1,541.1
0.618	1,520.6
1.000	1,507.9
1.618	1,487.4
2.618	1,454.2
4.250	1,400.0

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	1,560.8	1,558.1
PP	1,559.2	1,553.9
S1	1,557.7	1,549.7

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