COMEX Gold Future December 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 1,798.0 1,767.5 -30.5 -1.7% 1,681.7
High 1,817.6 1,770.9 -46.7 -2.6% 1,817.6
Low 1,734.5 1,725.8 -8.7 -0.5% 1,681.7
Close 1,751.5 1,742.6 -8.9 -0.5% 1,742.6
Range 83.1 45.1 -38.0 -45.7% 135.9
ATR 36.8 37.4 0.6 1.6% 0.0
Volume 314,632 191,925 -122,707 -39.0% 1,408,909
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,881.7 1,857.3 1,767.4
R3 1,836.6 1,812.2 1,755.0
R2 1,791.5 1,791.5 1,750.9
R1 1,767.1 1,767.1 1,746.7 1,756.8
PP 1,746.4 1,746.4 1,746.4 1,741.3
S1 1,722.0 1,722.0 1,738.5 1,711.7
S2 1,701.3 1,701.3 1,734.3
S3 1,656.2 1,676.9 1,730.2
S4 1,611.1 1,631.8 1,717.8
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,155.0 2,084.7 1,817.3
R3 2,019.1 1,948.8 1,780.0
R2 1,883.2 1,883.2 1,767.5
R1 1,812.9 1,812.9 1,755.1 1,848.1
PP 1,747.3 1,747.3 1,747.3 1,764.9
S1 1,677.0 1,677.0 1,730.1 1,712.2
S2 1,611.4 1,611.4 1,717.7
S3 1,475.5 1,541.1 1,705.2
S4 1,339.6 1,405.2 1,667.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,817.6 1,681.7 135.9 7.8% 59.1 3.4% 45% False False 281,781
10 1,817.6 1,608.2 209.4 12.0% 45.8 2.6% 64% False False 237,209
20 1,817.6 1,583.6 234.0 13.4% 33.1 1.9% 68% False False 151,688
40 1,817.6 1,481.0 336.6 19.3% 26.4 1.5% 78% False False 82,056
60 1,817.6 1,481.0 336.6 19.3% 23.1 1.3% 78% False False 55,944
80 1,817.6 1,465.9 351.7 20.2% 23.5 1.4% 79% False False 42,939
100 1,817.6 1,416.8 400.8 23.0% 22.2 1.3% 81% False False 34,763
120 1,817.6 1,387.1 430.5 24.7% 21.4 1.2% 83% False False 29,176
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 8.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,962.6
2.618 1,889.0
1.618 1,843.9
1.000 1,816.0
0.618 1,798.8
HIGH 1,770.9
0.618 1,753.7
0.500 1,748.4
0.382 1,743.0
LOW 1,725.8
0.618 1,697.9
1.000 1,680.7
1.618 1,652.8
2.618 1,607.7
4.250 1,534.1
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 1,748.4 1,771.7
PP 1,746.4 1,762.0
S1 1,744.5 1,752.3

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

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