COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	1,837.6	1,826.2	-11.4	-0.6%	1,862.9
High	1,842.7	1,833.6	-9.1	-0.5%	1,917.9
Low	1,813.6	1,815.5	1.9	0.1%	1,705.4
Close	1,831.7	1,829.1	-2.6	-0.1%	1,797.3
Range	29.1	18.1	-11.0	-37.8%	212.5
ATR	50.3	48.0	-2.3	-4.6%	0.0
Volume	155,155	131,735	-23,420	-15.1%	1,587,333

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,880.4	1,872.8	1,839.1
R3	1,862.3	1,854.7	1,834.1
R2	1,844.2	1,844.2	1,832.4
R1	1,836.6	1,836.6	1,830.8	1,840.4
PP	1,826.1	1,826.1	1,826.1	1,828.0
S1	1,818.5	1,818.5	1,827.4	1,822.3
S2	1,808.0	1,808.0	1,825.8
S3	1,789.9	1,800.4	1,824.1
S4	1,771.8	1,782.3	1,819.1

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,444.4	2,333.3	1,914.2
R3	2,231.9	2,120.8	1,855.7
R2	2,019.4	2,019.4	1,836.3
R1	1,908.3	1,908.3	1,816.8	1,857.6
PP	1,806.9	1,806.9	1,806.9	1,781.5
S1	1,695.8	1,695.8	1,777.8	1,645.1
S2	1,594.4	1,594.4	1,758.3
S3	1,381.9	1,483.3	1,738.9
S4	1,169.4	1,270.8	1,680.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,845.1	1,759.5	85.6	4.7%	47.8	2.6%	81%	False	False	178,827
10	1,917.9	1,705.4	212.5	11.6%	60.8	3.3%	58%	False	False	248,955
20	1,917.9	1,644.2	273.7	15.0%	52.8	2.9%	68%	False	False	234,050
40	1,917.9	1,527.3	390.6	21.4%	38.0	2.1%	77%	False	False	156,440
60	1,917.9	1,481.0	436.9	23.9%	31.5	1.7%	80%	False	False	106,485
80	1,917.9	1,475.0	442.9	24.2%	28.3	1.5%	80%	False	False	80,917
100	1,917.9	1,450.0	467.9	25.6%	27.2	1.5%	81%	False	False	65,389
120	1,917.9	1,387.1	530.8	29.0%	25.5	1.4%	83%	False	False	54,750

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.1
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,910.5
2.618	1,881.0
1.618	1,862.9
1.000	1,851.7
0.618	1,844.8
HIGH	1,833.6
0.618	1,826.7
0.500	1,824.6
0.382	1,822.4
LOW	1,815.5
0.618	1,804.3
1.000	1,797.4
1.618	1,786.2
2.618	1,768.1
4.250	1,738.6

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	1,827.6	1,824.6
PP	1,826.1	1,820.1
S1	1,824.6	1,815.7

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