COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	1,795.8	1,787.4	-8.4	-0.5%	1,743.1
High	1,804.4	1,801.1	-3.3	-0.2%	1,769.5
Low	1,778.3	1,765.1	-13.2	-0.7%	1,681.2
Close	1,799.2	1,791.6	-7.6	-0.4%	1,756.1
Range	26.1	36.0	9.9	37.9%	88.3
ATR	40.4	40.1	-0.3	-0.8%	0.0
Volume	123,140	147,752	24,612	20.0%	645,820

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,893.9	1,878.8	1,811.4
R3	1,857.9	1,842.8	1,801.5
R2	1,821.9	1,821.9	1,798.2
R1	1,806.8	1,806.8	1,794.9	1,814.4
PP	1,785.9	1,785.9	1,785.9	1,789.7
S1	1,770.8	1,770.8	1,788.3	1,778.4
S2	1,749.9	1,749.9	1,785.0
S3	1,713.9	1,734.8	1,781.7
S4	1,677.9	1,698.8	1,771.8

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,000.5	1,966.6	1,804.7
R3	1,912.2	1,878.3	1,780.4
R2	1,823.9	1,823.9	1,772.3
R1	1,790.0	1,790.0	1,764.2	1,807.0
PP	1,735.6	1,735.6	1,735.6	1,744.1
S1	1,701.7	1,701.7	1,748.0	1,718.7
S2	1,647.3	1,647.3	1,739.9
S3	1,559.0	1,613.4	1,731.8
S4	1,470.7	1,525.1	1,707.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,804.4	1,724.0	80.4	4.5%	34.0	1.9%	84%	False	False	127,223
10	1,804.4	1,681.2	123.2	6.9%	35.1	2.0%	90%	False	False	129,480
20	1,804.4	1,604.7	199.7	11.1%	35.8	2.0%	94%	False	False	129,837
40	1,832.9	1,535.0	297.9	16.6%	46.7	2.6%	86%	False	False	155,091
60	1,923.7	1,535.0	388.7	21.7%	50.3	2.8%	66%	False	False	181,717
80	1,923.7	1,535.0	388.7	21.7%	46.3	2.6%	66%	False	False	177,210
100	1,923.7	1,481.0	442.7	24.7%	41.0	2.3%	70%	False	False	144,300
120	1,923.7	1,481.0	442.7	24.7%	36.9	2.1%	70%	False	False	120,968

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	8.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,954.1
2.618	1,895.3
1.618	1,859.3
1.000	1,837.1
0.618	1,823.3
HIGH	1,801.1
0.618	1,787.3
0.500	1,783.1
0.382	1,778.9
LOW	1,765.1
0.618	1,742.9
1.000	1,729.1
1.618	1,706.9
2.618	1,670.9
4.250	1,612.1

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	1,788.8	1,787.5
PP	1,785.9	1,783.3
S1	1,783.1	1,779.2

Download as Excel Spreadsheet

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

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