COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	1,789.4	1,782.0	-7.4	-0.4%	1,755.2
High	1,797.6	1,787.8	-9.8	-0.5%	1,804.4
Low	1,774.2	1,760.9	-13.3	-0.7%	1,736.6
Close	1,778.4	1,782.2	3.8	0.2%	1,788.1
Range	23.4	26.9	3.5	15.0%	67.8
ATR	40.2	39.3	-1.0	-2.4%	0.0
Volume	83,596	121,090	37,494	44.9%	668,862

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,857.7	1,846.8	1,797.0
R3	1,830.8	1,819.9	1,789.6
R2	1,803.9	1,803.9	1,787.1
R1	1,793.0	1,793.0	1,784.7	1,798.5
PP	1,777.0	1,777.0	1,777.0	1,779.7
S1	1,766.1	1,766.1	1,779.7	1,771.6
S2	1,750.1	1,750.1	1,777.3
S3	1,723.2	1,739.2	1,774.8
S4	1,696.3	1,712.3	1,767.4

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,979.8	1,951.7	1,825.4
R3	1,912.0	1,883.9	1,806.7
R2	1,844.2	1,844.2	1,800.5
R1	1,816.1	1,816.1	1,794.3	1,830.2
PP	1,776.4	1,776.4	1,776.4	1,783.4
S1	1,748.3	1,748.3	1,781.9	1,762.4
S2	1,708.6	1,708.6	1,775.7
S3	1,640.8	1,680.5	1,769.5
S4	1,573.0	1,612.7	1,750.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,801.1	1,736.6	64.5	3.6%	34.5	1.9%	71%	False	False	122,643
10	1,804.4	1,715.5	88.9	5.0%	33.7	1.9%	75%	False	False	123,583
20	1,804.4	1,604.7	199.7	11.2%	35.8	2.0%	89%	False	False	129,180
40	1,819.4	1,535.0	284.4	16.0%	44.7	2.5%	87%	False	False	148,356
60	1,923.7	1,535.0	388.7	21.8%	49.9	2.8%	64%	False	False	175,698
80	1,923.7	1,535.0	388.7	21.8%	46.9	2.6%	64%	False	False	181,054
100	1,923.7	1,481.0	442.7	24.8%	41.5	2.3%	68%	False	False	148,748
120	1,923.7	1,481.0	442.7	24.8%	37.6	2.1%	68%	False	False	124,658

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,902.1
2.618	1,858.2
1.618	1,831.3
1.000	1,814.7
0.618	1,804.4
HIGH	1,787.8
0.618	1,777.5
0.500	1,774.4
0.382	1,771.2
LOW	1,760.9
0.618	1,744.3
1.000	1,734.0
1.618	1,717.4
2.618	1,690.5
4.250	1,646.6

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	1,779.6	1,778.6
PP	1,777.0	1,774.9
S1	1,774.4	1,771.3

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