COMEX Gold Future August 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	1,551.8	1,599.6	47.8	3.1%	1,572.6
High	1,607.8	1,603.6	-4.2	-0.3%	1,607.8
Low	1,551.3	1,587.4	36.1	2.3%	1,547.6
Close	1,604.2	1,597.7	-6.5	-0.4%	1,604.2
Range	56.5	16.2	-40.3	-71.3%	60.2
ATR	29.6	28.7	-0.9	-3.1%	0.0
Volume	178,197	93,756	-84,441	-47.4%	623,764

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,644.8	1,637.5	1,606.6
R3	1,628.6	1,621.3	1,602.2
R2	1,612.4	1,612.4	1,600.7
R1	1,605.1	1,605.1	1,599.2	1,600.7
PP	1,596.2	1,596.2	1,596.2	1,594.0
S1	1,588.9	1,588.9	1,596.2	1,584.5
S2	1,580.0	1,580.0	1,594.7
S3	1,563.8	1,572.7	1,593.2
S4	1,547.6	1,556.5	1,588.8

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,767.1	1,745.9	1,637.3
R3	1,706.9	1,685.7	1,620.8
R2	1,646.7	1,646.7	1,615.2
R1	1,625.5	1,625.5	1,609.7	1,636.1
PP	1,586.5	1,586.5	1,586.5	1,591.9
S1	1,565.3	1,565.3	1,598.7	1,575.9
S2	1,526.3	1,526.3	1,593.2
S3	1,466.1	1,505.1	1,587.6
S4	1,405.9	1,444.9	1,571.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,607.8	1,547.6	60.2	3.8%	29.3	1.8%	83%	False	False	122,191
10	1,634.3	1,547.6	86.7	5.4%	27.7	1.7%	58%	False	False	135,123
20	1,642.4	1,547.6	94.8	5.9%	27.2	1.7%	53%	False	False	137,565
40	1,644.7	1,529.3	115.4	7.2%	28.7	1.8%	59%	False	False	102,596
60	1,683.1	1,529.3	153.8	9.6%	25.2	1.6%	44%	False	False	70,416
80	1,721.7	1,529.3	192.4	12.0%	25.2	1.6%	36%	False	False	53,964
100	1,797.7	1,529.3	268.4	16.8%	24.8	1.6%	25%	False	False	43,690
120	1,797.7	1,529.3	268.4	16.8%	24.1	1.5%	25%	False	False	36,651

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.4
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,672.5
2.618	1,646.0
1.618	1,629.8
1.000	1,619.8
0.618	1,613.6
HIGH	1,603.6
0.618	1,597.4
0.500	1,595.5
0.382	1,593.6
LOW	1,587.4
0.618	1,577.4
1.000	1,571.2
1.618	1,561.2
2.618	1,545.0
4.250	1,518.6

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	1,597.0	1,591.0
PP	1,596.2	1,584.4
S1	1,595.5	1,577.7

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