COMEX Gold Future February 2010

Trading Metrics calculated at close of trading on 15-Jul-2009

GCG10 began trading on 06/01/2009 and has 32 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 11/17/2009.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.31)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.14

Price Levels

Buy

+0.50

Trend

Strong Sell

-1.00

Relative Volume (20d): 1.76x

ATR(14) %: 1.1%

20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	922.4	939.0	16.6	1.8%	933.4
High	931.2	943.7	12.5	1.3%	935.0
Low	922.3	938.1	15.8	1.7%	909.5
Close	926.8	943.5	16.7	1.8%	916.5
Range	8.9	5.6	-3.3	-37.1%	25.5
ATR(14)	10.3	10.8	0.5	4.5%	10.2
Volume	2,730	1,366	-1,364	-50.0%	1,538

Multi-Period Performance

1-Month (21d)

1.3%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-4.1%

52-Week Range

52W Low: 909.5 (3.7%)

Position (42%)

52W High: 991.2 (4.8%)

Daily Pivots for day following 15-Jul-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	958.6	956.6	946.6
R3	953.0	951.0	945.0
R2	947.4	947.4	944.5
R1	945.4	945.4	944.0	946.4
PP	941.8	941.8	941.8	942.3
S1	939.8	939.8	943.0	940.8
S2	936.2	936.2	942.5
S3	930.6	934.2	942.0
S4	925.0	928.6	940.4

Weekly Pivots for week ending 10-Jul-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	996.8	982.2	930.5
R3	971.3	956.7	923.5
R2	945.8	945.8	921.2
R1	931.2	931.2	918.8	925.8
PP	920.3	920.3	920.3	917.6
S1	905.7	905.7	914.2	900.3
S2	894.8	894.8	911.8
S3	869.3	880.2	909.5
S4	843.8	854.7	902.5

Fisher Pivots for day following 15-Jul-2009

Pivot	1 Day	3 Day
R1	942.6	938.4
PP	941.8	933.4
S1	940.9	928.3

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	967.5
2.618	958.4
1.618	952.8
1.000	949.3
0.618	947.2
HIGH	943.7
0.618	941.6
0.500	940.9
0.382	940.2
LOW	938.1
0.618	934.6
1.000	932.5
1.618	929.0
2.618	923.4
4.250	914.3

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	971.9
38.2%	960.0
50.0%	950.4
61.8%	940.7
78.6%	927.0

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	926.7	16.8	1.8%	Above
10-Day SMA	928.7	14.8	1.6%	Above
20-Day SMA	933.1	10.4	1.1%	Above
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 952.3

Middle: 933.1

Lower: 913.9

Bandwidth: 4.1%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

49.30

Neutral 30–70

Stochastic (14, 3)

Neutral

%K: 80.00

%D: 53.65

StochRSI (14)

Neutral

%K: 91.99

%D: 78.29

ADX (14) & Trend

Weakening

37.94

+DI: 22.59 · -DI: 27.25

CCI (20)

Neutral

70.36

Range -100 to +100

Williams %R (14)

Neutral

-20.00

Range -100 to 0

ROC (12)

Bullish

-0.15%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

11.92

Bull: 11.92 · Bear: 6.32

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
NR7	True
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	1.4
Narrowest range in 13 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	943.7	911.4	32.3	3.4%	8.2	0.9%	99%	True	False	1,045
10	948.9	909.5	39.4	4.2%	10.1	1.1%	86%	False	False	611
20	952.0	909.5	42.5	4.5%	9.8	1.0%	80%	False	False	776

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