COMEX Gold Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 942.8 960.3 17.5 1.9% 929.5
High 965.5 970.0 4.5 0.5% 970.0
Low 928.4 948.9 20.5 2.2% 885.0
Close 961.0 958.5 -2.5 -0.3% 958.5
Range 37.1 21.1 -16.0 -43.1% 85.0
ATR 32.1 31.3 -0.8 -2.4% 0.0
Volume 39,477 22,755 -16,722 -42.4% 116,148
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,022.4 1,011.6 970.1
R3 1,001.3 990.5 964.3
R2 980.2 980.2 962.4
R1 969.4 969.4 960.4 964.3
PP 959.1 959.1 959.1 956.6
S1 948.3 948.3 956.6 943.2
S2 938.0 938.0 954.6
S3 916.9 927.2 952.7
S4 895.8 906.1 946.9
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,192.8 1,160.7 1,005.3
R3 1,107.8 1,075.7 981.9
R2 1,022.8 1,022.8 974.1
R1 990.7 990.7 966.3 1,006.8
PP 937.8 937.8 937.8 945.9
S1 905.7 905.7 950.7 921.8
S2 852.8 852.8 942.9
S3 767.8 820.7 935.1
S4 682.8 735.7 911.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 970.0 885.0 85.0 8.9% 31.2 3.3% 86% True False 23,229
10 970.0 885.0 85.0 8.9% 28.4 3.0% 86% True False 18,411
20 1,001.7 885.0 116.7 12.2% 28.9 3.0% 63% False False 12,507
40 1,009.8 856.0 153.8 16.0% 27.0 2.8% 67% False False 8,201
60 1,009.8 805.2 204.6 21.3% 26.2 2.7% 75% False False 6,074
80 1,009.8 748.0 261.8 27.3% 25.0 2.6% 80% False False 5,059
100 1,009.8 705.7 304.1 31.7% 25.1 2.6% 83% False False 4,383
120 1,009.8 691.8 318.0 33.2% 26.4 2.8% 84% False False 3,764
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,059.7
2.618 1,025.2
1.618 1,004.1
1.000 991.1
0.618 983.0
HIGH 970.0
0.618 961.9
0.500 959.5
0.382 957.0
LOW 948.9
0.618 935.9
1.000 927.8
1.618 914.8
2.618 893.7
4.250 859.2
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 959.5 948.2
PP 959.1 937.8
S1 958.8 927.5

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

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