COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
926.9 |
930.5 |
3.6 |
0.4% |
917.0 |
| High |
934.8 |
934.1 |
-0.7 |
-0.1% |
934.8 |
| Low |
924.1 |
915.2 |
-8.9 |
-1.0% |
908.8 |
| Close |
931.3 |
921.7 |
-9.6 |
-1.0% |
931.3 |
| Range |
10.7 |
18.9 |
8.2 |
76.6% |
26.0 |
| ATR |
16.7 |
16.9 |
0.2 |
0.9% |
0.0 |
| Volume |
76,204 |
88,895 |
12,691 |
16.7% |
425,470 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980.4 |
969.9 |
932.1 |
|
| R3 |
961.5 |
951.0 |
926.9 |
|
| R2 |
942.6 |
942.6 |
925.2 |
|
| R1 |
932.1 |
932.1 |
923.4 |
927.9 |
| PP |
923.7 |
923.7 |
923.7 |
921.6 |
| S1 |
913.2 |
913.2 |
920.0 |
909.0 |
| S2 |
904.8 |
904.8 |
918.2 |
|
| S3 |
885.9 |
894.3 |
916.5 |
|
| S4 |
867.0 |
875.4 |
911.3 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.0 |
993.1 |
945.6 |
|
| R3 |
977.0 |
967.1 |
938.5 |
|
| R2 |
951.0 |
951.0 |
936.1 |
|
| R1 |
941.1 |
941.1 |
933.7 |
946.1 |
| PP |
925.0 |
925.0 |
925.0 |
927.4 |
| S1 |
915.1 |
915.1 |
928.9 |
920.1 |
| S2 |
899.0 |
899.0 |
926.5 |
|
| S3 |
873.0 |
889.1 |
924.2 |
|
| S4 |
847.0 |
863.1 |
917.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
934.8 |
912.4 |
22.4 |
2.4% |
12.9 |
1.4% |
42% |
False |
False |
85,605 |
| 10 |
934.8 |
893.2 |
41.6 |
4.5% |
14.9 |
1.6% |
69% |
False |
False |
89,667 |
| 20 |
934.8 |
879.5 |
55.3 |
6.0% |
15.8 |
1.7% |
76% |
False |
False |
80,429 |
| 40 |
960.5 |
865.0 |
95.5 |
10.4% |
17.8 |
1.9% |
59% |
False |
False |
77,644 |
| 60 |
1,001.7 |
865.0 |
136.7 |
14.8% |
21.5 |
2.3% |
41% |
False |
False |
55,932 |
| 80 |
1,009.8 |
856.0 |
153.8 |
16.7% |
22.4 |
2.4% |
43% |
False |
False |
42,923 |
| 100 |
1,009.8 |
805.2 |
204.6 |
22.2% |
22.8 |
2.5% |
57% |
False |
False |
34,702 |
| 120 |
1,009.8 |
748.0 |
261.8 |
28.4% |
22.6 |
2.5% |
66% |
False |
False |
29,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,014.4 |
|
2.618 |
983.6 |
|
1.618 |
964.7 |
|
1.000 |
953.0 |
|
0.618 |
945.8 |
|
HIGH |
934.1 |
|
0.618 |
926.9 |
|
0.500 |
924.7 |
|
0.382 |
922.4 |
|
LOW |
915.2 |
|
0.618 |
903.5 |
|
1.000 |
896.3 |
|
1.618 |
884.6 |
|
2.618 |
865.7 |
|
4.250 |
834.9 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
924.7 |
925.0 |
| PP |
923.7 |
923.9 |
| S1 |
922.7 |
922.8 |
|