COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
918.2 |
925.6 |
7.4 |
0.8% |
917.0 |
| High |
929.9 |
941.0 |
11.1 |
1.2% |
934.8 |
| Low |
917.6 |
925.3 |
7.7 |
0.8% |
908.8 |
| Close |
926.7 |
937.4 |
10.7 |
1.2% |
931.3 |
| Range |
12.3 |
15.7 |
3.4 |
27.6% |
26.0 |
| ATR |
16.5 |
16.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
97,047 |
87,155 |
-9,892 |
-10.2% |
425,470 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.7 |
975.2 |
946.0 |
|
| R3 |
966.0 |
959.5 |
941.7 |
|
| R2 |
950.3 |
950.3 |
940.3 |
|
| R1 |
943.8 |
943.8 |
938.8 |
947.1 |
| PP |
934.6 |
934.6 |
934.6 |
936.2 |
| S1 |
928.1 |
928.1 |
936.0 |
931.4 |
| S2 |
918.9 |
918.9 |
934.5 |
|
| S3 |
903.2 |
912.4 |
933.1 |
|
| S4 |
887.5 |
896.7 |
928.8 |
|
|
| 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 |
941.0 |
915.2 |
25.8 |
2.8% |
13.3 |
1.4% |
86% |
True |
False |
93,217 |
| 10 |
941.0 |
905.5 |
35.5 |
3.8% |
13.5 |
1.4% |
90% |
True |
False |
90,896 |
| 20 |
941.0 |
880.1 |
60.9 |
6.5% |
15.7 |
1.7% |
94% |
True |
False |
82,185 |
| 40 |
948.5 |
865.0 |
83.5 |
8.9% |
17.3 |
1.8% |
87% |
False |
False |
80,894 |
| 60 |
981.2 |
865.0 |
116.2 |
12.4% |
21.0 |
2.2% |
62% |
False |
False |
58,861 |
| 80 |
1,009.8 |
865.0 |
144.8 |
15.4% |
21.8 |
2.3% |
50% |
False |
False |
45,116 |
| 100 |
1,009.8 |
805.2 |
204.6 |
21.8% |
22.8 |
2.4% |
65% |
False |
False |
36,524 |
| 120 |
1,009.8 |
748.0 |
261.8 |
27.9% |
22.6 |
2.4% |
72% |
False |
False |
30,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,007.7 |
|
2.618 |
982.1 |
|
1.618 |
966.4 |
|
1.000 |
956.7 |
|
0.618 |
950.7 |
|
HIGH |
941.0 |
|
0.618 |
935.0 |
|
0.500 |
933.2 |
|
0.382 |
931.3 |
|
LOW |
925.3 |
|
0.618 |
915.6 |
|
1.000 |
909.6 |
|
1.618 |
899.9 |
|
2.618 |
884.2 |
|
4.250 |
858.6 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.0 |
934.3 |
| PP |
934.6 |
931.2 |
| S1 |
933.2 |
928.1 |
|