COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
933.1 |
920.1 |
-13.0 |
-1.4% |
918.0 |
| High |
935.7 |
931.6 |
-4.1 |
-0.4% |
936.7 |
| Low |
917.0 |
920.1 |
3.1 |
0.3% |
911.0 |
| Close |
923.5 |
928.5 |
5.0 |
0.5% |
933.1 |
| Range |
18.7 |
11.5 |
-7.2 |
-38.5% |
25.7 |
| ATR |
16.1 |
15.7 |
-0.3 |
-2.0% |
0.0 |
| Volume |
23,807 |
19,594 |
-4,213 |
-17.7% |
77,579 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.2 |
956.4 |
934.8 |
|
| R3 |
949.7 |
944.9 |
931.7 |
|
| R2 |
938.2 |
938.2 |
930.6 |
|
| R1 |
933.4 |
933.4 |
929.6 |
935.8 |
| PP |
926.7 |
926.7 |
926.7 |
928.0 |
| S1 |
921.9 |
921.9 |
927.4 |
924.3 |
| S2 |
915.2 |
915.2 |
926.4 |
|
| S3 |
903.7 |
910.4 |
925.3 |
|
| S4 |
892.2 |
898.9 |
922.2 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,004.0 |
994.3 |
947.2 |
|
| R3 |
978.3 |
968.6 |
940.2 |
|
| R2 |
952.6 |
952.6 |
937.8 |
|
| R1 |
942.9 |
942.9 |
935.5 |
947.8 |
| PP |
926.9 |
926.9 |
926.9 |
929.4 |
| S1 |
917.2 |
917.2 |
930.7 |
922.1 |
| S2 |
901.2 |
901.2 |
928.4 |
|
| S3 |
875.5 |
891.5 |
926.0 |
|
| S4 |
849.8 |
865.8 |
919.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
936.7 |
917.0 |
19.7 |
2.1% |
12.5 |
1.3% |
58% |
False |
False |
20,526 |
| 10 |
936.7 |
898.0 |
38.7 |
4.2% |
13.3 |
1.4% |
79% |
False |
False |
13,902 |
| 20 |
936.7 |
882.0 |
54.7 |
5.9% |
14.8 |
1.6% |
85% |
False |
False |
8,927 |
| 40 |
948.9 |
867.5 |
81.4 |
8.8% |
16.5 |
1.8% |
75% |
False |
False |
5,601 |
| 60 |
1,001.0 |
867.5 |
133.5 |
14.4% |
19.8 |
2.1% |
46% |
False |
False |
4,105 |
| 80 |
1,008.9 |
867.5 |
141.4 |
15.2% |
19.2 |
2.1% |
43% |
False |
False |
3,228 |
| 100 |
1,008.9 |
810.0 |
198.9 |
21.4% |
17.3 |
1.9% |
60% |
False |
False |
2,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980.5 |
|
2.618 |
961.7 |
|
1.618 |
950.2 |
|
1.000 |
943.1 |
|
0.618 |
938.7 |
|
HIGH |
931.6 |
|
0.618 |
927.2 |
|
0.500 |
925.9 |
|
0.382 |
924.5 |
|
LOW |
920.1 |
|
0.618 |
913.0 |
|
1.000 |
908.6 |
|
1.618 |
901.5 |
|
2.618 |
890.0 |
|
4.250 |
871.2 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
927.6 |
928.0 |
| PP |
926.7 |
927.4 |
| S1 |
925.9 |
926.9 |
|