COMEX Gold Future August 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 |
920.1 |
927.8 |
7.7 |
0.8% |
918.0 |
| High |
931.6 |
942.5 |
10.9 |
1.2% |
936.7 |
| Low |
920.1 |
927.4 |
7.3 |
0.8% |
911.0 |
| Close |
928.5 |
939.2 |
10.7 |
1.2% |
933.1 |
| Range |
11.5 |
15.1 |
3.6 |
31.3% |
25.7 |
| ATR |
15.7 |
15.7 |
0.0 |
-0.3% |
0.0 |
| Volume |
19,594 |
25,112 |
5,518 |
28.2% |
77,579 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.7 |
975.5 |
947.5 |
|
| R3 |
966.6 |
960.4 |
943.4 |
|
| R2 |
951.5 |
951.5 |
942.0 |
|
| R1 |
945.3 |
945.3 |
940.6 |
948.4 |
| PP |
936.4 |
936.4 |
936.4 |
937.9 |
| S1 |
930.2 |
930.2 |
937.8 |
933.3 |
| S2 |
921.3 |
921.3 |
936.4 |
|
| S3 |
906.2 |
915.1 |
935.0 |
|
| S4 |
891.1 |
900.0 |
930.9 |
|
|
| 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 |
942.5 |
917.0 |
25.5 |
2.7% |
12.8 |
1.4% |
87% |
True |
False |
22,676 |
| 10 |
942.5 |
907.4 |
35.1 |
3.7% |
13.1 |
1.4% |
91% |
True |
False |
16,186 |
| 20 |
942.5 |
882.0 |
60.5 |
6.4% |
15.0 |
1.6% |
95% |
True |
False |
9,977 |
| 40 |
948.9 |
867.5 |
81.4 |
8.7% |
16.2 |
1.7% |
88% |
False |
False |
6,221 |
| 60 |
983.3 |
867.5 |
115.8 |
12.3% |
19.5 |
2.1% |
62% |
False |
False |
4,518 |
| 80 |
1,008.9 |
867.5 |
141.4 |
15.1% |
19.3 |
2.1% |
51% |
False |
False |
3,540 |
| 100 |
1,008.9 |
810.0 |
198.9 |
21.2% |
17.4 |
1.9% |
65% |
False |
False |
2,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,006.7 |
|
2.618 |
982.0 |
|
1.618 |
966.9 |
|
1.000 |
957.6 |
|
0.618 |
951.8 |
|
HIGH |
942.5 |
|
0.618 |
936.7 |
|
0.500 |
935.0 |
|
0.382 |
933.2 |
|
LOW |
927.4 |
|
0.618 |
918.1 |
|
1.000 |
912.3 |
|
1.618 |
903.0 |
|
2.618 |
887.9 |
|
4.250 |
863.2 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
937.8 |
936.1 |
| PP |
936.4 |
932.9 |
| S1 |
935.0 |
929.8 |
|