COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
927.8 |
939.5 |
11.7 |
1.3% |
918.0 |
| High |
942.5 |
958.2 |
15.7 |
1.7% |
936.7 |
| Low |
927.4 |
937.7 |
10.3 |
1.1% |
911.0 |
| Close |
939.2 |
952.8 |
13.6 |
1.4% |
933.1 |
| Range |
15.1 |
20.5 |
5.4 |
35.8% |
25.7 |
| ATR |
15.7 |
16.0 |
0.3 |
2.2% |
0.0 |
| Volume |
25,112 |
33,549 |
8,437 |
33.6% |
77,579 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,011.1 |
1,002.4 |
964.1 |
|
| R3 |
990.6 |
981.9 |
958.4 |
|
| R2 |
970.1 |
970.1 |
956.6 |
|
| R1 |
961.4 |
961.4 |
954.7 |
965.8 |
| PP |
949.6 |
949.6 |
949.6 |
951.7 |
| S1 |
940.9 |
940.9 |
950.9 |
945.3 |
| S2 |
929.1 |
929.1 |
949.0 |
|
| S3 |
908.6 |
920.4 |
947.2 |
|
| S4 |
888.1 |
899.9 |
941.5 |
|
|
| 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 |
958.2 |
917.0 |
41.2 |
4.3% |
15.3 |
1.6% |
87% |
True |
False |
24,071 |
| 10 |
958.2 |
907.4 |
50.8 |
5.3% |
13.4 |
1.4% |
89% |
True |
False |
19,088 |
| 20 |
958.2 |
882.0 |
76.2 |
8.0% |
15.1 |
1.6% |
93% |
True |
False |
11,536 |
| 40 |
958.2 |
867.5 |
90.7 |
9.5% |
16.1 |
1.7% |
94% |
True |
False |
7,022 |
| 60 |
971.0 |
867.5 |
103.5 |
10.9% |
19.3 |
2.0% |
82% |
False |
False |
5,045 |
| 80 |
1,008.9 |
867.5 |
141.4 |
14.8% |
19.5 |
2.0% |
60% |
False |
False |
3,946 |
| 100 |
1,008.9 |
810.0 |
198.9 |
20.9% |
17.6 |
1.9% |
72% |
False |
False |
3,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,045.3 |
|
2.618 |
1,011.9 |
|
1.618 |
991.4 |
|
1.000 |
978.7 |
|
0.618 |
970.9 |
|
HIGH |
958.2 |
|
0.618 |
950.4 |
|
0.500 |
948.0 |
|
0.382 |
945.5 |
|
LOW |
937.7 |
|
0.618 |
925.0 |
|
1.000 |
917.2 |
|
1.618 |
904.5 |
|
2.618 |
884.0 |
|
4.250 |
850.6 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
951.2 |
948.3 |
| PP |
949.6 |
943.7 |
| S1 |
948.0 |
939.2 |
|