COMEX Gold Future October 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 938.7 939.2 0.5 0.1% 913.4
High 941.0 956.5 15.5 1.6% 943.5
Low 933.0 938.8 5.8 0.6% 909.2
Close 938.8 950.1 11.3 1.2% 938.8
Range 8.0 17.7 9.7 121.3% 34.3
ATR 13.7 14.0 0.3 2.1% 0.0
Volume 2,065 1,573 -492 -23.8% 15,508
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,001.6 993.5 959.8
R3 983.9 975.8 955.0
R2 966.2 966.2 953.3
R1 958.1 958.1 951.7 962.2
PP 948.5 948.5 948.5 950.5
S1 940.4 940.4 948.5 944.5
S2 930.8 930.8 946.9
S3 913.1 922.7 945.2
S4 895.4 905.0 940.4
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,033.4 1,020.4 957.7
R3 999.1 986.1 948.2
R2 964.8 964.8 945.1
R1 951.8 951.8 941.9 958.3
PP 930.5 930.5 930.5 933.8
S1 917.5 917.5 935.7 924.0
S2 896.2 896.2 932.5
S3 861.9 883.2 929.4
S4 827.6 848.9 919.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 956.5 919.8 36.7 3.9% 11.8 1.2% 83% True False 3,046
10 956.5 906.4 50.1 5.3% 12.2 1.3% 87% True False 3,074
20 956.5 906.4 50.1 5.3% 13.4 1.4% 87% True False 2,264
40 991.8 906.4 85.4 9.0% 14.8 1.6% 51% False False 1,845
60 991.8 885.0 106.8 11.2% 14.0 1.5% 61% False False 1,535
80 991.8 870.0 121.8 12.8% 13.9 1.5% 66% False False 1,330
100 991.8 870.0 121.8 12.8% 14.1 1.5% 66% False False 1,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,031.7
2.618 1,002.8
1.618 985.1
1.000 974.2
0.618 967.4
HIGH 956.5
0.618 949.7
0.500 947.7
0.382 945.6
LOW 938.8
0.618 927.9
1.000 921.1
1.618 910.2
2.618 892.5
4.250 863.6
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 949.3 948.3
PP 948.5 946.5
S1 947.7 944.8

These figures are updated between 7pm and 10pm EST after a trading day.

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