COMEX Gold Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 993.5 998.5 5.0 0.5% 994.9
High 1,000.5 1,013.7 13.2 1.3% 1,013.7
Low 983.2 996.3 13.1 1.3% 983.2
Close 996.8 1,006.4 9.6 1.0% 1,006.4
Range 17.3 17.4 0.1 0.6% 30.5
ATR 15.8 16.0 0.1 0.7% 0.0
Volume 126,493 129,181 2,688 2.1% 538,227
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,057.7 1,049.4 1,016.0
R3 1,040.3 1,032.0 1,011.2
R2 1,022.9 1,022.9 1,009.6
R1 1,014.6 1,014.6 1,008.0 1,018.8
PP 1,005.5 1,005.5 1,005.5 1,007.5
S1 997.2 997.2 1,004.8 1,001.4
S2 988.1 988.1 1,003.2
S3 970.7 979.8 1,001.6
S4 953.3 962.4 996.8
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,092.6 1,080.0 1,023.2
R3 1,062.1 1,049.5 1,014.8
R2 1,031.6 1,031.6 1,012.0
R1 1,019.0 1,019.0 1,009.2 1,025.3
PP 1,001.1 1,001.1 1,001.1 1,004.3
S1 988.5 988.5 1,003.6 994.8
S2 970.6 970.6 1,000.8
S3 940.1 958.0 998.0
S4 909.6 927.5 989.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,013.7 983.2 30.5 3.0% 15.9 1.6% 76% True False 140,404
10 1,013.7 944.3 69.4 6.9% 17.7 1.8% 89% True False 117,200
20 1,013.7 931.3 82.4 8.2% 16.0 1.6% 91% True False 95,298
40 1,013.7 927.6 86.1 8.6% 14.7 1.5% 92% True False 77,536
60 1,013.7 907.6 106.1 10.5% 14.4 1.4% 93% True False 54,334
80 1,013.7 907.6 106.1 10.5% 15.3 1.5% 93% True False 41,752
100 1,013.7 884.6 129.1 12.8% 15.1 1.5% 94% True False 33,904
120 1,013.7 869.5 144.2 14.3% 15.5 1.5% 95% True False 28,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,087.7
2.618 1,059.3
1.618 1,041.9
1.000 1,031.1
0.618 1,024.5
HIGH 1,013.7
0.618 1,007.1
0.500 1,005.0
0.382 1,002.9
LOW 996.3
0.618 985.5
1.000 978.9
1.618 968.1
2.618 950.7
4.250 922.4
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 1,005.9 1,003.8
PP 1,005.5 1,001.1
S1 1,005.0 998.5

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

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