COMEX Gold Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 992.6 994.0 1.4 0.1% 1,006.8
High 997.2 1,010.8 13.6 1.4% 1,021.5
Low 986.1 992.7 6.6 0.7% 985.5
Close 994.4 1,009.3 14.9 1.5% 991.6
Range 11.1 18.1 7.0 63.1% 36.0
ATR 15.8 16.0 0.2 1.0% 0.0
Volume 88,768 105,185 16,417 18.5% 564,613
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,058.6 1,052.0 1,019.3
R3 1,040.5 1,033.9 1,014.3
R2 1,022.4 1,022.4 1,012.6
R1 1,015.8 1,015.8 1,011.0 1,019.1
PP 1,004.3 1,004.3 1,004.3 1,005.9
S1 997.7 997.7 1,007.6 1,001.0
S2 986.2 986.2 1,006.0
S3 968.1 979.6 1,004.3
S4 950.0 961.5 999.3
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,107.5 1,085.6 1,011.4
R3 1,071.5 1,049.6 1,001.5
R2 1,035.5 1,035.5 998.2
R1 1,013.6 1,013.6 994.9 1,006.6
PP 999.5 999.5 999.5 996.0
S1 977.6 977.6 988.3 970.6
S2 963.5 963.5 985.0
S3 927.5 941.6 981.7
S4 891.5 905.6 971.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,021.0 985.5 35.5 3.5% 17.0 1.7% 67% False False 120,568
10 1,025.8 985.5 40.3 4.0% 15.5 1.5% 59% False False 111,379
20 1,025.8 952.5 73.3 7.3% 16.9 1.7% 77% False False 120,099
40 1,025.8 931.3 94.5 9.4% 15.3 1.5% 83% False False 98,041
60 1,025.8 907.6 118.2 11.7% 14.7 1.5% 86% False False 77,619
80 1,025.8 907.6 118.2 11.7% 14.7 1.5% 86% False False 59,150
100 1,025.8 907.6 118.2 11.7% 15.1 1.5% 86% False False 48,149
120 1,025.8 870.5 155.3 15.4% 15.2 1.5% 89% False False 40,400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,087.7
2.618 1,058.2
1.618 1,040.1
1.000 1,028.9
0.618 1,022.0
HIGH 1,010.8
0.618 1,003.9
0.500 1,001.8
0.382 999.6
LOW 992.7
0.618 981.5
1.000 974.6
1.618 963.4
2.618 945.3
4.250 915.8
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 1,006.8 1,005.7
PP 1,004.3 1,002.1
S1 1,001.8 998.5

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

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