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Gold is getting weaker and weaker

Gold prices are showing increasing signs of weakness. 

While the stochastic indicator shows that the downward movement is far from being completed, the weekly stochastic indicator of speculators’ net gold positions also maintains its downward trend. (Chart 1, second, and third panels, respectively).

The data presented in the second chart tells an even more interesting story. The red line in the top panel of the chart shows that the carry yield of gold continues to hover around negative values.

It is important to note that the convenience yield is particularly closely related to implied volatility, which is shown by the green line in the bottom panel of the chart. In short, the lower the implied volatility, the lower the convenience yield is. Conversely, the higher the implied volatility, the higher the convenience yield is.

It seems that the implied volatility has diverged considerably from the historical volatility shown by the blue line in the bottom panel of the chart. This suggests that (1) Option premiums are low. (2) These two charts will probably converge with the rise in implied volatility.

When this information comes together with the narratives in regard to the first chart, gold prices will likely either remain flat or decline slightly further.

Conclusion: Gold may continue its sideways trend into the next month. There is no urgency in buying the gold at this stage. Unless it breaks below the 2550 level during the week, buying attempts can be made around $ 2580. Or unless the gold breaks passes above the 2680 level during the week, selling attempts can be made around $ 2660.

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Past performance is not indicative of future results. Futures trading involves substantial risk of loss and may not be suitable for everyone. By no means is this newsletter/blog post offering any investment advice or suggesting to make any trade recommendations. Please consult an Anatolia Futures advisor prior to opening any managed futures accounts.

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