Stock Expectation plays a crucial part in fund and financial matters. Numerous individuals contribute billions of monetary standards on the stocks anticipating the benefit after every single stock is obtained. Depending on the behavior of advertising there are ups and downs within the benefit, so the issue of quick and exact estimating of share cost becomes vital. Such a prediction may be enhanced by using Machine and Deep Learning, and this dissertation proposes a novel strategy for predicting stock cost, oil, and gold forecast based on profound learning and outfit learning strategies. Therefore, this dissertation assesses and describes the following two types of frequently used models: Economic Factors in Standard Time Series based on various approaches and features. Previous studies attempted to forecast future gold and prices using previous data and Structural Models which attempt to explain the links between oil and gold prices about a range of economic considerations using machine learning models: SVM, Random Forest, Linear Regression, Random Forest Regression, and LSTM. These predictions are based on the sliding window technique and try to implement such a system and apply it for forecasting using oil and gold time series. By using Machine and Deep Learning methods, more accurate forecasting in stock prices may be obtained and this dissertation sought to answer the following questions about this general premise: What is the effect of the major oil and company financial results on future price? What is the effect between oil and price and how that will affect the gold future price? What is the coloration between US prices and the stock market? How will natural disasters, disease, and wars affect oil, and gold prices? The accompanying macroeconomic variables were utilized which are S&P 500 List, New York Stock Trade List (NYSE), and US Dollar List and Consumer Feeling Record (CSI). Findings that NYSE is affected a positive strong correlation on oil price while oil price affects positive strong correlation on the gold price. Also, USD affects a strong negative correlation with the stock market (oil and gold). Finally, by analyzing the increase and decrease in oil prices from OPEC, an indirect relationship was discovered.