I am so sorry I never saw your reply to my original posting.
I am going to respectfully agree and disagree with you. While it is true that you can't control a prospective client from shopping around, it may be how you are dealing with your prospects that is allowing them to walk away.
Many times, very talented jewelers (and crafters and artisans in other fields) are less well trained in the process of closing a sale. The task of getting the sale is, in so many instances, NOT a function of your skill as a designer and jeweler, but your skill as a salesperson and consultant.
I know nothing about you, so please take these as nonpersonal comments, but I suspect that you spend less time honing your closing technique (and I don't mean that in a Glengarry Glen Ross kinda way) than you should. There are some excellent resources available and if you send me your private email I will forward some of them to you.
That said, I am also the creator of the Maximum Profits Pricing System and have a lot of experience with pricing. It is possible that you are, in fact, "expensive" compared to other vendors in your area, but unless you demonstrate to your prospects why you're worth the "extra" money for the "same" services/products, you will continue to lose sales.
This is an area of great importance to me and along with a business partner, we are creating a new website to address concerns like this head-on.
A final observation (from your website and your Etsy page) is that since you view jewelry-making as mostly a hobby and most of the items you offer for sale online seem targeted at the SCA community, it may be that you're sending a mixed message to prospects. Also, it might serve you better to offer more examples of your work on your website with a clearer focus on exactly what you want to specialize in as a jeweler.
I hope some of this helps and if you'd like the other information, please send me your email address.