COMEX Gold Future August 2010

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	1,243.0	1,199.0	-44.0	-3.5%	1,255.8
High	1,244.8	1,214.0	-30.8	-2.5%	1,263.7
Low	1,196.0	1,198.8	2.8	0.2%	1,196.0
Close	1,206.7	1,207.7	1.0	0.1%	1,207.7
Range	48.8	15.2	-33.6	-68.9%	67.7
ATR	22.4	21.9	-0.5	-2.3%	0.0
Volume	110,717	257,842	147,125	132.9%	754,666

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,252.4	1,245.3	1,216.1
R3	1,237.2	1,230.1	1,211.9
R2	1,222.0	1,222.0	1,210.5
R1	1,214.9	1,214.9	1,209.1	1,218.5
PP	1,206.8	1,206.8	1,206.8	1,208.6
S1	1,199.7	1,199.7	1,206.3	1,203.3
S2	1,191.6	1,191.6	1,204.9
S3	1,176.4	1,184.5	1,203.5
S4	1,161.2	1,169.3	1,199.3

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,425.6	1,384.3	1,244.9
R3	1,357.9	1,316.6	1,226.3
R2	1,290.2	1,290.2	1,220.1
R1	1,248.9	1,248.9	1,213.9	1,235.7
PP	1,222.5	1,222.5	1,222.5	1,215.9
S1	1,181.2	1,181.2	1,201.5	1,168.0
S2	1,154.8	1,154.8	1,195.3
S3	1,087.1	1,113.5	1,189.1
S4	1,019.4	1,045.8	1,170.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,263.7	1,196.0	67.7	5.6%	24.8	2.1%	17%	False	False	150,933
10	1,266.5	1,196.0	70.5	5.8%	23.1	1.9%	17%	False	False	141,626
20	1,266.5	1,196.0	70.5	5.8%	21.4	1.8%	17%	False	False	130,241
40	1,266.5	1,168.0	98.5	8.2%	21.7	1.8%	40%	False	False	94,758
60	1,266.5	1,125.9	140.6	11.6%	20.1	1.7%	58%	False	False	64,355
80	1,266.5	1,087.8	178.7	14.8%	18.7	1.5%	67%	False	False	48,655
100	1,266.5	1,066.0	200.5	16.6%	18.7	1.5%	71%	False	False	39,286
120	1,266.5	1,050.0	216.5	17.9%	18.4	1.5%	73%	False	False	32,909

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,278.6
2.618	1,253.8
1.618	1,238.6
1.000	1,229.2
0.618	1,223.4
HIGH	1,214.0
0.618	1,208.2
0.500	1,206.4
0.382	1,204.6
LOW	1,198.8
0.618	1,189.4
1.000	1,183.6
1.618	1,174.2
2.618	1,159.0
4.250	1,134.2

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	1,207.3	1,222.4
PP	1,206.8	1,217.5
S1	1,206.4	1,212.6

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

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