COMEX Gold Future August 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	929.2	934.4	5.2	0.6%	951.4
High	937.0	958.1	21.1	2.3%	960.0
Low	928.4	932.0	3.6	0.4%	925.2
Close	934.9	953.7	18.8	2.0%	953.7
Range	8.6	26.1	17.5	203.5%	34.8
ATR	14.0	14.8	0.9	6.2%	0.0
Volume	129,090	36,620	-92,470	-71.6%	508,116

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,026.2	1,016.1	968.1
R3	1,000.1	990.0	960.9
R2	974.0	974.0	958.5
R1	963.9	963.9	956.1	969.0
PP	947.9	947.9	947.9	950.5
S1	937.8	937.8	951.3	942.9
S2	921.8	921.8	948.9
S3	895.7	911.7	946.5
S4	869.6	885.6	939.3

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,050.7	1,037.0	972.8
R3	1,015.9	1,002.2	963.3
R2	981.1	981.1	960.1
R1	967.4	967.4	956.9	974.3
PP	946.3	946.3	946.3	949.7
S1	932.6	932.6	950.5	939.5
S2	911.5	911.5	947.3
S3	876.7	897.8	944.1
S4	841.9	863.0	934.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	960.0	925.2	34.8	3.6%	17.1	1.8%	82%	False	False	101,623
10	960.0	925.2	34.8	3.6%	14.2	1.5%	82%	False	False	96,686
20	960.0	904.8	55.2	5.8%	13.5	1.4%	89%	False	False	94,393
40	985.0	904.8	80.2	8.4%	15.1	1.6%	61%	False	False	93,939
60	992.1	904.8	87.3	9.2%	15.5	1.6%	56%	False	False	79,047
80	992.1	867.5	124.6	13.1%	15.6	1.6%	69%	False	False	59,971
100	992.1	867.5	124.6	13.1%	17.0	1.8%	69%	False	False	48,413
120	1,008.9	867.5	141.4	14.8%	18.4	1.9%	61%	False	False	40,495

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.9
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	1,069.0
2.618	1,026.4
1.618	1,000.3
1.000	984.2
0.618	974.2
HIGH	958.1
0.618	948.1
0.500	945.1
0.382	942.0
LOW	932.0
0.618	915.9
1.000	905.9
1.618	889.8
2.618	863.7
4.250	821.1

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	950.8	949.7
PP	947.9	945.7
S1	945.1	941.7

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

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