COMEX Gold Future October 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	985.0	967.1	-17.9	-1.8%	961.0
High	991.8	984.4	-7.4	-0.7%	983.0
Low	963.7	964.6	0.9	0.1%	944.8
Close	966.9	983.6	16.7	1.7%	981.7
Range	28.1	19.8	-8.3	-29.5%	38.2
ATR	15.5	15.8	0.3	2.0%	0.0
Volume	647	1,084	437	67.5%	6,816

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,036.9	1,030.1	994.5
R3	1,017.1	1,010.3	989.0
R2	997.3	997.3	987.2
R1	990.5	990.5	985.4	993.9
PP	977.5	977.5	977.5	979.3
S1	970.7	970.7	981.8	974.1
S2	957.7	957.7	980.0
S3	937.9	950.9	978.2
S4	918.1	931.1	972.7

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,084.4	1,071.3	1,002.7
R3	1,046.2	1,033.1	992.2
R2	1,008.0	1,008.0	988.7
R1	994.9	994.9	985.2	1,001.5
PP	969.8	969.8	969.8	973.1
S1	956.7	956.7	978.2	963.3
S2	931.6	931.6	974.7
S3	893.4	918.5	971.2
S4	855.2	880.3	960.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	991.8	963.0	28.8	2.9%	19.9	2.0%	72%	False	False	951
10	991.8	939.8	52.0	5.3%	17.6	1.8%	84%	False	False	1,481
20	991.8	910.7	81.1	8.2%	14.3	1.5%	90%	False	False	1,161
40	991.8	870.0	121.8	12.4%	13.3	1.3%	93%	False	False	880
60	991.8	870.0	121.8	12.4%	13.8	1.4%	93%	False	False	853

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	3.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,068.6
2.618	1,036.2
1.618	1,016.4
1.000	1,004.2
0.618	996.6
HIGH	984.4
0.618	976.8
0.500	974.5
0.382	972.2
LOW	964.6
0.618	952.4
1.000	944.8
1.618	932.6
2.618	912.8
4.250	880.5

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	980.6	981.7
PP	977.5	979.7
S1	974.5	977.8

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

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