COMEX Gold Future October 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	956.7	978.0	21.3	2.2%	953.9
High	981.0	998.0	17.0	1.7%	963.4
Low	952.1	974.9	22.8	2.4%	934.7
Close	977.1	996.3	19.2	2.0%	957.5
Range	28.9	23.1	-5.8	-20.1%	28.7
ATR	15.0	15.6	0.6	3.9%	0.0
Volume	5,826	4,917	-909	-15.6%	18,269

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,059.0	1,050.8	1,009.0
R3	1,035.9	1,027.7	1,002.7
R2	1,012.8	1,012.8	1,000.5
R1	1,004.6	1,004.6	998.4	1,008.7
PP	989.7	989.7	989.7	991.8
S1	981.5	981.5	994.2	985.6
S2	966.6	966.6	992.1
S3	943.5	958.4	989.9
S4	920.4	935.3	983.6

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,038.0	1,026.4	973.3
R3	1,009.3	997.7	965.4
R2	980.6	980.6	962.8
R1	969.0	969.0	960.1	974.8
PP	951.9	951.9	951.9	954.8
S1	940.3	940.3	954.9	946.1
S2	923.2	923.2	952.2
S3	894.5	911.6	949.6
S4	865.8	882.9	941.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	998.0	943.1	54.9	5.5%	18.9	1.9%	97%	True	False	3,592
10	998.0	934.7	63.3	6.4%	16.9	1.7%	97%	True	False	3,618
20	998.0	930.2	67.8	6.8%	14.7	1.5%	97%	True	False	4,524
40	998.0	909.0	89.0	8.9%	13.8	1.4%	98%	True	False	5,043
60	998.0	906.4	91.6	9.2%	13.9	1.4%	98%	True	False	3,853
80	998.0	906.4	91.6	9.2%	14.4	1.4%	98%	True	False	3,256
100	998.0	870.0	128.0	12.8%	13.9	1.4%	99%	True	False	2,723
120	998.0	870.0	128.0	12.8%	14.0	1.4%	99%	True	False	2,412

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,096.2
2.618	1,058.5
1.618	1,035.4
1.000	1,021.1
0.618	1,012.3
HIGH	998.0
0.618	989.2
0.500	986.5
0.382	983.7
LOW	974.9
0.618	960.6
1.000	951.8
1.618	937.5
2.618	914.4
4.250	876.7

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	993.0	988.3
PP	989.7	980.2
S1	986.5	972.2

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

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