COMEX Gold Future October 2009

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	1,065.5	1,053.7	-11.8	-1.1%	1,049.0
High	1,066.2	1,064.0	-2.2	-0.2%	1,070.2
Low	1,054.0	1,047.5	-6.5	-0.6%	1,043.7
Close	1,057.8	1,063.7	5.9	0.6%	1,050.7
Range	12.2	16.5	4.3	35.2%	26.5
ATR	14.4	14.5	0.2	1.1%	0.0
Volume	157	231	74	47.1%	885

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,107.9	1,102.3	1,072.8
R3	1,091.4	1,085.8	1,068.2
R2	1,074.9	1,074.9	1,066.7
R1	1,069.3	1,069.3	1,065.2	1,072.1
PP	1,058.4	1,058.4	1,058.4	1,059.8
S1	1,052.8	1,052.8	1,062.2	1,055.6
S2	1,041.9	1,041.9	1,060.7
S3	1,025.4	1,036.3	1,059.2
S4	1,008.9	1,019.8	1,054.6

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,134.4	1,119.0	1,065.3
R3	1,107.9	1,092.5	1,058.0
R2	1,081.4	1,081.4	1,055.6
R1	1,066.0	1,066.0	1,053.1	1,073.7
PP	1,054.9	1,054.9	1,054.9	1,058.7
S1	1,039.5	1,039.5	1,048.3	1,047.2
S2	1,028.4	1,028.4	1,045.8
S3	1,001.9	1,013.0	1,043.4
S4	975.4	986.5	1,036.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,066.2	1,043.7	22.5	2.1%	13.5	1.3%	89%	False	False	156
10	1,070.2	1,043.7	26.5	2.5%	12.4	1.2%	75%	False	False	168
20	1,070.2	984.7	85.5	8.0%	14.4	1.3%	92%	False	False	2,061
40	1,070.2	940.0	130.2	12.2%	14.9	1.4%	95%	False	False	3,413
60	1,070.2	926.5	143.7	13.5%	14.7	1.4%	95%	False	False	4,419
80	1,070.2	906.4	163.8	15.4%	14.3	1.3%	96%	False	False	4,023
100	1,070.2	906.4	163.8	15.4%	14.5	1.4%	96%	False	False	3,527
120	1,070.2	890.0	180.2	16.9%	14.4	1.4%	96%	False	False	3,143

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	3.0
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,134.1
2.618	1,107.2
1.618	1,090.7
1.000	1,080.5
0.618	1,074.2
HIGH	1,064.0
0.618	1,057.7
0.500	1,055.8
0.382	1,053.8
LOW	1,047.5
0.618	1,037.3
1.000	1,031.0
1.618	1,020.8
2.618	1,004.3
4.250	977.4

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	1,061.1	1,061.4
PP	1,058.4	1,059.1
S1	1,055.8	1,056.9

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

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