COMEX Gold Future December 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	931.9	937.1	5.2	0.6%	954.5
High	939.4	960.0	20.6	2.2%	962.7
Low	930.9	933.8	2.9	0.3%	927.6
Close	937.3	955.8	18.5	2.0%	955.8
Range	8.5	26.2	17.7	208.2%	35.1
ATR	13.6	14.5	0.9	6.6%	0.0
Volume	93,901	62,132	-31,769	-33.8%	310,333

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,028.5	1,018.3	970.2
R3	1,002.3	992.1	963.0
R2	976.1	976.1	960.6
R1	965.9	965.9	958.2	971.0
PP	949.9	949.9	949.9	952.4
S1	939.7	939.7	953.4	944.8
S2	923.7	923.7	951.0
S3	897.5	913.5	948.6
S4	871.3	887.3	941.4

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,054.0	1,040.0	975.1
R3	1,018.9	1,004.9	965.5
R2	983.8	983.8	962.2
R1	969.8	969.8	959.0	976.8
PP	948.7	948.7	948.7	952.2
S1	934.7	934.7	952.6	941.7
S2	913.6	913.6	949.4
S3	878.5	899.6	946.1
S4	843.4	864.5	936.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	962.7	927.6	35.1	3.7%	17.1	1.8%	80%	False	False	62,066
10	962.7	927.6	35.1	3.7%	14.0	1.5%	80%	False	False	42,759
20	962.7	907.6	55.1	5.8%	13.0	1.4%	87%	False	False	27,843
40	987.0	907.6	79.4	8.3%	14.4	1.5%	61%	False	False	15,629
60	993.6	907.6	86.0	9.0%	14.9	1.6%	56%	False	False	11,767
80	993.6	870.5	123.1	12.9%	15.0	1.6%	69%	False	False	9,188
100	993.6	869.5	124.1	13.0%	16.6	1.7%	70%	False	False	7,698
120	1,015.0	869.5	145.5	15.2%	18.1	1.9%	59%	False	False	6,652

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 39 trading days

Fibonacci Retracements and Extensions
4.250	1,071.4
2.618	1,028.6
1.618	1,002.4
1.000	986.2
0.618	976.2
HIGH	960.0
0.618	950.0
0.500	946.9
0.382	943.8
LOW	933.8
0.618	917.6
1.000	907.6
1.618	891.4
2.618	865.2
4.250	822.5

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	952.8	951.8
PP	949.9	947.8
S1	946.9	943.8

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

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