COMEX Gold Future December 2010

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	1,276.8	1,277.7	0.9	0.1%	1,247.3
High	1,284.4	1,285.2	0.8	0.1%	1,284.4
Low	1,273.0	1,275.6	2.6	0.2%	1,242.3
Close	1,277.5	1,280.8	3.3	0.3%	1,277.5
Range	11.4	9.6	-1.8	-15.8%	42.1
ATR	14.2	13.9	-0.3	-2.3%	0.0
Volume	88,900	74,375	-14,525	-16.3%	507,277

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,309.3	1,304.7	1,286.1
R3	1,299.7	1,295.1	1,283.4
R2	1,290.1	1,290.1	1,282.6
R1	1,285.5	1,285.5	1,281.7	1,287.8
PP	1,280.5	1,280.5	1,280.5	1,281.7
S1	1,275.9	1,275.9	1,279.9	1,278.2
S2	1,270.9	1,270.9	1,279.0
S3	1,261.3	1,266.3	1,278.2
S4	1,251.7	1,256.7	1,275.5

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,394.4	1,378.0	1,300.7
R3	1,352.3	1,335.9	1,289.1
R2	1,310.2	1,310.2	1,285.2
R1	1,293.8	1,293.8	1,281.4	1,302.0
PP	1,268.1	1,268.1	1,268.1	1,272.2
S1	1,251.7	1,251.7	1,273.6	1,259.9
S2	1,226.0	1,226.0	1,269.8
S3	1,183.9	1,209.6	1,265.9
S4	1,141.8	1,167.5	1,254.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,285.2	1,246.0	39.2	3.1%	14.8	1.2%	89%	True	False	101,951
10	1,285.2	1,237.9	47.3	3.7%	14.0	1.1%	91%	True	False	99,219
20	1,285.2	1,211.7	73.5	5.7%	13.6	1.1%	94%	True	False	91,196
40	1,285.2	1,159.3	125.9	9.8%	14.0	1.1%	97%	True	False	91,785
60	1,285.2	1,159.3	125.9	9.8%	16.0	1.3%	97%	True	False	67,149
80	1,285.2	1,159.3	125.9	9.8%	16.7	1.3%	97%	True	False	51,969
100	1,285.2	1,159.3	125.9	9.8%	17.8	1.4%	97%	True	False	42,522
120	1,285.2	1,107.5	177.7	13.9%	17.3	1.4%	98%	True	False	35,728

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	3.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,326.0
2.618	1,310.3
1.618	1,300.7
1.000	1,294.8
0.618	1,291.1
HIGH	1,285.2
0.618	1,281.5
0.500	1,280.4
0.382	1,279.3
LOW	1,275.6
0.618	1,269.7
1.000	1,266.0
1.618	1,260.1
2.618	1,250.5
4.250	1,234.8

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	1,280.7	1,279.1
PP	1,280.5	1,277.4
S1	1,280.4	1,275.7

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

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