COMEX Gold Future December 2010

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	1,293.8	1,299.2	5.4	0.4%	1,277.7
High	1,301.6	1,301.3	-0.3	0.0%	1,301.6
Low	1,290.6	1,295.8	5.2	0.4%	1,272.0
Close	1,298.1	1,298.6	0.5	0.0%	1,298.1
Range	11.0	5.5	-5.5	-50.0%	29.6
ATR	14.4	13.7	-0.6	-4.4%	0.0
Volume	100,765	70,929	-29,836	-29.6%	528,417

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,315.1	1,312.3	1,301.6
R3	1,309.6	1,306.8	1,300.1
R2	1,304.1	1,304.1	1,299.6
R1	1,301.3	1,301.3	1,299.1	1,300.0
PP	1,298.6	1,298.6	1,298.6	1,297.9
S1	1,295.8	1,295.8	1,298.1	1,294.5
S2	1,293.1	1,293.1	1,297.6
S3	1,287.6	1,290.3	1,297.1
S4	1,282.1	1,284.8	1,295.6

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,379.4	1,368.3	1,314.4
R3	1,349.8	1,338.7	1,306.2
R2	1,320.2	1,320.2	1,303.5
R1	1,309.1	1,309.1	1,300.8	1,314.7
PP	1,290.6	1,290.6	1,290.6	1,293.3
S1	1,279.5	1,279.5	1,295.4	1,285.1
S2	1,261.0	1,261.0	1,292.7
S3	1,231.4	1,249.9	1,290.0
S4	1,201.8	1,220.3	1,281.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,301.6	1,272.0	29.6	2.3%	11.3	0.9%	90%	False	False	104,994
10	1,301.6	1,246.0	55.6	4.3%	13.1	1.0%	95%	False	False	103,472
20	1,301.6	1,233.5	68.1	5.2%	13.0	1.0%	96%	False	False	95,753
40	1,301.6	1,176.7	124.9	9.6%	13.4	1.0%	98%	False	False	90,780
60	1,301.6	1,159.3	142.3	11.0%	14.9	1.1%	98%	False	False	75,380
80	1,301.6	1,159.3	142.3	11.0%	16.4	1.3%	98%	False	False	58,212
100	1,301.6	1,159.3	142.3	11.0%	17.6	1.4%	98%	False	False	47,645
120	1,301.6	1,127.8	173.8	13.4%	17.2	1.3%	98%	False	False	40,049

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,324.7
2.618	1,315.7
1.618	1,310.2
1.000	1,306.8
0.618	1,304.7
HIGH	1,301.3
0.618	1,299.2
0.500	1,298.6
0.382	1,297.9
LOW	1,295.8
0.618	1,292.4
1.000	1,290.3
1.618	1,286.9
2.618	1,281.4
4.250	1,272.4

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	1,298.6	1,297.4
PP	1,298.6	1,296.1
S1	1,298.6	1,294.9

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

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