COMEX Gold Future December 2010

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

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	1,370.6	1,334.4	-36.2	-2.6%	1,348.9
High	1,371.7	1,348.1	-23.6	-1.7%	1,388.1
Low	1,328.4	1,331.1	2.7	0.2%	1,341.1
Close	1,336.0	1,344.2	8.2	0.6%	1,372.0
Range	43.3	17.0	-26.3	-60.7%	47.0
ATR	20.6	20.3	-0.3	-1.2%	0.0
Volume	243,671	149,464	-94,207	-38.7%	753,265

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,392.1	1,385.2	1,353.6
R3	1,375.1	1,368.2	1,348.9
R2	1,358.1	1,358.1	1,347.3
R1	1,351.2	1,351.2	1,345.8	1,354.7
PP	1,341.1	1,341.1	1,341.1	1,342.9
S1	1,334.2	1,334.2	1,342.6	1,337.7
S2	1,324.1	1,324.1	1,341.1
S3	1,307.1	1,317.2	1,339.5
S4	1,290.1	1,300.2	1,334.9

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,508.1	1,487.0	1,397.9
R3	1,461.1	1,440.0	1,384.9
R2	1,414.1	1,414.1	1,380.6
R1	1,393.0	1,393.0	1,376.3	1,403.6
PP	1,367.1	1,367.1	1,367.1	1,372.3
S1	1,346.0	1,346.0	1,367.7	1,356.6
S2	1,320.1	1,320.1	1,363.4
S3	1,273.1	1,299.0	1,359.1
S4	1,226.1	1,252.0	1,346.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,388.1	1,328.4	59.7	4.4%	24.7	1.8%	26%	False	False	174,956
10	1,388.1	1,325.6	62.5	4.6%	24.4	1.8%	30%	False	False	170,429
20	1,388.1	1,276.2	111.9	8.3%	19.9	1.5%	61%	False	False	142,511
40	1,388.1	1,230.9	157.2	11.7%	16.6	1.2%	72%	False	False	118,620
60	1,388.1	1,159.3	228.8	17.0%	15.7	1.2%	81%	False	False	110,346
80	1,388.1	1,159.3	228.8	17.0%	16.8	1.3%	81%	False	False	89,107
100	1,388.1	1,159.3	228.8	17.0%	17.4	1.3%	81%	False	False	72,480
120	1,388.1	1,159.3	228.8	17.0%	18.2	1.4%	81%	False	False	61,294

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,420.4
2.618	1,392.6
1.618	1,375.6
1.000	1,365.1
0.618	1,358.6
HIGH	1,348.1
0.618	1,341.6
0.500	1,339.6
0.382	1,337.6
LOW	1,331.1
0.618	1,320.6
1.000	1,314.1
1.618	1,303.6
2.618	1,286.6
4.250	1,258.9

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	1,342.7	1,352.0
PP	1,341.1	1,349.4
S1	1,339.6	1,346.8

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

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