COMEX Gold Future February 2011

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	1,297.5	1,301.0	3.5	0.3%	1,282.5
High	1,302.6	1,303.1	0.5	0.0%	1,302.6
Low	1,295.4	1,298.0	2.6	0.2%	1,274.7
Close	1,299.8	1,300.3	0.5	0.0%	1,299.8
Range	7.2	5.1	-2.1	-29.2%	27.9
ATR	12.1	11.6	-0.5	-4.1%	0.0
Volume	965	469	-496	-51.4%	6,511

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,315.8	1,313.1	1,303.1
R3	1,310.7	1,308.0	1,301.7
R2	1,305.6	1,305.6	1,301.2
R1	1,302.9	1,302.9	1,300.8	1,301.7
PP	1,300.5	1,300.5	1,300.5	1,299.9
S1	1,297.8	1,297.8	1,299.8	1,296.6
S2	1,295.4	1,295.4	1,299.4
S3	1,290.3	1,292.7	1,298.9
S4	1,285.2	1,287.6	1,297.5

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,376.1	1,365.8	1,315.1
R3	1,348.2	1,337.9	1,307.5
R2	1,320.3	1,320.3	1,304.9
R1	1,310.0	1,310.0	1,302.4	1,315.2
PP	1,292.4	1,292.4	1,292.4	1,294.9
S1	1,282.1	1,282.1	1,297.2	1,287.3
S2	1,264.5	1,264.5	1,294.7
S3	1,236.6	1,254.2	1,292.1
S4	1,208.7	1,226.3	1,284.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,303.1	1,274.7	28.4	2.2%	9.7	0.7%	90%	True	False	1,121
10	1,303.1	1,252.0	51.1	3.9%	10.9	0.8%	95%	True	False	1,262
20	1,303.1	1,236.7	66.4	5.1%	10.7	0.8%	96%	True	False	1,331
40	1,303.1	1,180.5	122.6	9.4%	10.6	0.8%	98%	True	False	1,287
60	1,303.1	1,162.5	140.6	10.8%	10.3	0.8%	98%	True	False	1,115
80	1,303.1	1,162.5	140.6	10.8%	11.2	0.9%	98%	True	False	1,038
100	1,303.1	1,162.5	140.6	10.8%	11.7	0.9%	98%	True	False	901

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.0
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,324.8
2.618	1,316.5
1.618	1,311.4
1.000	1,308.2
0.618	1,306.3
HIGH	1,303.1
0.618	1,301.2
0.500	1,300.6
0.382	1,299.9
LOW	1,298.0
0.618	1,294.8
1.000	1,292.9
1.618	1,289.7
2.618	1,284.6
4.250	1,276.3

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	1,300.6	1,299.2
PP	1,300.5	1,298.0
S1	1,300.4	1,296.9

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

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