COMEX Gold Future February 2011

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

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	1,370.4	1,377.0	6.6	0.5%	1,385.0
High	1,379.8	1,388.9	9.1	0.7%	1,406.0
Low	1,365.4	1,376.6	11.2	0.8%	1,361.6
Close	1,379.2	1,386.1	6.9	0.5%	1,379.2
Range	14.4	12.3	-2.1	-14.6%	44.4
ATR	22.7	22.0	-0.7	-3.3%	0.0
Volume	100,486	87,314	-13,172	-13.1%	642,977

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,420.8	1,415.7	1,392.9
R3	1,408.5	1,403.4	1,389.5
R2	1,396.2	1,396.2	1,388.4
R1	1,391.1	1,391.1	1,387.2	1,393.7
PP	1,383.9	1,383.9	1,383.9	1,385.1
S1	1,378.8	1,378.8	1,385.0	1,381.4
S2	1,371.6	1,371.6	1,383.8
S3	1,359.3	1,366.5	1,382.7
S4	1,347.0	1,354.2	1,379.3

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,515.5	1,491.7	1,403.6
R3	1,471.1	1,447.3	1,391.4
R2	1,426.7	1,426.7	1,387.3
R1	1,402.9	1,402.9	1,383.3	1,392.6
PP	1,382.3	1,382.3	1,382.3	1,377.1
S1	1,358.5	1,358.5	1,375.1	1,348.2
S2	1,337.9	1,337.9	1,371.1
S3	1,293.5	1,314.1	1,367.0
S4	1,249.1	1,269.7	1,354.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,406.0	1,361.6	44.4	3.2%	16.9	1.2%	55%	False	False	124,689
10	1,432.5	1,361.6	70.9	5.1%	20.8	1.5%	35%	False	False	136,092
20	1,432.5	1,350.0	82.5	6.0%	20.9	1.5%	44%	False	False	122,499
40	1,432.5	1,321.1	111.4	8.0%	23.4	1.7%	58%	False	False	70,515
60	1,432.5	1,284.5	148.0	10.7%	22.2	1.6%	69%	False	False	48,361
80	1,432.5	1,236.7	195.8	14.1%	19.4	1.4%	76%	False	False	36,612
100	1,432.5	1,170.2	262.3	18.9%	17.7	1.3%	82%	False	False	29,542
120	1,432.5	1,162.5	270.0	19.5%	16.5	1.2%	83%	False	False	24,738

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,441.2
2.618	1,421.1
1.618	1,408.8
1.000	1,401.2
0.618	1,396.5
HIGH	1,388.9
0.618	1,384.2
0.500	1,382.8
0.382	1,381.3
LOW	1,376.6
0.618	1,369.0
1.000	1,364.3
1.618	1,356.7
2.618	1,344.4
4.250	1,324.3

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	1,385.0	1,382.5
PP	1,383.9	1,378.9
S1	1,382.8	1,375.3

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

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