COMEX Gold Future February 2011

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

Day Change Summary
	Previous	Current
	23-Dec-2010	27-Dec-2010	Change	Change %	Previous Week
Open	1,386.1	1,378.9	-7.2	-0.5%	1,377.0
High	1,389.0	1,387.0	-2.0	-0.1%	1,393.0
Low	1,372.6	1,372.7	0.1	0.0%	1,372.6
Close	1,380.5	1,382.9	2.4	0.2%	1,380.5
Range	16.4	14.3	-2.1	-12.8%	20.4
ATR	20.0	19.6	-0.4	-2.0%	0.0
Volume	70,998	81,033	10,035	14.1%	291,310

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,423.8	1,417.6	1,390.8
R3	1,409.5	1,403.3	1,386.8
R2	1,395.2	1,395.2	1,385.5
R1	1,389.0	1,389.0	1,384.2	1,392.1
PP	1,380.9	1,380.9	1,380.9	1,382.4
S1	1,374.7	1,374.7	1,381.6	1,377.8
S2	1,366.6	1,366.6	1,380.3
S3	1,352.3	1,360.4	1,379.0
S4	1,338.0	1,346.1	1,375.0

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,443.2	1,432.3	1,391.7
R3	1,422.8	1,411.9	1,386.1
R2	1,402.4	1,402.4	1,384.2
R1	1,391.5	1,391.5	1,382.4	1,397.0
PP	1,382.0	1,382.0	1,382.0	1,384.8
S1	1,371.1	1,371.1	1,378.6	1,376.6
S2	1,361.6	1,361.6	1,376.8
S3	1,341.2	1,350.7	1,374.9
S4	1,320.8	1,330.3	1,369.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,393.0	1,372.6	20.4	1.5%	12.6	0.9%	50%	False	False	74,468
10	1,406.0	1,361.6	44.4	3.2%	15.4	1.1%	48%	False	False	101,532
20	1,432.5	1,354.5	78.0	5.6%	19.2	1.4%	36%	False	False	123,333
40	1,432.5	1,327.8	104.7	7.6%	22.6	1.6%	53%	False	False	76,993
60	1,432.5	1,309.8	122.7	8.9%	22.0	1.6%	60%	False	False	52,921
80	1,432.5	1,240.0	192.5	13.9%	19.5	1.4%	74%	False	False	40,153
100	1,432.5	1,194.2	238.3	17.2%	17.8	1.3%	79%	False	False	32,348
120	1,432.5	1,162.5	270.0	19.5%	16.3	1.2%	82%	False	False	27,097

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,447.8
2.618	1,424.4
1.618	1,410.1
1.000	1,401.3
0.618	1,395.8
HIGH	1,387.0
0.618	1,381.5
0.500	1,379.9
0.382	1,378.2
LOW	1,372.7
0.618	1,363.9
1.000	1,358.4
1.618	1,349.6
2.618	1,335.3
4.250	1,311.9

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	1,381.9	1,382.7
PP	1,380.9	1,382.4
S1	1,379.9	1,382.2

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

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