COMEX Gold Future February 2011

Trading Metrics calculated at close of trading on 29-Dec-2010

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	1,384.2	1,406.9	22.7	1.6%	1,377.0
High	1,407.5	1,414.9	7.4	0.5%	1,393.0
Low	1,383.1	1,401.5	18.4	1.3%	1,372.6
Close	1,405.6	1,413.5	7.9	0.6%	1,380.5
Range	24.4	13.4	-11.0	-45.1%	20.4
ATR	20.0	19.5	-0.5	-2.4%	0.0
Volume	95,806	66,280	-29,526	-30.8%	291,310

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,450.2	1,445.2	1,420.9
R3	1,436.8	1,431.8	1,417.2
R2	1,423.4	1,423.4	1,416.0
R1	1,418.4	1,418.4	1,414.7	1,420.9
PP	1,410.0	1,410.0	1,410.0	1,411.2
S1	1,405.0	1,405.0	1,412.3	1,407.5
S2	1,396.6	1,396.6	1,411.0
S3	1,383.2	1,391.6	1,409.8
S4	1,369.8	1,378.2	1,406.1

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	1,414.9	1,372.6	42.3	3.0%	15.3	1.1%	97%	True	False	73,832
10	1,414.9	1,361.6	53.3	3.8%	16.1	1.1%	97%	True	False	94,359
20	1,432.5	1,361.6	70.9	5.0%	18.9	1.3%	73%	False	False	118,274
40	1,432.5	1,327.8	104.7	7.4%	22.5	1.6%	82%	False	False	80,802
60	1,432.5	1,315.5	117.0	8.3%	22.3	1.6%	84%	False	False	55,547
80	1,432.5	1,240.0	192.5	13.6%	19.7	1.4%	90%	False	False	42,156
100	1,432.5	1,194.2	238.3	16.9%	18.0	1.3%	92%	False	False	33,917
120	1,432.5	1,162.5	270.0	19.1%	16.5	1.2%	93%	False	False	28,440

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	False
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	1,471.9
2.618	1,450.0
1.618	1,436.6
1.000	1,428.3
0.618	1,423.2
HIGH	1,414.9
0.618	1,409.8
0.500	1,408.2
0.382	1,406.6
LOW	1,401.5
0.618	1,393.2
1.000	1,388.1
1.618	1,379.8
2.618	1,366.4
4.250	1,344.6

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	1,411.7	1,406.9
PP	1,410.0	1,400.4
S1	1,408.2	1,393.8

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

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