COMEX Gold Future February 2011

Trading Metrics calculated at close of trading on 31-Dec-2010

Day Change Summary
	Previous	Current
	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	1,412.2	1,405.0	-7.2	-0.5%	1,378.9
High	1,415.4	1,422.0	6.6	0.5%	1,422.0
Low	1,403.5	1,404.6	1.1	0.1%	1,372.7
Close	1,405.9	1,421.4	15.5	1.1%	1,421.4
Range	11.9	17.4	5.5	46.2%	49.3
ATR	19.0	18.9	-0.1	-0.6%	0.0
Volume	57,138	42,345	-14,793	-25.9%	342,602

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,468.2	1,462.2	1,431.0
R3	1,450.8	1,444.8	1,426.2
R2	1,433.4	1,433.4	1,424.6
R1	1,427.4	1,427.4	1,423.0	1,430.4
PP	1,416.0	1,416.0	1,416.0	1,417.5
S1	1,410.0	1,410.0	1,419.8	1,413.0
S2	1,398.6	1,398.6	1,418.2
S3	1,381.2	1,392.6	1,416.6
S4	1,363.8	1,375.2	1,411.8

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,553.3	1,536.6	1,448.5
R3	1,504.0	1,487.3	1,435.0
R2	1,454.7	1,454.7	1,430.4
R1	1,438.0	1,438.0	1,425.9	1,446.4
PP	1,405.4	1,405.4	1,405.4	1,409.5
S1	1,388.7	1,388.7	1,416.9	1,397.1
S2	1,356.1	1,356.1	1,412.4
S3	1,306.8	1,339.4	1,407.8
S4	1,257.5	1,290.1	1,394.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,422.0	1,372.7	49.3	3.5%	16.3	1.1%	99%	True	False	68,520
10	1,422.0	1,365.4	56.6	4.0%	14.4	1.0%	99%	True	False	73,439
20	1,432.5	1,361.6	70.9	5.0%	18.8	1.3%	84%	False	False	109,486
40	1,432.5	1,331.1	101.4	7.1%	22.1	1.6%	89%	False	False	82,880
60	1,432.5	1,317.4	115.1	8.1%	22.2	1.6%	90%	False	False	57,137
80	1,432.5	1,240.0	192.5	13.5%	19.8	1.4%	94%	False	False	43,368
100	1,432.5	1,196.4	236.1	16.6%	18.0	1.3%	95%	False	False	34,885
120	1,432.5	1,162.5	270.0	19.0%	16.8	1.2%	96%	False	False	29,267

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,496.0
2.618	1,467.6
1.618	1,450.2
1.000	1,439.4
0.618	1,432.8
HIGH	1,422.0
0.618	1,415.4
0.500	1,413.3
0.382	1,411.2
LOW	1,404.6
0.618	1,393.8
1.000	1,387.2
1.618	1,376.4
2.618	1,359.0
4.250	1,330.7

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	1,418.7	1,418.2
PP	1,416.0	1,415.0
S1	1,413.3	1,411.8

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

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