COMEX Gold Future February 2011

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	1,405.0	1,420.4	15.4	1.1%	1,378.9
High	1,422.0	1,424.4	2.4	0.2%	1,422.0
Low	1,404.6	1,413.1	8.5	0.6%	1,372.7
Close	1,421.4	1,422.9	1.5	0.1%	1,421.4
Range	17.4	11.3	-6.1	-35.1%	49.3
ATR	18.9	18.3	-0.5	-2.9%	0.0
Volume	42,345	73,702	31,357	74.1%	342,602

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,454.0	1,449.8	1,429.1
R3	1,442.7	1,438.5	1,426.0
R2	1,431.4	1,431.4	1,425.0
R1	1,427.2	1,427.2	1,423.9	1,429.3
PP	1,420.1	1,420.1	1,420.1	1,421.2
S1	1,415.9	1,415.9	1,421.9	1,418.0
S2	1,408.8	1,408.8	1,420.8
S3	1,397.5	1,404.6	1,419.8
S4	1,386.2	1,393.3	1,416.7

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	1,424.4	1,383.1	41.3	2.9%	15.7	1.1%	96%	True	False	67,054
10	1,424.4	1,372.6	51.8	3.6%	14.1	1.0%	97%	True	False	70,761
20	1,432.5	1,361.6	70.9	5.0%	17.8	1.3%	86%	False	False	105,610
40	1,432.5	1,331.1	101.4	7.1%	21.2	1.5%	91%	False	False	84,536
60	1,432.5	1,317.4	115.1	8.1%	21.7	1.5%	92%	False	False	58,330
80	1,432.5	1,240.0	192.5	13.5%	19.8	1.4%	95%	False	False	44,256
100	1,432.5	1,202.6	229.9	16.2%	18.0	1.3%	96%	False	False	35,603
120	1,432.5	1,162.5	270.0	19.0%	16.9	1.2%	96%	False	False	29,876

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,472.4
2.618	1,454.0
1.618	1,442.7
1.000	1,435.7
0.618	1,431.4
HIGH	1,424.4
0.618	1,420.1
0.500	1,418.8
0.382	1,417.4
LOW	1,413.1
0.618	1,406.1
1.000	1,401.8
1.618	1,394.8
2.618	1,383.5
4.250	1,365.1

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	1,421.5	1,419.9
PP	1,420.1	1,416.9
S1	1,418.8	1,414.0

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

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