COMEX Gold Future February 2011

Trading Metrics calculated at close of trading on 20-Jan-2011

Day Change Summary
	Previous	Current
	19-Jan-2011	20-Jan-2011	Change	Change %	Previous Week
Open	1,367.8	1,369.9	2.1	0.2%	1,369.8
High	1,378.9	1,370.9	-8.0	-0.6%	1,392.9
Low	1,365.5	1,342.4	-23.1	-1.7%	1,354.6
Close	1,370.2	1,346.5	-23.7	-1.7%	1,360.5
Range	13.4	28.5	15.1	112.7%	38.3
ATR	19.7	20.4	0.6	3.2%	0.0
Volume	124,495	221,770	97,275	78.1%	758,988

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,438.8	1,421.1	1,362.2
R3	1,410.3	1,392.6	1,354.3
R2	1,381.8	1,381.8	1,351.7
R1	1,364.1	1,364.1	1,349.1	1,358.7
PP	1,353.3	1,353.3	1,353.3	1,350.6
S1	1,335.6	1,335.6	1,343.9	1,330.2
S2	1,324.8	1,324.8	1,341.3
S3	1,296.3	1,307.1	1,338.7
S4	1,267.8	1,278.6	1,330.8

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,484.2	1,460.7	1,381.6
R3	1,445.9	1,422.4	1,371.0
R2	1,407.6	1,407.6	1,367.5
R1	1,384.1	1,384.1	1,364.0	1,376.7
PP	1,369.3	1,369.3	1,369.3	1,365.7
S1	1,345.8	1,345.8	1,357.0	1,338.4
S2	1,331.0	1,331.0	1,353.5
S3	1,292.7	1,307.5	1,350.0
S4	1,254.4	1,269.2	1,339.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,392.9	1,342.4	50.5	3.8%	21.6	1.6%	8%	False	True	184,168
10	1,392.9	1,342.4	50.5	3.8%	18.9	1.4%	8%	False	True	167,175
20	1,424.4	1,342.4	82.0	6.1%	18.5	1.4%	5%	False	True	129,978
40	1,432.5	1,342.4	90.1	6.7%	19.5	1.4%	5%	False	True	127,617
60	1,432.5	1,321.1	111.4	8.3%	21.6	1.6%	23%	False	False	91,570
80	1,432.5	1,284.5	148.0	11.0%	21.4	1.6%	42%	False	False	69,733
100	1,432.5	1,236.7	195.8	14.5%	19.2	1.4%	56%	False	False	56,053
120	1,432.5	1,180.5	252.0	18.7%	17.8	1.3%	66%	False	False	46,918

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.2
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,492.0
2.618	1,445.5
1.618	1,417.0
1.000	1,399.4
0.618	1,388.5
HIGH	1,370.9
0.618	1,360.0
0.500	1,356.7
0.382	1,353.3
LOW	1,342.4
0.618	1,324.8
1.000	1,313.9
1.618	1,296.3
2.618	1,267.8
4.250	1,221.3

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	1,356.7	1,360.7
PP	1,353.3	1,355.9
S1	1,349.9	1,351.2

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

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