COMEX Gold Future February 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	1,369.9	1,345.5	-24.4	-1.8%	1,361.2
High	1,370.9	1,349.7	-21.2	-1.5%	1,378.9
Low	1,342.4	1,337.0	-5.4	-0.4%	1,337.0
Close	1,346.5	1,341.0	-5.5	-0.4%	1,341.0
Range	28.5	12.7	-15.8	-55.4%	41.9
ATR	20.4	19.8	-0.5	-2.7%	0.0
Volume	221,770	147,343	-74,427	-33.6%	693,996

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,380.7	1,373.5	1,348.0
R3	1,368.0	1,360.8	1,344.5
R2	1,355.3	1,355.3	1,343.3
R1	1,348.1	1,348.1	1,342.2	1,345.4
PP	1,342.6	1,342.6	1,342.6	1,341.2
S1	1,335.4	1,335.4	1,339.8	1,332.7
S2	1,329.9	1,329.9	1,338.7
S3	1,317.2	1,322.7	1,337.5
S4	1,304.5	1,310.0	1,334.0

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,478.0	1,451.4	1,364.0
R3	1,436.1	1,409.5	1,352.5
R2	1,394.2	1,394.2	1,348.7
R1	1,367.6	1,367.6	1,344.8	1,360.0
PP	1,352.3	1,352.3	1,352.3	1,348.5
S1	1,325.7	1,325.7	1,337.2	1,318.1
S2	1,310.4	1,310.4	1,333.3
S3	1,268.5	1,283.8	1,329.5
S4	1,226.6	1,241.9	1,318.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,378.9	1,337.0	41.9	3.1%	19.4	1.4%	10%	False	True	176,588
10	1,392.9	1,337.0	55.9	4.2%	18.6	1.4%	7%	False	True	166,446
20	1,424.4	1,337.0	87.4	6.5%	18.7	1.4%	5%	False	True	134,592
40	1,432.5	1,337.0	95.5	7.1%	19.1	1.4%	4%	False	True	130,144
60	1,432.5	1,321.1	111.4	8.3%	21.6	1.6%	18%	False	False	93,873
80	1,432.5	1,299.6	132.9	9.9%	21.2	1.6%	31%	False	False	71,567
100	1,432.5	1,236.7	195.8	14.6%	19.3	1.4%	53%	False	False	57,525
120	1,432.5	1,186.0	246.5	18.4%	17.8	1.3%	63%	False	False	48,145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	4.2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,403.7
2.618	1,382.9
1.618	1,370.2
1.000	1,362.4
0.618	1,357.5
HIGH	1,349.7
0.618	1,344.8
0.500	1,343.4
0.382	1,341.9
LOW	1,337.0
0.618	1,329.2
1.000	1,324.3
1.618	1,316.5
2.618	1,303.8
4.250	1,283.0

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	1,343.4	1,358.0
PP	1,342.6	1,352.3
S1	1,341.8	1,346.7

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

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