COMEX Gold Future February 2011

Trading Metrics calculated at close of trading on 24-Jan-2011

Day Change Summary
	Previous	Current
	21-Jan-2011	24-Jan-2011	Change	Change %	Previous Week
Open	1,345.5	1,343.0	-2.5	-0.2%	1,361.2
High	1,349.7	1,352.4	2.7	0.2%	1,378.9
Low	1,337.0	1,333.1	-3.9	-0.3%	1,337.0
Close	1,341.0	1,344.5	3.5	0.3%	1,341.0
Range	12.7	19.3	6.6	52.0%	41.9
ATR	19.8	19.8	0.0	-0.2%	0.0
Volume	147,343	164,382	17,039	11.6%	693,996

Daily Pivots for day following 24-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,401.2	1,392.2	1,355.1
R3	1,381.9	1,372.9	1,349.8
R2	1,362.6	1,362.6	1,348.0
R1	1,353.6	1,353.6	1,346.3	1,358.1
PP	1,343.3	1,343.3	1,343.3	1,345.6
S1	1,334.3	1,334.3	1,342.7	1,338.8
S2	1,324.0	1,324.0	1,341.0
S3	1,304.7	1,315.0	1,339.2
S4	1,285.4	1,295.7	1,333.9

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	1,333.1	45.8	3.4%	18.6	1.4%	25%	False	True	171,675
10	1,392.9	1,333.1	59.8	4.4%	17.9	1.3%	19%	False	True	161,736
20	1,424.4	1,333.1	91.3	6.8%	18.9	1.4%	12%	False	True	139,262
40	1,432.5	1,333.1	99.4	7.4%	19.3	1.4%	11%	False	True	131,927
60	1,432.5	1,324.8	107.7	8.0%	21.5	1.6%	18%	False	False	96,478
80	1,432.5	1,299.6	132.9	9.9%	21.3	1.6%	34%	False	False	73,557
100	1,432.5	1,240.0	192.5	14.3%	19.3	1.4%	54%	False	False	59,167
120	1,432.5	1,194.2	238.3	17.7%	17.9	1.3%	63%	False	False	49,512

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,434.4
2.618	1,402.9
1.618	1,383.6
1.000	1,371.7
0.618	1,364.3
HIGH	1,352.4
0.618	1,345.0
0.500	1,342.8
0.382	1,340.5
LOW	1,333.1
0.618	1,321.2
1.000	1,313.8
1.618	1,301.9
2.618	1,282.6
4.250	1,251.1

Fisher Pivots for day following 24-Jan-2011
Pivot	1 day	3 day
R1	1,343.9	1,352.0
PP	1,343.3	1,349.5
S1	1,342.8	1,347.0

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

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