COMEX Gold Future June 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	1,388.9	1,391.2	2.3	0.2%	1,389.6
High	1,395.9	1,395.7	-0.2	0.0%	1,413.1
Low	1,386.6	1,388.0	1.4	0.1%	1,366.7
Close	1,393.2	1,391.6	-1.6	-0.1%	1,383.6
Range	9.3	7.7	-1.6	-17.2%	46.4
ATR	20.0	19.1	-0.9	-4.4%	0.0
Volume	2,384	746	-1,638	-68.7%	12,625

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,414.9	1,410.9	1,395.8
R3	1,407.2	1,403.2	1,393.7
R2	1,399.5	1,399.5	1,393.0
R1	1,395.5	1,395.5	1,392.3	1,397.5
PP	1,391.8	1,391.8	1,391.8	1,392.8
S1	1,387.8	1,387.8	1,390.9	1,389.8
S2	1,384.1	1,384.1	1,390.2
S3	1,376.4	1,380.1	1,389.5
S4	1,368.7	1,372.4	1,387.4

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,527.0	1,501.7	1,409.1
R3	1,480.6	1,455.3	1,396.4
R2	1,434.2	1,434.2	1,392.1
R1	1,408.9	1,408.9	1,387.9	1,398.4
PP	1,387.8	1,387.8	1,387.8	1,382.5
S1	1,362.5	1,362.5	1,379.3	1,352.0
S2	1,341.4	1,341.4	1,375.1
S3	1,295.0	1,316.1	1,370.8
S4	1,248.6	1,269.7	1,358.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,395.9	1,366.7	29.2	2.1%	12.9	0.9%	85%	False	False	2,182
10	1,413.1	1,366.7	46.4	3.3%	15.0	1.1%	54%	False	False	2,163
20	1,436.7	1,357.1	79.6	5.7%	18.4	1.3%	43%	False	False	2,730
40	1,436.7	1,327.1	109.6	7.9%	21.5	1.5%	59%	False	False	2,704
60	1,436.7	1,305.0	131.7	9.5%	20.1	1.4%	66%	False	False	2,287
80	1,436.7	1,248.8	187.9	13.5%	16.6	1.2%	76%	False	False	1,822
100	1,436.7	1,191.7	245.0	17.6%	13.8	1.0%	82%	False	False	1,526

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1,428.4
2.618	1,415.9
1.618	1,408.2
1.000	1,403.4
0.618	1,400.5
HIGH	1,395.7
0.618	1,392.8
0.500	1,391.9
0.382	1,390.9
LOW	1,388.0
0.618	1,383.2
1.000	1,380.3
1.618	1,375.5
2.618	1,367.8
4.250	1,355.3

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	1,391.9	1,390.7
PP	1,391.8	1,389.8
S1	1,391.7	1,389.0

Download as Excel Spreadsheet

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

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