COMEX Gold Future June 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	1,373.9	1,371.8	-2.1	-0.2%	1,376.6
High	1,382.4	1,372.5	-9.9	-0.7%	1,396.1
Low	1,370.4	1,345.8	-24.6	-1.8%	1,358.4
Close	1,373.9	1,349.9	-24.0	-1.7%	1,364.3
Range	12.0	26.7	14.7	122.5%	37.7
ATR	18.6	19.2	0.7	3.7%	0.0
Volume	5,325	4,186	-1,139	-21.4%	18,922

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,436.2	1,419.7	1,364.6
R3	1,409.5	1,393.0	1,357.2
R2	1,382.8	1,382.8	1,354.8
R1	1,366.3	1,366.3	1,352.3	1,361.2
PP	1,356.1	1,356.1	1,356.1	1,353.5
S1	1,339.6	1,339.6	1,347.5	1,334.5
S2	1,329.4	1,329.4	1,345.0
S3	1,302.7	1,312.9	1,342.6
S4	1,276.0	1,286.2	1,335.2

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,486.0	1,462.9	1,385.0
R3	1,448.3	1,425.2	1,374.7
R2	1,410.6	1,410.6	1,371.2
R1	1,387.5	1,387.5	1,367.8	1,380.2
PP	1,372.9	1,372.9	1,372.9	1,369.3
S1	1,349.8	1,349.8	1,360.8	1,342.5
S2	1,335.2	1,335.2	1,357.4
S3	1,297.5	1,312.1	1,353.9
S4	1,259.8	1,274.4	1,343.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,396.1	1,345.8	50.3	3.7%	19.9	1.5%	8%	False	True	4,159
10	1,396.1	1,345.8	50.3	3.7%	17.4	1.3%	8%	False	True	3,642
20	1,428.5	1,345.8	82.7	6.1%	17.2	1.3%	5%	False	True	2,646
40	1,436.7	1,345.8	90.9	6.7%	18.2	1.3%	5%	False	True	2,817
60	1,436.7	1,327.1	109.6	8.1%	20.2	1.5%	21%	False	False	2,740
80	1,436.7	1,288.6	148.1	11.0%	19.6	1.5%	41%	False	False	2,370
100	1,436.7	1,243.4	193.3	14.3%	16.6	1.2%	55%	False	False	1,982
120	1,436.7	1,189.6	247.1	18.3%	14.3	1.1%	65%	False	False	1,708

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	3.6
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,486.0
2.618	1,442.4
1.618	1,415.7
1.000	1,399.2
0.618	1,389.0
HIGH	1,372.5
0.618	1,362.3
0.500	1,359.2
0.382	1,356.0
LOW	1,345.8
0.618	1,329.3
1.000	1,319.1
1.618	1,302.6
2.618	1,275.9
4.250	1,232.3

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	1,359.2	1,364.1
PP	1,356.1	1,359.4
S1	1,353.0	1,354.6

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

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