COMEX Gold Future June 2011

Trading Metrics calculated at close of trading on 11-May-2011

Day Change Summary
	Previous	Current
	10-May-2011	11-May-2011	Change	Change %	Previous Week
Open	1,512.5	1,515.9	3.4	0.2%	1,566.8
High	1,520.0	1,526.8	6.8	0.4%	1,577.4
Low	1,505.2	1,495.4	-9.8	-0.7%	1,462.5
Close	1,516.9	1,501.4	-15.5	-1.0%	1,491.6
Range	14.8	31.4	16.6	112.2%	114.9
ATR	25.4	25.8	0.4	1.7%	0.0
Volume	134,201	189,114	54,913	40.9%	1,188,831

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,602.1	1,583.1	1,518.7
R3	1,570.7	1,551.7	1,510.0
R2	1,539.3	1,539.3	1,507.2
R1	1,520.3	1,520.3	1,504.3	1,514.1
PP	1,507.9	1,507.9	1,507.9	1,504.8
S1	1,488.9	1,488.9	1,498.5	1,482.7
S2	1,476.5	1,476.5	1,495.6
S3	1,445.1	1,457.5	1,492.8
S4	1,413.7	1,426.1	1,484.1

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,855.2	1,788.3	1,554.8
R3	1,740.3	1,673.4	1,523.2
R2	1,625.4	1,625.4	1,512.7
R1	1,558.5	1,558.5	1,502.1	1,534.5
PP	1,510.5	1,510.5	1,510.5	1,498.5
S1	1,443.6	1,443.6	1,481.1	1,419.6
S2	1,395.6	1,395.6	1,470.5
S3	1,280.7	1,328.7	1,460.0
S4	1,165.8	1,213.8	1,428.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,526.8	1,462.5	64.3	4.3%	31.6	2.1%	60%	True	False	205,670
10	1,577.4	1,462.5	114.9	7.7%	32.1	2.1%	34%	False	False	197,642
20	1,577.4	1,452.0	125.4	8.4%	24.4	1.6%	39%	False	False	167,513
40	1,577.4	1,388.4	189.0	12.6%	21.1	1.4%	60%	False	False	126,734
60	1,577.4	1,363.1	214.3	14.3%	20.3	1.4%	65%	False	False	88,310
80	1,577.4	1,310.9	266.5	17.8%	20.0	1.3%	71%	False	False	67,323
100	1,577.4	1,310.9	266.5	17.8%	19.2	1.3%	71%	False	False	54,329
120	1,577.4	1,310.9	266.5	17.8%	19.4	1.3%	71%	False	False	45,771

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	6.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,660.3
2.618	1,609.0
1.618	1,577.6
1.000	1,558.2
0.618	1,546.2
HIGH	1,526.8
0.618	1,514.8
0.500	1,511.1
0.382	1,507.4
LOW	1,495.4
0.618	1,476.0
1.000	1,464.0
1.618	1,444.6
2.618	1,413.2
4.250	1,362.0

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	1,511.1	1,507.9
PP	1,507.9	1,505.7
S1	1,504.6	1,503.6

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

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