COMEX Gold Future June 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	1,536.7	1,535.7	-1.0	-0.1%	1,512.8
High	1,541.1	1,550.6	9.5	0.6%	1,538.5
Low	1,532.4	1,529.7	-2.7	-0.2%	1,503.7
Close	1,535.9	1,542.4	6.5	0.4%	1,536.3
Range	8.7	20.9	12.2	140.2%	34.8
ATR	21.4	21.4	0.0	-0.2%	0.0
Volume	76,719	2,780	-73,939	-96.4%	816,910

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,603.6	1,593.9	1,553.9
R3	1,582.7	1,573.0	1,548.1
R2	1,561.8	1,561.8	1,546.2
R1	1,552.1	1,552.1	1,544.3	1,557.0
PP	1,540.9	1,540.9	1,540.9	1,543.3
S1	1,531.2	1,531.2	1,540.5	1,536.1
S2	1,520.0	1,520.0	1,538.6
S3	1,499.1	1,510.3	1,536.7
S4	1,478.2	1,489.4	1,530.9

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,630.6	1,618.2	1,555.4
R3	1,595.8	1,583.4	1,545.9
R2	1,561.0	1,561.0	1,542.7
R1	1,548.6	1,548.6	1,539.5	1,554.8
PP	1,526.2	1,526.2	1,526.2	1,529.3
S1	1,513.8	1,513.8	1,533.1	1,520.0
S2	1,491.4	1,491.4	1,529.9
S3	1,456.6	1,479.0	1,526.7
S4	1,421.8	1,444.2	1,517.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,550.6	1,514.6	36.0	2.3%	15.5	1.0%	77%	True	False	101,932
10	1,550.6	1,484.6	66.0	4.3%	16.7	1.1%	88%	True	False	136,726
20	1,550.6	1,462.5	88.1	5.7%	23.7	1.5%	91%	True	False	164,727
40	1,577.4	1,431.0	146.4	9.5%	21.9	1.4%	76%	False	False	153,842
60	1,577.4	1,382.4	195.0	12.6%	20.9	1.4%	82%	False	False	120,357
80	1,577.4	1,346.0	231.4	15.0%	19.7	1.3%	85%	False	False	91,909
100	1,577.4	1,310.9	266.5	17.3%	19.8	1.3%	87%	False	False	74,447
120	1,577.4	1,310.9	266.5	17.3%	19.3	1.2%	87%	False	False	62,383

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.5
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,639.4
2.618	1,605.3
1.618	1,584.4
1.000	1,571.5
0.618	1,563.5
HIGH	1,550.6
0.618	1,542.6
0.500	1,540.2
0.382	1,537.7
LOW	1,529.7
0.618	1,516.8
1.000	1,508.8
1.618	1,495.9
2.618	1,475.0
4.250	1,440.9

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	1,541.7	1,539.8
PP	1,540.9	1,537.1
S1	1,540.2	1,534.5

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

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