COMEX Gold Future June 2011

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	1,525.0	1,526.0	1.0	0.1%	1,542.9
High	1,533.4	1,531.2	-2.2	-0.1%	1,553.9
Low	1,515.0	1,522.0	7.0	0.5%	1,526.4
Close	1,525.6	1,529.3	3.7	0.2%	1,528.6
Range	18.4	9.2	-9.2	-50.0%	27.5
ATR	18.9	18.2	-0.7	-3.7%	0.0
Volume	648	164	-484	-74.7%	4,624

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,555.1	1,551.4	1,534.4
R3	1,545.9	1,542.2	1,531.8
R2	1,536.7	1,536.7	1,531.0
R1	1,533.0	1,533.0	1,530.1	1,534.9
PP	1,527.5	1,527.5	1,527.5	1,528.4
S1	1,523.8	1,523.8	1,528.5	1,525.7
S2	1,518.3	1,518.3	1,527.6
S3	1,509.1	1,514.6	1,526.8
S4	1,499.9	1,505.4	1,524.2

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,618.8	1,601.2	1,543.7
R3	1,591.3	1,573.7	1,536.2
R2	1,563.8	1,563.8	1,533.6
R1	1,546.2	1,546.2	1,531.1	1,541.3
PP	1,536.3	1,536.3	1,536.3	1,533.8
S1	1,518.7	1,518.7	1,526.1	1,513.8
S2	1,508.8	1,508.8	1,523.6
S3	1,481.3	1,491.2	1,521.0
S4	1,453.8	1,463.7	1,513.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,543.9	1,511.3	32.6	2.1%	16.0	1.0%	55%	False	False	519
10	1,553.9	1,511.3	42.6	2.8%	15.3	1.0%	42%	False	False	833
20	1,553.9	1,485.8	68.1	4.5%	16.4	1.1%	64%	False	False	62,155
40	1,577.4	1,462.5	114.9	7.5%	21.5	1.4%	58%	False	False	117,440
60	1,577.4	1,411.5	165.9	10.8%	20.3	1.3%	71%	False	False	117,318
80	1,577.4	1,382.4	195.0	12.8%	20.1	1.3%	75%	False	False	91,748
100	1,577.4	1,310.9	266.5	17.4%	19.7	1.3%	82%	False	False	74,132
120	1,577.4	1,310.9	266.5	17.4%	19.4	1.3%	82%	False	False	62,271

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,570.3
2.618	1,555.3
1.618	1,546.1
1.000	1,540.4
0.618	1,536.9
HIGH	1,531.2
0.618	1,527.7
0.500	1,526.6
0.382	1,525.5
LOW	1,522.0
0.618	1,516.3
1.000	1,512.8
1.618	1,507.1
2.618	1,497.9
4.250	1,482.9

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	1,528.4	1,527.3
PP	1,527.5	1,525.3
S1	1,526.6	1,523.3

Download as Excel Spreadsheet

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

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