COMEX Gold Future August 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	1,394.7	1,396.9	2.2	0.2%	1,392.6
High	1,395.6	1,397.0	1.4	0.1%	1,414.2
Low	1,390.8	1,393.0	2.2	0.2%	1,370.1
Close	1,395.3	1,393.8	-1.5	-0.1%	1,385.8
Range	4.8	4.0	-0.8	-16.7%	44.1
ATR	16.5	15.7	-0.9	-5.4%	0.0
Volume	362	48	-314	-86.7%	1,502

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,406.6	1,404.2	1,396.0
R3	1,402.6	1,400.2	1,394.9
R2	1,398.6	1,398.6	1,394.5
R1	1,396.2	1,396.2	1,394.2	1,395.4
PP	1,394.6	1,394.6	1,394.6	1,394.2
S1	1,392.2	1,392.2	1,393.4	1,391.4
S2	1,390.6	1,390.6	1,393.1
S3	1,386.6	1,388.2	1,392.7
S4	1,382.6	1,384.2	1,391.6

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,522.3	1,498.2	1,410.1
R3	1,478.2	1,454.1	1,397.9
R2	1,434.1	1,434.1	1,393.9
R1	1,410.0	1,410.0	1,389.8	1,400.0
PP	1,390.0	1,390.0	1,390.0	1,385.1
S1	1,365.9	1,365.9	1,381.8	1,355.9
S2	1,345.9	1,345.9	1,377.7
S3	1,301.8	1,321.8	1,373.7
S4	1,257.7	1,277.7	1,361.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,397.0	1,370.1	26.9	1.9%	7.4	0.5%	88%	True	False	281
10	1,414.2	1,370.1	44.1	3.2%	9.8	0.7%	54%	False	False	291
20	1,436.9	1,359.3	77.6	5.6%	13.2	0.9%	44%	False	False	363
40	1,436.9	1,337.3	99.6	7.1%	14.4	1.0%	57%	False	False	853
60	1,436.9	1,312.0	124.9	9.0%	10.9	0.8%	65%	False	False	684
80	1,436.9	1,245.0	191.9	13.8%	8.5	0.6%	78%	False	False	572
100	1,436.9	1,193.2	243.7	17.5%	7.0	0.5%	82%	False	False	507

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	1.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,414.0
2.618	1,407.5
1.618	1,403.5
1.000	1,401.0
0.618	1,399.5
HIGH	1,397.0
0.618	1,395.5
0.500	1,395.0
0.382	1,394.5
LOW	1,393.0
0.618	1,390.5
1.000	1,389.0
1.618	1,386.5
2.618	1,382.5
4.250	1,376.0

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	1,395.0	1,393.4
PP	1,394.6	1,392.9
S1	1,394.2	1,392.5

Download as Excel Spreadsheet

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

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