COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	1,429.0	1,424.0	-5.0	-0.3%	1,427.0
High	1,429.6	1,425.8	-3.8	-0.3%	1,451.1
Low	1,413.5	1,414.5	1.0	0.1%	1,422.4
Close	1,422.8	1,419.0	-3.8	-0.3%	1,429.1
Range	16.1	11.3	-4.8	-29.8%	28.7
ATR	17.2	16.7	-0.4	-2.4%	0.0
Volume	3,570	4,399	829	23.2%	10,593

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,453.7	1,447.6	1,425.2
R3	1,442.4	1,436.3	1,422.1
R2	1,431.1	1,431.1	1,421.1
R1	1,425.0	1,425.0	1,420.0	1,422.4
PP	1,419.8	1,419.8	1,419.8	1,418.5
S1	1,413.7	1,413.7	1,418.0	1,411.1
S2	1,408.5	1,408.5	1,416.9
S3	1,397.2	1,402.4	1,415.9
S4	1,385.9	1,391.1	1,412.8

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,520.3	1,503.4	1,444.9
R3	1,491.6	1,474.7	1,437.0
R2	1,462.9	1,462.9	1,434.4
R1	1,446.0	1,446.0	1,431.7	1,454.5
PP	1,434.2	1,434.2	1,434.2	1,438.4
S1	1,417.3	1,417.3	1,426.5	1,425.8
S2	1,405.5	1,405.5	1,423.8
S3	1,376.8	1,388.6	1,421.2
S4	1,348.1	1,359.9	1,413.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,451.1	1,413.5	37.6	2.6%	16.1	1.1%	15%	False	False	3,145
10	1,451.1	1,389.8	61.3	4.3%	14.7	1.0%	48%	False	False	2,128
20	1,451.1	1,389.8	61.3	4.3%	16.4	1.2%	48%	False	False	2,037
40	1,451.1	1,328.7	122.4	8.6%	15.1	1.1%	74%	False	False	1,699
60	1,451.1	1,314.2	136.9	9.6%	16.1	1.1%	77%	False	False	1,395
80	1,451.1	1,314.2	136.9	9.6%	15.1	1.1%	77%	False	False	1,139
100	1,451.1	1,314.2	136.9	9.6%	15.7	1.1%	77%	False	False	1,153
120	1,451.1	1,314.2	136.9	9.6%	13.7	1.0%	77%	False	False	1,046

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,473.8
2.618	1,455.4
1.618	1,444.1
1.000	1,437.1
0.618	1,432.8
HIGH	1,425.8
0.618	1,421.5
0.500	1,420.2
0.382	1,418.8
LOW	1,414.5
0.618	1,407.5
1.000	1,403.2
1.618	1,396.2
2.618	1,384.9
4.250	1,366.5

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	1,420.2	1,427.3
PP	1,419.8	1,424.5
S1	1,419.4	1,421.8

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

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