COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 31-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	31-May-2011	Change	Change %	Previous Week
Open	1,520.2	1,538.1	17.9	1.2%	1,513.5
High	1,539.5	1,541.9	2.4	0.2%	1,539.5
Low	1,520.0	1,533.1	13.1	0.9%	1,504.9
Close	1,537.3	1,536.8	-0.5	0.0%	1,537.3
Range	19.5	8.8	-10.7	-54.9%	34.6
ATR	21.8	20.8	-0.9	-4.3%	0.0
Volume	124,429	138,115	13,686	11.0%	502,172

Daily Pivots for day following 31-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,563.7	1,559.0	1,541.6
R3	1,554.9	1,550.2	1,539.2
R2	1,546.1	1,546.1	1,538.4
R1	1,541.4	1,541.4	1,537.6	1,539.4
PP	1,537.3	1,537.3	1,537.3	1,536.2
S1	1,532.6	1,532.6	1,536.0	1,530.6
S2	1,528.5	1,528.5	1,535.2
S3	1,519.7	1,523.8	1,534.4
S4	1,510.9	1,515.0	1,532.0

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,631.0	1,618.8	1,556.3
R3	1,596.4	1,584.2	1,546.8
R2	1,561.8	1,561.8	1,543.6
R1	1,549.6	1,549.6	1,540.5	1,555.7
PP	1,527.2	1,527.2	1,527.2	1,530.3
S1	1,515.0	1,515.0	1,534.1	1,521.1
S2	1,492.6	1,492.6	1,531.0
S3	1,458.0	1,480.4	1,527.8
S4	1,423.4	1,445.8	1,518.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,541.9	1,514.2	27.7	1.8%	14.3	0.9%	82%	True	False	118,215
10	1,541.9	1,472.6	69.3	4.5%	17.0	1.1%	93%	True	False	72,648
20	1,552.0	1,464.1	87.9	5.7%	23.8	1.6%	83%	False	False	42,639
40	1,577.7	1,431.4	146.3	9.5%	20.9	1.4%	72%	False	False	24,131
60	1,577.7	1,389.8	187.9	12.2%	19.5	1.3%	78%	False	False	16,765
80	1,577.7	1,347.4	230.3	15.0%	17.9	1.2%	82%	False	False	12,942
100	1,577.7	1,314.2	263.5	17.1%	17.9	1.2%	84%	False	False	10,527
120	1,577.7	1,314.2	263.5	17.1%	17.0	1.1%	84%	False	False	8,826

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.4
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1,579.3
2.618	1,564.9
1.618	1,556.1
1.000	1,550.7
0.618	1,547.3
HIGH	1,541.9
0.618	1,538.5
0.500	1,537.5
0.382	1,536.5
LOW	1,533.1
0.618	1,527.7
1.000	1,524.3
1.618	1,518.9
2.618	1,510.1
4.250	1,495.7

Fisher Pivots for day following 31-May-2011
Pivot	1 day	3 day
R1	1,537.5	1,534.1
PP	1,537.3	1,531.4
S1	1,537.0	1,528.8

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

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