COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	1,545.0	1,545.0	0.0	0.0%	1,538.1
High	1,551.4	1,547.4	-4.0	-0.3%	1,551.6
Low	1,537.0	1,531.8	-5.2	-0.3%	1,520.4
Close	1,544.0	1,538.7	-5.3	-0.3%	1,542.4
Range	14.4	15.6	1.2	8.3%	31.2
ATR	20.3	20.0	-0.3	-1.7%	0.0
Volume	104,206	106,556	2,350	2.3%	553,258

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,586.1	1,578.0	1,547.3
R3	1,570.5	1,562.4	1,543.0
R2	1,554.9	1,554.9	1,541.6
R1	1,546.8	1,546.8	1,540.1	1,543.1
PP	1,539.3	1,539.3	1,539.3	1,537.4
S1	1,531.2	1,531.2	1,537.3	1,527.5
S2	1,523.7	1,523.7	1,535.8
S3	1,508.1	1,515.6	1,534.4
S4	1,492.5	1,500.0	1,530.1

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,631.7	1,618.3	1,559.6
R3	1,600.5	1,587.1	1,551.0
R2	1,569.3	1,569.3	1,548.1
R1	1,555.9	1,555.9	1,545.3	1,562.6
PP	1,538.1	1,538.1	1,538.1	1,541.5
S1	1,524.7	1,524.7	1,539.5	1,531.4
S2	1,506.9	1,506.9	1,536.7
S3	1,475.7	1,493.5	1,533.8
S4	1,444.5	1,462.3	1,525.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,555.0	1,520.4	34.6	2.2%	18.4	1.2%	53%	False	False	116,657
10	1,555.0	1,515.6	39.4	2.6%	16.9	1.1%	59%	False	False	120,857
20	1,555.0	1,472.6	82.4	5.4%	19.8	1.3%	80%	False	False	74,826
40	1,577.7	1,446.2	131.5	8.5%	21.4	1.4%	70%	False	False	41,501
60	1,577.7	1,389.8	187.9	12.2%	19.9	1.3%	79%	False	False	28,575
80	1,577.7	1,358.0	219.7	14.3%	18.4	1.2%	82%	False	False	21,802
100	1,577.7	1,314.2	263.5	17.1%	18.3	1.2%	85%	False	False	17,693
120	1,577.7	1,314.2	263.5	17.1%	17.2	1.1%	85%	False	False	14,817

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

Fibonacci Retracements and Extensions
4.250	1,613.7
2.618	1,588.2
1.618	1,572.6
1.000	1,563.0
0.618	1,557.0
HIGH	1,547.4
0.618	1,541.4
0.500	1,539.6
0.382	1,537.8
LOW	1,531.8
0.618	1,522.2
1.000	1,516.2
1.618	1,506.6
2.618	1,491.0
4.250	1,465.5

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	1,539.6	1,543.4
PP	1,539.3	1,541.8
S1	1,539.0	1,540.3

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

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