COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 20-Jun-2011

Day Change Summary
	Previous	Current
	17-Jun-2011	20-Jun-2011	Change	Change %	Previous Week
Open	1,529.1	1,541.3	12.2	0.8%	1,530.7
High	1,543.0	1,548.2	5.2	0.3%	1,543.0
Low	1,523.2	1,533.6	10.4	0.7%	1,511.4
Close	1,539.1	1,542.0	2.9	0.2%	1,539.1
Range	19.8	14.6	-5.2	-26.3%	31.6
ATR	19.2	18.9	-0.3	-1.7%	0.0
Volume	112,557	90,233	-22,324	-19.8%	582,695

Daily Pivots for day following 20-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,585.1	1,578.1	1,550.0
R3	1,570.5	1,563.5	1,546.0
R2	1,555.9	1,555.9	1,544.7
R1	1,548.9	1,548.9	1,543.3	1,552.4
PP	1,541.3	1,541.3	1,541.3	1,543.0
S1	1,534.3	1,534.3	1,540.7	1,537.8
S2	1,526.7	1,526.7	1,539.3
S3	1,512.1	1,519.7	1,538.0
S4	1,497.5	1,505.1	1,534.0

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,626.0	1,614.1	1,556.5
R3	1,594.4	1,582.5	1,547.8
R2	1,562.8	1,562.8	1,544.9
R1	1,550.9	1,550.9	1,542.0	1,556.9
PP	1,531.2	1,531.2	1,531.2	1,534.1
S1	1,519.3	1,519.3	1,536.2	1,525.3
S2	1,499.6	1,499.6	1,533.3
S3	1,468.0	1,487.7	1,530.4
S4	1,436.4	1,456.1	1,521.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,548.2	1,512.8	35.4	2.3%	16.5	1.1%	82%	True	False	112,193
10	1,551.4	1,511.4	40.0	2.6%	17.2	1.1%	77%	False	False	110,792
20	1,555.0	1,504.9	50.1	3.2%	17.1	1.1%	74%	False	False	112,911
40	1,577.7	1,464.1	113.6	7.4%	21.9	1.4%	69%	False	False	62,808
60	1,577.7	1,413.5	164.2	10.6%	19.8	1.3%	78%	False	False	43,345
80	1,577.7	1,389.8	187.9	12.2%	19.0	1.2%	81%	False	False	32,899
100	1,577.7	1,314.2	263.5	17.1%	18.4	1.2%	86%	False	False	26,586
120	1,577.7	1,314.2	263.5	17.1%	17.9	1.2%	86%	False	False	22,273

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,610.3
2.618	1,586.4
1.618	1,571.8
1.000	1,562.8
0.618	1,557.2
HIGH	1,548.2
0.618	1,542.6
0.500	1,540.9
0.382	1,539.2
LOW	1,533.6
0.618	1,524.6
1.000	1,519.0
1.618	1,510.0
2.618	1,495.4
4.250	1,471.6

Fisher Pivots for day following 20-Jun-2011
Pivot	1 day	3 day
R1	1,541.6	1,539.7
PP	1,541.3	1,537.4
S1	1,540.9	1,535.1

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

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