COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	1,547.9	1,548.5	0.6	0.0%	1,530.7
High	1,559.3	1,549.6	-9.7	-0.6%	1,543.0
Low	1,542.0	1,511.5	-30.5	-2.0%	1,511.4
Close	1,553.4	1,520.5	-32.9	-2.1%	1,539.1
Range	17.3	38.1	20.8	120.2%	31.6
ATR	18.1	19.8	1.7	9.4%	0.0
Volume	129,192	219,423	90,231	69.8%	582,695

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,641.5	1,619.1	1,541.5
R3	1,603.4	1,581.0	1,531.0
R2	1,565.3	1,565.3	1,527.5
R1	1,542.9	1,542.9	1,524.0	1,535.1
PP	1,527.2	1,527.2	1,527.2	1,523.3
S1	1,504.8	1,504.8	1,517.0	1,497.0
S2	1,489.1	1,489.1	1,513.5
S3	1,451.0	1,466.7	1,510.0
S4	1,412.9	1,428.6	1,499.5

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	1,559.3	1,511.5	47.8	3.1%	19.9	1.3%	19%	False	True	127,662
10	1,559.3	1,511.4	47.9	3.2%	19.0	1.2%	19%	False	False	123,056
20	1,559.3	1,511.4	47.9	3.2%	18.2	1.2%	19%	False	False	122,269
40	1,577.7	1,464.1	113.6	7.5%	22.1	1.5%	50%	False	False	73,172
60	1,577.7	1,415.4	162.3	10.7%	20.2	1.3%	65%	False	False	50,392
80	1,577.7	1,389.8	187.9	12.4%	19.3	1.3%	70%	False	False	38,303
100	1,577.7	1,328.7	249.0	16.4%	18.2	1.2%	77%	False	False	30,915
120	1,577.7	1,314.2	263.5	17.3%	18.2	1.2%	78%	False	False	25,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.4
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1,711.5
2.618	1,649.3
1.618	1,611.2
1.000	1,587.7
0.618	1,573.1
HIGH	1,549.6
0.618	1,535.0
0.500	1,530.6
0.382	1,526.1
LOW	1,511.5
0.618	1,488.0
1.000	1,473.4
1.618	1,449.9
2.618	1,411.8
4.250	1,349.6

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	1,530.6	1,535.4
PP	1,527.2	1,530.4
S1	1,523.9	1,525.5

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

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