COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	1,522.7	1,500.9	-21.8	-1.4%	1,541.3
High	1,526.5	1,506.1	-20.4	-1.3%	1,559.3
Low	1,498.5	1,490.8	-7.7	-0.5%	1,498.5
Close	1,500.9	1,496.4	-4.5	-0.3%	1,500.9
Range	28.0	15.3	-12.7	-45.4%	60.8
ATR	20.4	20.1	-0.4	-1.8%	0.0
Volume	134,316	118,988	-15,328	-11.4%	660,072

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,543.7	1,535.3	1,504.8
R3	1,528.4	1,520.0	1,500.6
R2	1,513.1	1,513.1	1,499.2
R1	1,504.7	1,504.7	1,497.8	1,501.3
PP	1,497.8	1,497.8	1,497.8	1,496.0
S1	1,489.4	1,489.4	1,495.0	1,486.0
S2	1,482.5	1,482.5	1,493.6
S3	1,467.2	1,474.1	1,492.2
S4	1,451.9	1,458.8	1,488.0

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,702.0	1,662.2	1,534.3
R3	1,641.2	1,601.4	1,517.6
R2	1,580.4	1,580.4	1,512.0
R1	1,540.6	1,540.6	1,506.5	1,530.1
PP	1,519.6	1,519.6	1,519.6	1,514.3
S1	1,479.8	1,479.8	1,495.3	1,469.3
S2	1,458.8	1,458.8	1,489.8
S3	1,398.0	1,419.0	1,484.2
S4	1,337.2	1,358.2	1,467.5

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	1,490.8	68.5	4.6%	21.7	1.4%	8%	False	True	137,765
10	1,559.3	1,490.8	68.5	4.6%	19.1	1.3%	8%	False	True	124,979
20	1,559.3	1,490.8	68.5	4.6%	18.6	1.2%	8%	False	True	122,244
40	1,577.7	1,464.1	113.6	7.6%	21.9	1.5%	28%	False	False	79,166
60	1,577.7	1,415.5	162.2	10.8%	20.4	1.4%	50%	False	False	54,552
80	1,577.7	1,389.8	187.9	12.6%	19.4	1.3%	57%	False	False	41,428
100	1,577.7	1,328.7	249.0	16.6%	18.3	1.2%	67%	False	False	33,434
120	1,577.7	1,314.2	263.5	17.6%	18.1	1.2%	69%	False	False	27,999

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1,571.1
2.618	1,546.2
1.618	1,530.9
1.000	1,521.4
0.618	1,515.6
HIGH	1,506.1
0.618	1,500.3
0.500	1,498.5
0.382	1,496.6
LOW	1,490.8
0.618	1,481.3
1.000	1,475.5
1.618	1,466.0
2.618	1,450.7
4.250	1,425.8

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	1,498.5	1,520.2
PP	1,497.8	1,512.3
S1	1,497.1	1,504.3

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

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