COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 30-Jun-2011

Day Change Summary
	Previous	Current
	29-Jun-2011	30-Jun-2011	Change	Change %	Previous Week
Open	1,502.5	1,512.3	9.8	0.7%	1,541.3
High	1,513.8	1,514.8	1.0	0.1%	1,559.3
Low	1,500.8	1,499.2	-1.6	-0.1%	1,498.5
Close	1,510.4	1,502.8	-7.6	-0.5%	1,500.9
Range	13.0	15.6	2.6	20.0%	60.8
ATR	19.0	18.8	-0.2	-1.3%	0.0
Volume	94,194	125,051	30,857	32.8%	660,072

Daily Pivots for day following 30-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,552.4	1,543.2	1,511.4
R3	1,536.8	1,527.6	1,507.1
R2	1,521.2	1,521.2	1,505.7
R1	1,512.0	1,512.0	1,504.2	1,508.8
PP	1,505.6	1,505.6	1,505.6	1,504.0
S1	1,496.4	1,496.4	1,501.4	1,493.2
S2	1,490.0	1,490.0	1,499.9
S3	1,474.4	1,480.8	1,498.5
S4	1,458.8	1,465.2	1,494.2

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	1,526.5	1,490.8	35.7	2.4%	16.7	1.1%	34%	False	False	113,162
10	1,559.3	1,490.8	68.5	4.6%	18.3	1.2%	18%	False	False	120,412
20	1,559.3	1,490.8	68.5	4.6%	17.8	1.2%	18%	False	False	117,254
40	1,559.3	1,464.1	95.2	6.3%	20.2	1.3%	41%	False	False	86,490
60	1,577.7	1,446.2	131.5	8.8%	20.0	1.3%	43%	False	False	59,691
80	1,577.7	1,389.8	187.9	12.5%	19.4	1.3%	60%	False	False	45,263
100	1,577.7	1,351.8	225.9	15.0%	18.1	1.2%	67%	False	False	36,503
120	1,577.7	1,314.2	263.5	17.5%	18.0	1.2%	72%	False	False	30,587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,581.1
2.618	1,555.6
1.618	1,540.0
1.000	1,530.4
0.618	1,524.4
HIGH	1,514.8
0.618	1,508.8
0.500	1,507.0
0.382	1,505.2
LOW	1,499.2
0.618	1,489.6
1.000	1,483.6
1.618	1,474.0
2.618	1,458.4
4.250	1,432.9

Fisher Pivots for day following 30-Jun-2011
Pivot	1 day	3 day
R1	1,507.0	1,505.2
PP	1,505.6	1,504.4
S1	1,504.2	1,503.6

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

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