COMEX Gold Future August 2011

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

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	1,614.8	1,619.8	5.0	0.3%	1,594.3
High	1,620.8	1,628.8	8.0	0.5%	1,610.7
Low	1,607.8	1,608.9	1.1	0.1%	1,581.1
Close	1,616.8	1,615.1	-1.7	-0.1%	1,601.5
Range	13.0	19.9	6.9	53.1%	29.6
ATR	20.7	20.6	-0.1	-0.3%	0.0
Volume	191,807	220,092	28,285	14.7%	751,805

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,677.3	1,666.1	1,626.0
R3	1,657.4	1,646.2	1,620.6
R2	1,637.5	1,637.5	1,618.7
R1	1,626.3	1,626.3	1,616.9	1,622.0
PP	1,617.6	1,617.6	1,617.6	1,615.4
S1	1,606.4	1,606.4	1,613.3	1,602.1
S2	1,597.7	1,597.7	1,611.5
S3	1,577.8	1,586.5	1,609.6
S4	1,557.9	1,566.6	1,604.2

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,686.6	1,673.6	1,617.8
R3	1,657.0	1,644.0	1,609.6
R2	1,627.4	1,627.4	1,606.9
R1	1,614.4	1,614.4	1,604.2	1,620.9
PP	1,597.8	1,597.8	1,597.8	1,601.0
S1	1,584.8	1,584.8	1,598.8	1,591.3
S2	1,568.2	1,568.2	1,596.1
S3	1,538.6	1,555.2	1,593.4
S4	1,509.0	1,525.6	1,585.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,628.8	1,583.2	45.6	2.8%	19.6	1.2%	70%	True	False	185,090
10	1,628.8	1,576.0	52.8	3.3%	19.7	1.2%	74%	True	False	164,775
20	1,628.8	1,478.3	150.5	9.3%	20.7	1.3%	91%	True	False	150,626
40	1,628.8	1,478.3	150.5	9.3%	19.7	1.2%	91%	True	False	135,314
60	1,628.8	1,464.1	164.7	10.2%	21.1	1.3%	92%	True	False	104,422
80	1,628.8	1,431.4	197.4	12.2%	20.3	1.3%	93%	True	False	79,722
100	1,628.8	1,389.8	239.0	14.8%	19.6	1.2%	94%	True	False	64,185
120	1,628.8	1,347.4	281.4	17.4%	18.5	1.1%	95%	True	False	53,732

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	False
Bear Hook	False
Bull Hook	False
Stretch	5.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,713.4
2.618	1,680.9
1.618	1,661.0
1.000	1,648.7
0.618	1,641.1
HIGH	1,628.8
0.618	1,621.2
0.500	1,618.9
0.382	1,616.5
LOW	1,608.9
0.618	1,596.6
1.000	1,589.0
1.618	1,576.7
2.618	1,556.8
4.250	1,524.3

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	1,618.9	1,616.3
PP	1,617.6	1,615.9
S1	1,616.4	1,615.5

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

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