COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	1,619.8	1,614.2	-5.6	-0.3%	1,594.3
High	1,628.8	1,620.6	-8.2	-0.5%	1,610.7
Low	1,608.9	1,602.8	-6.1	-0.4%	1,581.1
Close	1,615.1	1,613.4	-1.7	-0.1%	1,601.5
Range	19.9	17.8	-2.1	-10.6%	29.6
ATR	20.6	20.4	-0.2	-1.0%	0.0
Volume	220,092	67,041	-153,051	-69.5%	751,805

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,665.7	1,657.3	1,623.2
R3	1,647.9	1,639.5	1,618.3
R2	1,630.1	1,630.1	1,616.7
R1	1,621.7	1,621.7	1,615.0	1,617.0
PP	1,612.3	1,612.3	1,612.3	1,609.9
S1	1,603.9	1,603.9	1,611.8	1,599.2
S2	1,594.5	1,594.5	1,610.1
S3	1,576.7	1,586.1	1,608.5
S4	1,558.9	1,568.3	1,603.6

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%	19.1	1.2%	66%	False	False	163,196
10	1,628.8	1,576.0	52.8	3.3%	20.0	1.2%	71%	False	False	153,621
20	1,628.8	1,478.3	150.5	9.3%	20.9	1.3%	90%	False	False	149,269
40	1,628.8	1,478.3	150.5	9.3%	19.6	1.2%	90%	False	False	133,552
60	1,628.8	1,464.1	164.7	10.2%	20.8	1.3%	91%	False	False	105,442
80	1,628.8	1,433.1	195.7	12.1%	20.4	1.3%	92%	False	False	80,546
100	1,628.8	1,389.8	239.0	14.8%	19.6	1.2%	94%	False	False	64,828
120	1,628.8	1,347.4	281.4	17.4%	18.5	1.1%	95%	False	False	54,273

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	5.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,696.3
2.618	1,667.2
1.618	1,649.4
1.000	1,638.4
0.618	1,631.6
HIGH	1,620.6
0.618	1,613.8
0.500	1,611.7
0.382	1,609.6
LOW	1,602.8
0.618	1,591.8
1.000	1,585.0
1.618	1,574.0
2.618	1,556.2
4.250	1,527.2

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	1,612.8	1,615.8
PP	1,612.3	1,615.0
S1	1,611.7	1,614.2

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

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