COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 21-Apr-2011

Day Change Summary
	Previous	Current
	20-Apr-2011	21-Apr-2011	Change	Change %	Previous Week
Open	1,498.0	1,505.5	7.5	0.5%	1,481.0
High	1,509.8	1,512.5	2.7	0.2%	1,492.0
Low	1,498.0	1,504.7	6.7	0.4%	1,450.0
Close	1,502.1	1,507.2	5.1	0.3%	1,489.4
Range	11.8	7.8	-4.0	-33.9%	42.0
ATR	16.7	16.2	-0.4	-2.7%	0.0
Volume	808	1,133	325	40.2%	13,979

Daily Pivots for day following 21-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,531.5	1,527.2	1,511.5
R3	1,523.7	1,519.4	1,509.3
R2	1,515.9	1,515.9	1,508.6
R1	1,511.6	1,511.6	1,507.9	1,513.8
PP	1,508.1	1,508.1	1,508.1	1,509.2
S1	1,503.8	1,503.8	1,506.5	1,506.0
S2	1,500.3	1,500.3	1,505.8
S3	1,492.5	1,496.0	1,505.1
S4	1,484.7	1,488.2	1,502.9

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,603.1	1,588.3	1,512.5
R3	1,561.1	1,546.3	1,501.0
R2	1,519.1	1,519.1	1,497.1
R1	1,504.3	1,504.3	1,493.3	1,511.7
PP	1,477.1	1,477.1	1,477.1	1,480.9
S1	1,462.3	1,462.3	1,485.6	1,469.7
S2	1,435.1	1,435.1	1,481.7
S3	1,393.1	1,420.3	1,477.9
S4	1,351.1	1,378.3	1,466.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,512.5	1,475.8	36.7	2.4%	13.1	0.9%	86%	True	False	1,791
10	1,512.5	1,450.0	62.5	4.1%	15.6	1.0%	92%	True	False	2,254
20	1,512.5	1,416.8	95.7	6.3%	15.7	1.0%	94%	True	False	2,041
40	1,512.5	1,387.1	125.4	8.3%	16.5	1.1%	96%	True	False	1,625
60	1,512.5	1,317.4	195.1	12.9%	16.9	1.1%	97%	True	False	1,509
80	1,512.5	1,317.4	195.1	12.9%	16.9	1.1%	97%	True	False	1,528

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.5
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	1,545.7
2.618	1,532.9
1.618	1,525.1
1.000	1,520.3
0.618	1,517.3
HIGH	1,512.5
0.618	1,509.5
0.500	1,508.6
0.382	1,507.7
LOW	1,504.7
0.618	1,499.9
1.000	1,496.9
1.618	1,492.1
2.618	1,484.3
4.250	1,471.6

Fisher Pivots for day following 21-Apr-2011
Pivot	1 day	3 day
R1	1,508.6	1,505.7
PP	1,508.1	1,504.1
S1	1,507.7	1,502.6

Download as Excel Spreadsheet

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

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