COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	1,548.4	1,538.6	-9.8	-0.6%	1,540.0
High	1,549.5	1,553.0	3.5	0.2%	1,554.3
Low	1,534.4	1,536.5	2.1	0.1%	1,523.8
Close	1,541.1	1,545.0	3.9	0.3%	1,544.9
Range	15.1	16.5	1.4	9.3%	30.5
ATR	19.2	19.0	-0.2	-1.0%	0.0
Volume	2,034	1,426	-608	-29.9%	11,744

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,594.3	1,586.2	1,554.1
R3	1,577.8	1,569.7	1,549.5
R2	1,561.3	1,561.3	1,548.0
R1	1,553.2	1,553.2	1,546.5	1,557.3
PP	1,544.8	1,544.8	1,544.8	1,546.9
S1	1,536.7	1,536.7	1,543.5	1,540.8
S2	1,528.3	1,528.3	1,542.0
S3	1,511.8	1,520.2	1,540.5
S4	1,495.3	1,503.7	1,535.9

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,632.5	1,619.2	1,561.7
R3	1,602.0	1,588.7	1,553.3
R2	1,571.5	1,571.5	1,550.5
R1	1,558.2	1,558.2	1,547.7	1,564.9
PP	1,541.0	1,541.0	1,541.0	1,544.3
S1	1,527.7	1,527.7	1,542.1	1,534.4
S2	1,510.5	1,510.5	1,539.3
S3	1,480.0	1,497.2	1,536.5
S4	1,449.5	1,466.7	1,528.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,557.0	1,528.1	28.9	1.9%	15.7	1.0%	58%	False	False	2,271
10	1,557.0	1,518.1	38.9	2.5%	16.5	1.1%	69%	False	False	2,953
20	1,557.0	1,475.0	82.0	5.3%	18.1	1.2%	85%	False	False	3,941
40	1,579.5	1,456.0	123.5	8.0%	20.5	1.3%	72%	False	False	3,722
60	1,579.5	1,392.3	187.2	12.1%	19.1	1.2%	82%	False	False	3,031
80	1,579.5	1,368.0	211.5	13.7%	18.7	1.2%	84%	False	False	2,600
100	1,579.5	1,317.4	262.1	17.0%	18.5	1.2%	87%	False	False	2,333

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

Fibonacci Retracements and Extensions
4.250	1,623.1
2.618	1,596.2
1.618	1,579.7
1.000	1,569.5
0.618	1,563.2
HIGH	1,553.0
0.618	1,546.7
0.500	1,544.8
0.382	1,542.8
LOW	1,536.5
0.618	1,526.3
1.000	1,520.0
1.618	1,509.8
2.618	1,493.3
4.250	1,466.4

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	1,544.9	1,544.6
PP	1,544.8	1,544.1
S1	1,544.8	1,543.7

Download as Excel Spreadsheet

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

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