COMEX Gold Future December 2011

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

Day Change Summary
	Previous	Current
	20-Jun-2011	21-Jun-2011	Change	Change %	Previous Week
Open	1,541.2	1,543.8	2.6	0.2%	1,531.5
High	1,550.5	1,551.1	0.6	0.0%	1,545.0
Low	1,536.2	1,542.0	5.8	0.4%	1,514.0
Close	1,544.3	1,548.6	4.3	0.3%	1,541.3
Range	14.3	9.1	-5.2	-36.4%	31.0
ATR	18.1	17.5	-0.6	-3.6%	0.0
Volume	10,664	2,652	-8,012	-75.1%	26,701

Daily Pivots for day following 21-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,574.5	1,570.7	1,553.6
R3	1,565.4	1,561.6	1,551.1
R2	1,556.3	1,556.3	1,550.3
R1	1,552.5	1,552.5	1,549.4	1,554.4
PP	1,547.2	1,547.2	1,547.2	1,548.2
S1	1,543.4	1,543.4	1,547.8	1,545.3
S2	1,538.1	1,538.1	1,546.9
S3	1,529.0	1,534.3	1,546.1
S4	1,519.9	1,525.2	1,543.6

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,626.4	1,614.9	1,558.4
R3	1,595.4	1,583.9	1,549.8
R2	1,564.4	1,564.4	1,547.0
R1	1,552.9	1,552.9	1,544.1	1,558.7
PP	1,533.4	1,533.4	1,533.4	1,536.3
S1	1,521.9	1,521.9	1,538.5	1,527.7
S2	1,502.4	1,502.4	1,535.6
S3	1,471.4	1,490.9	1,532.8
S4	1,440.4	1,459.9	1,524.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,551.1	1,517.0	34.1	2.2%	14.8	1.0%	93%	True	False	6,737
10	1,553.0	1,514.0	39.0	2.5%	16.0	1.0%	89%	False	False	4,526
20	1,557.0	1,514.0	43.0	2.8%	15.9	1.0%	80%	False	False	4,247
40	1,579.5	1,465.9	113.6	7.3%	20.9	1.4%	73%	False	False	4,346
60	1,579.5	1,416.8	162.7	10.5%	19.2	1.2%	81%	False	False	3,572
80	1,579.5	1,387.1	192.4	12.4%	18.8	1.2%	84%	False	False	2,990
100	1,579.5	1,319.2	260.3	16.8%	18.3	1.2%	88%	False	False	2,646
120	1,579.5	1,317.4	262.1	16.9%	18.2	1.2%	88%	False	False	2,471

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.7
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,589.8
2.618	1,574.9
1.618	1,565.8
1.000	1,560.2
0.618	1,556.7
HIGH	1,551.1
0.618	1,547.6
0.500	1,546.6
0.382	1,545.5
LOW	1,542.0
0.618	1,536.4
1.000	1,532.9
1.618	1,527.3
2.618	1,518.2
4.250	1,503.3

Fisher Pivots for day following 21-Jun-2011
Pivot	1 day	3 day
R1	1,547.9	1,545.2
PP	1,547.2	1,541.9
S1	1,546.6	1,538.5

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

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