COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 30-Jun-2011

Day Change Summary
	Previous	Current
	29-Jun-2011	30-Jun-2011	Change	Change %	Previous Week
Open	1,504.7	1,513.8	9.1	0.6%	1,541.2
High	1,515.9	1,516.4	0.5	0.0%	1,561.0
Low	1,503.8	1,501.7	-2.1	-0.1%	1,501.0
Close	1,512.7	1,505.0	-7.7	-0.5%	1,503.1
Range	12.1	14.7	2.6	21.5%	60.0
ATR	18.4	18.2	-0.3	-1.4%	0.0
Volume	10,950	6,683	-4,267	-39.0%	31,295

Daily Pivots for day following 30-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,551.8	1,543.1	1,513.1
R3	1,537.1	1,528.4	1,509.0
R2	1,522.4	1,522.4	1,507.7
R1	1,513.7	1,513.7	1,506.3	1,510.7
PP	1,507.7	1,507.7	1,507.7	1,506.2
S1	1,499.0	1,499.0	1,503.7	1,496.0
S2	1,493.0	1,493.0	1,502.3
S3	1,478.3	1,484.3	1,501.0
S4	1,463.6	1,469.6	1,496.9

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,701.7	1,662.4	1,536.1
R3	1,641.7	1,602.4	1,519.6
R2	1,581.7	1,581.7	1,514.1
R1	1,542.4	1,542.4	1,508.6	1,532.1
PP	1,521.7	1,521.7	1,521.7	1,516.5
S1	1,482.4	1,482.4	1,497.6	1,472.1
S2	1,461.7	1,461.7	1,492.1
S3	1,401.7	1,422.4	1,486.6
S4	1,341.7	1,362.4	1,470.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,528.5	1,493.2	35.3	2.3%	16.0	1.1%	33%	False	False	7,840
10	1,561.0	1,493.2	67.8	4.5%	17.7	1.2%	17%	False	False	7,339
20	1,561.0	1,493.2	67.8	4.5%	17.1	1.1%	17%	False	False	5,125
40	1,561.0	1,465.9	95.1	6.3%	19.4	1.3%	41%	False	False	5,172
60	1,579.5	1,450.0	129.5	8.6%	19.4	1.3%	42%	False	False	4,163
80	1,579.5	1,387.1	192.4	12.8%	19.0	1.3%	61%	False	False	3,465
100	1,579.5	1,355.6	223.9	14.9%	18.2	1.2%	67%	False	False	3,034
120	1,579.5	1,317.4	262.1	17.4%	18.3	1.2%	72%	False	False	2,772

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,578.9
2.618	1,554.9
1.618	1,540.2
1.000	1,531.1
0.618	1,525.5
HIGH	1,516.4
0.618	1,510.8
0.500	1,509.1
0.382	1,507.3
LOW	1,501.7
0.618	1,492.6
1.000	1,487.0
1.618	1,477.9
2.618	1,463.2
4.250	1,439.2

Fisher Pivots for day following 30-Jun-2011
Pivot	1 day	3 day
R1	1,509.1	1,507.3
PP	1,507.7	1,506.5
S1	1,506.4	1,505.8

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

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