COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	1,490.1	1,518.1	28.0	1.9%	1,504.0
High	1,520.2	1,536.4	16.2	1.1%	1,516.4
Low	1,489.2	1,512.8	23.6	1.6%	1,481.0
Close	1,515.0	1,531.5	16.5	1.1%	1,484.9
Range	31.0	23.6	-7.4	-23.9%	35.4
ATR	19.8	20.0	0.3	1.4%	0.0
Volume	5,315	10,004	4,689	88.2%	45,954

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,597.7	1,588.2	1,544.5
R3	1,574.1	1,564.6	1,538.0
R2	1,550.5	1,550.5	1,535.8
R1	1,541.0	1,541.0	1,533.7	1,545.8
PP	1,526.9	1,526.9	1,526.9	1,529.3
S1	1,517.4	1,517.4	1,529.3	1,522.2
S2	1,503.3	1,503.3	1,527.2
S3	1,479.7	1,493.8	1,525.0
S4	1,456.1	1,470.2	1,518.5

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,600.3	1,578.0	1,504.4
R3	1,564.9	1,542.6	1,494.6
R2	1,529.5	1,529.5	1,491.4
R1	1,507.2	1,507.2	1,488.1	1,500.7
PP	1,494.1	1,494.1	1,494.1	1,490.8
S1	1,471.8	1,471.8	1,481.7	1,465.3
S2	1,458.7	1,458.7	1,478.4
S3	1,423.3	1,436.4	1,475.2
S4	1,387.9	1,401.0	1,465.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,536.4	1,481.0	55.4	3.6%	21.1	1.4%	91%	True	False	9,507
10	1,561.0	1,481.0	80.0	5.2%	21.3	1.4%	63%	False	False	7,925
20	1,561.0	1,481.0	80.0	5.2%	18.7	1.2%	63%	False	False	6,225
40	1,561.0	1,475.0	86.0	5.6%	18.7	1.2%	66%	False	False	5,267
60	1,579.5	1,450.0	129.5	8.5%	20.0	1.3%	63%	False	False	4,577
80	1,579.5	1,387.1	192.4	12.6%	19.2	1.3%	75%	False	False	3,805
100	1,579.5	1,361.8	217.7	14.2%	18.6	1.2%	78%	False	False	3,307
120	1,579.5	1,317.4	262.1	17.1%	18.7	1.2%	82%	False	False	2,995

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	2.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,636.7
2.618	1,598.2
1.618	1,574.6
1.000	1,560.0
0.618	1,551.0
HIGH	1,536.4
0.618	1,527.4
0.500	1,524.6
0.382	1,521.8
LOW	1,512.8
0.618	1,498.2
1.000	1,489.2
1.618	1,474.6
2.618	1,451.0
4.250	1,412.5

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	1,529.2	1,523.9
PP	1,526.9	1,516.3
S1	1,524.6	1,508.7

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

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