COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	1,531.0	1,533.9	2.9	0.2%	1,490.1
High	1,537.0	1,548.1	11.1	0.7%	1,548.1
Low	1,524.3	1,527.3	3.0	0.2%	1,489.2
Close	1,532.8	1,543.7	10.9	0.7%	1,543.7
Range	12.7	20.8	8.1	63.8%	58.9
ATR	19.5	19.6	0.1	0.5%	0.0
Volume	9,030	17,396	8,366	92.6%	41,745

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,602.1	1,593.7	1,555.1
R3	1,581.3	1,572.9	1,549.4
R2	1,560.5	1,560.5	1,547.5
R1	1,552.1	1,552.1	1,545.6	1,556.3
PP	1,539.7	1,539.7	1,539.7	1,541.8
S1	1,531.3	1,531.3	1,541.8	1,535.5
S2	1,518.9	1,518.9	1,539.9
S3	1,498.1	1,510.5	1,538.0
S4	1,477.3	1,489.7	1,532.3

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,703.7	1,682.6	1,576.1
R3	1,644.8	1,623.7	1,559.9
R2	1,585.9	1,585.9	1,554.5
R1	1,564.8	1,564.8	1,549.1	1,575.4
PP	1,527.0	1,527.0	1,527.0	1,532.3
S1	1,505.9	1,505.9	1,538.3	1,516.5
S2	1,468.1	1,468.1	1,532.9
S3	1,409.2	1,447.0	1,527.5
S4	1,350.3	1,388.1	1,511.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,548.1	1,481.0	67.1	4.3%	22.4	1.5%	93%	True	False	11,265
10	1,548.1	1,481.0	67.1	4.3%	19.2	1.2%	93%	True	False	9,552
20	1,561.0	1,481.0	80.0	5.2%	18.8	1.2%	78%	False	False	7,374
40	1,561.0	1,475.0	86.0	5.6%	18.4	1.2%	80%	False	False	5,657
60	1,579.5	1,456.0	123.5	8.0%	19.9	1.3%	71%	False	False	4,939
80	1,579.5	1,392.3	187.2	12.1%	19.0	1.2%	81%	False	False	4,117
100	1,579.5	1,368.0	211.5	13.7%	18.7	1.2%	83%	False	False	3,555
120	1,579.5	1,317.4	262.1	17.0%	18.6	1.2%	86%	False	False	3,173

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,636.5
2.618	1,602.6
1.618	1,581.8
1.000	1,568.9
0.618	1,561.0
HIGH	1,548.1
0.618	1,540.2
0.500	1,537.7
0.382	1,535.2
LOW	1,527.3
0.618	1,514.4
1.000	1,506.5
1.618	1,493.6
2.618	1,472.8
4.250	1,438.9

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	1,541.7	1,539.3
PP	1,539.7	1,534.9
S1	1,537.7	1,530.5

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

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