COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	1,597.3	1,605.7	8.4	0.5%	1,546.5
High	1,609.7	1,612.3	2.6	0.2%	1,596.8
Low	1,593.8	1,584.7	-9.1	-0.6%	1,543.3
Close	1,604.4	1,603.1	-1.3	-0.1%	1,592.0
Range	15.9	27.6	11.7	73.6%	53.5
ATR	19.9	20.5	0.5	2.7%	0.0
Volume	9,361	16,719	7,358	78.6%	118,770

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,682.8	1,670.6	1,618.3
R3	1,655.2	1,643.0	1,610.7
R2	1,627.6	1,627.6	1,608.2
R1	1,615.4	1,615.4	1,605.6	1,607.7
PP	1,600.0	1,600.0	1,600.0	1,596.2
S1	1,587.8	1,587.8	1,600.6	1,580.1
S2	1,572.4	1,572.4	1,598.0
S3	1,544.8	1,560.2	1,595.5
S4	1,517.2	1,532.6	1,587.9

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,737.9	1,718.4	1,621.4
R3	1,684.4	1,664.9	1,606.7
R2	1,630.9	1,630.9	1,601.8
R1	1,611.4	1,611.4	1,596.9	1,621.2
PP	1,577.4	1,577.4	1,577.4	1,582.2
S1	1,557.9	1,557.9	1,587.1	1,567.7
S2	1,523.9	1,523.9	1,582.2
S3	1,470.4	1,504.4	1,577.3
S4	1,416.9	1,450.9	1,562.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,612.3	1,567.0	45.3	2.8%	20.0	1.3%	80%	True	False	20,682
10	1,612.3	1,512.8	99.5	6.2%	20.5	1.3%	91%	True	False	18,128
20	1,612.3	1,481.0	131.3	8.2%	20.1	1.3%	93%	True	False	12,659
40	1,612.3	1,481.0	131.3	8.2%	18.1	1.1%	93%	True	False	8,485
60	1,612.3	1,465.9	146.4	9.1%	20.8	1.3%	94%	True	False	7,092
80	1,612.3	1,416.8	195.5	12.2%	19.5	1.2%	95%	True	False	5,829
100	1,612.3	1,387.1	225.2	14.0%	19.1	1.2%	96%	True	False	4,906
120	1,612.3	1,317.4	294.9	18.4%	18.8	1.2%	97%	True	False	4,301

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.4
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,729.6
2.618	1,684.6
1.618	1,657.0
1.000	1,639.9
0.618	1,629.4
HIGH	1,612.3
0.618	1,601.8
0.500	1,598.5
0.382	1,595.2
LOW	1,584.7
0.618	1,567.6
1.000	1,557.1
1.618	1,540.0
2.618	1,512.4
4.250	1,467.4

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	1,601.6	1,600.5
PP	1,600.0	1,597.8
S1	1,598.5	1,595.2

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

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