COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	1,768.5	1,788.5	20.0	1.1%	1,681.7
High	1,790.0	1,797.6	7.6	0.4%	1,817.6
Low	1,763.6	1,781.6	18.0	1.0%	1,681.7
Close	1,785.0	1,793.8	8.8	0.5%	1,742.6
Range	26.4	16.0	-10.4	-39.4%	135.9
ATR	36.9	35.4	-1.5	-4.0%	0.0
Volume	152,178	127,549	-24,629	-16.2%	1,408,909

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,839.0	1,832.4	1,802.6
R3	1,823.0	1,816.4	1,798.2
R2	1,807.0	1,807.0	1,796.7
R1	1,800.4	1,800.4	1,795.3	1,803.7
PP	1,791.0	1,791.0	1,791.0	1,792.7
S1	1,784.4	1,784.4	1,792.3	1,787.7
S2	1,775.0	1,775.0	1,790.9
S3	1,759.0	1,768.4	1,789.4
S4	1,743.0	1,752.4	1,785.0

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,155.0	2,084.7	1,817.3
R3	2,019.1	1,948.8	1,780.0
R2	1,883.2	1,883.2	1,767.5
R1	1,812.9	1,812.9	1,755.1	1,848.1
PP	1,747.3	1,747.3	1,747.3	1,764.9
S1	1,677.0	1,677.0	1,730.1	1,712.2
S2	1,611.4	1,611.4	1,717.7
S3	1,475.5	1,541.1	1,705.2
S4	1,339.6	1,405.2	1,667.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,817.6	1,725.8	91.8	5.1%	41.5	2.3%	74%	False	False	180,043
10	1,817.6	1,642.2	175.4	9.8%	44.6	2.5%	86%	False	False	227,581
20	1,817.6	1,585.9	231.7	12.9%	33.8	1.9%	90%	False	False	167,746
40	1,817.6	1,481.0	336.6	18.8%	27.3	1.5%	93%	False	False	91,297
60	1,817.6	1,481.0	336.6	18.8%	23.5	1.3%	93%	False	False	62,280
80	1,817.6	1,465.9	351.7	19.6%	24.1	1.3%	93%	False	False	47,821
100	1,817.6	1,416.8	400.8	22.3%	22.4	1.2%	94%	False	False	38,662
120	1,817.6	1,387.1	430.5	24.0%	21.6	1.2%	94%	False	False	32,426

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.7
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,865.6
2.618	1,839.5
1.618	1,823.5
1.000	1,813.6
0.618	1,807.5
HIGH	1,797.6
0.618	1,791.5
0.500	1,789.6
0.382	1,787.7
LOW	1,781.6
0.618	1,771.7
1.000	1,765.6
1.618	1,755.7
2.618	1,739.7
4.250	1,713.6

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	1,792.4	1,783.9
PP	1,791.0	1,774.1
S1	1,789.6	1,764.2

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

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