COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	1,788.5	1,792.2	3.7	0.2%	1,681.7
High	1,797.6	1,832.0	34.4	1.9%	1,817.6
Low	1,781.6	1,786.8	5.2	0.3%	1,681.7
Close	1,793.8	1,822.0	28.2	1.6%	1,742.6
Range	16.0	45.2	29.2	182.5%	135.9
ATR	35.4	36.1	0.7	2.0%	0.0
Volume	127,549	204,447	76,898	60.3%	1,408,909

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,949.2	1,930.8	1,846.9
R3	1,904.0	1,885.6	1,834.4
R2	1,858.8	1,858.8	1,830.3
R1	1,840.4	1,840.4	1,826.1	1,849.6
PP	1,813.6	1,813.6	1,813.6	1,818.2
S1	1,795.2	1,795.2	1,817.9	1,804.4
S2	1,768.4	1,768.4	1,813.7
S3	1,723.2	1,750.0	1,809.6
S4	1,678.0	1,704.8	1,797.1

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	1,832.0	1,725.8	106.2	5.8%	33.9	1.9%	91%	True	False	158,006
10	1,832.0	1,644.2	187.8	10.3%	44.9	2.5%	95%	True	False	219,144
20	1,832.0	1,585.9	246.1	13.5%	35.1	1.9%	96%	True	False	177,104
40	1,832.0	1,481.0	351.0	19.3%	28.0	1.5%	97%	True	False	96,264
60	1,832.0	1,481.0	351.0	19.3%	24.0	1.3%	97%	True	False	65,582
80	1,832.0	1,465.9	366.1	20.1%	24.5	1.3%	97%	True	False	50,357
100	1,832.0	1,416.8	415.2	22.8%	22.7	1.2%	98%	True	False	40,682
120	1,832.0	1,387.1	444.9	24.4%	21.9	1.2%	98%	True	False	34,120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,024.1
2.618	1,950.3
1.618	1,905.1
1.000	1,877.2
0.618	1,859.9
HIGH	1,832.0
0.618	1,814.7
0.500	1,809.4
0.382	1,804.1
LOW	1,786.8
0.618	1,758.9
1.000	1,741.6
1.618	1,713.7
2.618	1,668.5
4.250	1,594.7

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	1,817.8	1,813.9
PP	1,813.6	1,805.9
S1	1,809.4	1,797.8

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

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