COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	1,776.4	1,840.0	63.6	3.6%	1,862.9
High	1,828.9	1,841.5	12.6	0.7%	1,917.9
Low	1,759.5	1,778.1	18.6	1.1%	1,705.4
Close	1,797.3	1,791.6	-5.7	-0.3%	1,797.3
Range	69.4	63.4	-6.0	-8.6%	212.5
ATR	50.4	51.4	0.9	1.8%	0.0
Volume	249,265	181,345	-67,920	-27.2%	1,587,333

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,993.9	1,956.2	1,826.5
R3	1,930.5	1,892.8	1,809.0
R2	1,867.1	1,867.1	1,803.2
R1	1,829.4	1,829.4	1,797.4	1,816.6
PP	1,803.7	1,803.7	1,803.7	1,797.3
S1	1,766.0	1,766.0	1,785.8	1,753.2
S2	1,740.3	1,740.3	1,780.0
S3	1,676.9	1,702.6	1,774.2
S4	1,613.5	1,639.2	1,756.7

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,444.4	2,333.3	1,914.2
R3	2,231.9	2,120.8	1,855.7
R2	2,019.4	2,019.4	1,836.3
R1	1,908.3	1,908.3	1,816.8	1,857.6
PP	1,806.9	1,806.9	1,806.9	1,781.5
S1	1,695.8	1,695.8	1,777.8	1,645.1
S2	1,594.4	1,594.4	1,758.3
S3	1,381.9	1,483.3	1,738.9
S4	1,169.4	1,270.8	1,680.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,917.9	1,705.4	212.5	11.9%	80.4	4.5%	41%	False	False	306,287
10	1,917.9	1,705.4	212.5	11.9%	58.9	3.3%	41%	False	False	251,020
20	1,917.9	1,618.8	299.1	16.7%	52.9	3.0%	58%	False	False	242,518
40	1,917.9	1,489.2	428.7	23.9%	37.0	2.1%	71%	False	False	145,460
60	1,917.9	1,481.0	436.9	24.4%	30.4	1.7%	71%	False	False	98,890
80	1,917.9	1,474.7	443.2	24.7%	27.8	1.6%	72%	False	False	75,444
100	1,917.9	1,450.0	467.9	26.1%	26.6	1.5%	73%	False	False	60,809
120	1,917.9	1,387.1	530.8	29.6%	25.1	1.4%	76%	False	False	50,910

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	11.1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,111.0
2.618	2,007.5
1.618	1,944.1
1.000	1,904.9
0.618	1,880.7
HIGH	1,841.5
0.618	1,817.3
0.500	1,809.8
0.382	1,802.3
LOW	1,778.1
0.618	1,738.9
1.000	1,714.7
1.618	1,675.5
2.618	1,612.1
4.250	1,508.7

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	1,809.8	1,785.6
PP	1,803.7	1,779.5
S1	1,797.7	1,773.5

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

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