COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	1,791.3	1,837.6	46.3	2.6%	1,862.9
High	1,845.1	1,842.7	-2.4	-0.1%	1,917.9
Low	1,786.2	1,813.6	27.4	1.5%	1,705.4
Close	1,829.8	1,831.7	1.9	0.1%	1,797.3
Range	58.9	29.1	-29.8	-50.6%	212.5
ATR	51.9	50.3	-1.6	-3.1%	0.0
Volume	176,635	155,155	-21,480	-12.2%	1,587,333

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,916.6	1,903.3	1,847.7
R3	1,887.5	1,874.2	1,839.7
R2	1,858.4	1,858.4	1,837.0
R1	1,845.1	1,845.1	1,834.4	1,837.2
PP	1,829.3	1,829.3	1,829.3	1,825.4
S1	1,816.0	1,816.0	1,829.0	1,808.1
S2	1,800.2	1,800.2	1,826.4
S3	1,771.1	1,786.9	1,823.7
S4	1,742.0	1,757.8	1,815.7

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	1,845.1	1,705.4	139.7	7.6%	58.6	3.2%	90%	False	False	222,304
10	1,917.9	1,705.4	212.5	11.6%	63.5	3.5%	59%	False	False	256,227
20	1,917.9	1,642.2	275.7	15.1%	54.1	3.0%	69%	False	False	241,904
40	1,917.9	1,524.3	393.6	21.5%	37.8	2.1%	78%	False	False	153,372
60	1,917.9	1,481.0	436.9	23.9%	31.4	1.7%	80%	False	False	104,323
80	1,917.9	1,475.0	442.9	24.2%	28.3	1.5%	81%	False	False	79,320
100	1,917.9	1,450.0	467.9	25.5%	27.2	1.5%	82%	False	False	64,095
120	1,917.9	1,387.1	530.8	29.0%	25.4	1.4%	84%	False	False	53,661

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.9
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,966.4
2.618	1,918.9
1.618	1,889.8
1.000	1,871.8
0.618	1,860.7
HIGH	1,842.7
0.618	1,831.6
0.500	1,828.2
0.382	1,824.7
LOW	1,813.6
0.618	1,795.6
1.000	1,784.5
1.618	1,766.5
2.618	1,737.4
4.250	1,689.9

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	1,830.5	1,825.0
PP	1,829.3	1,818.3
S1	1,828.2	1,811.6

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

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