COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	1,879.9	1,876.0	-3.9	-0.2%	1,840.0
High	1,923.7	1,883.2	-40.5	-2.1%	1,887.4
Low	1,861.8	1,793.8	-68.0	-3.7%	1,778.1
Close	1,873.3	1,817.6	-55.7	-3.0%	1,876.9
Range	61.9	89.4	27.5	44.4%	109.3
ATR	49.8	52.6	2.8	5.7%	0.0
Volume	392,960	296,980	-95,980	-24.4%	815,382

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,099.7	2,048.1	1,866.8
R3	2,010.3	1,958.7	1,842.2
R2	1,920.9	1,920.9	1,834.0
R1	1,869.3	1,869.3	1,825.8	1,850.4
PP	1,831.5	1,831.5	1,831.5	1,822.1
S1	1,779.9	1,779.9	1,809.4	1,761.0
S2	1,742.1	1,742.1	1,801.2
S3	1,652.7	1,690.5	1,793.0
S4	1,563.3	1,601.1	1,768.4

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,175.4	2,135.4	1,937.0
R3	2,066.1	2,026.1	1,907.0
R2	1,956.8	1,956.8	1,896.9
R1	1,916.8	1,916.8	1,886.9	1,936.8
PP	1,847.5	1,847.5	1,847.5	1,857.5
S1	1,807.5	1,807.5	1,866.9	1,827.5
S2	1,738.2	1,738.2	1,856.9
S3	1,628.9	1,698.2	1,846.8
S4	1,519.6	1,588.9	1,816.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,923.7	1,793.8	129.9	7.1%	51.8	2.8%	18%	False	True	229,468
10	1,923.7	1,705.4	218.3	12.0%	62.8	3.5%	51%	False	False	250,950
20	1,923.7	1,705.4	218.3	12.0%	56.7	3.1%	51%	False	False	236,577
40	1,923.7	1,567.0	356.7	19.6%	41.6	2.3%	70%	False	False	176,480
60	1,923.7	1,481.0	442.7	24.4%	34.1	1.9%	76%	False	False	120,710
80	1,923.7	1,475.0	448.7	24.7%	29.8	1.6%	76%	False	False	91,506
100	1,923.7	1,465.9	457.8	25.2%	28.7	1.6%	77%	False	False	73,903
120	1,923.7	1,409.5	514.2	28.3%	26.7	1.5%	79%	False	False	61,895

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.2
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2,263.2
2.618	2,117.2
1.618	2,027.8
1.000	1,972.6
0.618	1,938.4
HIGH	1,883.2
0.618	1,849.0
0.500	1,838.5
0.382	1,828.0
LOW	1,793.8
0.618	1,738.6
1.000	1,704.4
1.618	1,649.2
2.618	1,559.8
4.250	1,413.9

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	1,838.5	1,858.8
PP	1,831.5	1,845.0
S1	1,824.6	1,831.3

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

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