COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	1,820.0	1,780.9	-39.1	-2.1%	1,862.2
High	1,832.9	1,814.3	-18.6	-1.0%	1,865.2
Low	1,771.0	1,772.0	1.0	0.1%	1,765.4
Close	1,778.9	1,809.1	30.2	1.7%	1,814.7
Range	61.9	42.3	-19.6	-31.7%	99.8
ATR	54.1	53.2	-0.8	-1.6%	0.0
Volume	177,796	160,337	-17,459	-9.8%	947,958

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,925.4	1,909.5	1,832.4
R3	1,883.1	1,867.2	1,820.7
R2	1,840.8	1,840.8	1,816.9
R1	1,824.9	1,824.9	1,813.0	1,832.9
PP	1,798.5	1,798.5	1,798.5	1,802.4
S1	1,782.6	1,782.6	1,805.2	1,790.6
S2	1,756.2	1,756.2	1,801.3
S3	1,713.9	1,740.3	1,797.5
S4	1,671.6	1,698.0	1,785.8

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,114.5	2,064.4	1,869.6
R3	2,014.7	1,964.6	1,842.1
R2	1,914.9	1,914.9	1,833.0
R1	1,864.8	1,864.8	1,823.8	1,840.0
PP	1,815.1	1,815.1	1,815.1	1,802.7
S1	1,765.0	1,765.0	1,805.6	1,740.2
S2	1,715.3	1,715.3	1,796.4
S3	1,615.5	1,665.2	1,787.3
S4	1,515.7	1,565.4	1,759.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,848.2	1,765.4	82.8	4.6%	51.0	2.8%	53%	False	False	178,677
10	1,889.1	1,765.4	123.7	6.8%	57.9	3.2%	35%	False	False	204,923
20	1,923.7	1,705.4	218.3	12.1%	60.5	3.3%	48%	False	False	230,383
40	1,923.7	1,605.0	318.7	17.6%	49.2	2.7%	64%	False	False	213,753
60	1,923.7	1,481.0	442.7	24.5%	39.4	2.2%	74%	False	False	149,010
80	1,923.7	1,481.0	442.7	24.5%	34.0	1.9%	74%	False	False	112,809
100	1,923.7	1,465.9	457.8	25.3%	32.3	1.8%	75%	False	False	91,266
120	1,923.7	1,418.5	505.2	27.9%	29.6	1.6%	77%	False	False	76,373

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	11.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,994.1
2.618	1,925.0
1.618	1,882.7
1.000	1,856.6
0.618	1,840.4
HIGH	1,814.3
0.618	1,798.1
0.500	1,793.2
0.382	1,788.2
LOW	1,772.0
0.618	1,745.9
1.000	1,729.7
1.618	1,703.6
2.618	1,661.3
4.250	1,592.2

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	1,803.8	1,805.8
PP	1,798.5	1,802.5
S1	1,793.2	1,799.2

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

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