COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	1,739.0	1,660.0	-79.0	-4.5%	1,820.0
High	1,757.9	1,666.3	-91.6	-5.2%	1,832.9
Low	1,631.7	1,535.0	-96.7	-5.9%	1,631.7
Close	1,639.8	1,594.8	-45.0	-2.7%	1,639.8
Range	126.2	131.3	5.1	4.0%	201.2
ATR	59.6	64.8	5.1	8.6%	0.0
Volume	340,358	359,484	19,126	5.6%	1,114,688

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,992.6	1,925.0	1,667.0
R3	1,861.3	1,793.7	1,630.9
R2	1,730.0	1,730.0	1,618.9
R1	1,662.4	1,662.4	1,606.8	1,630.6
PP	1,598.7	1,598.7	1,598.7	1,582.8
S1	1,531.1	1,531.1	1,582.8	1,499.3
S2	1,467.4	1,467.4	1,570.7
S3	1,336.1	1,399.8	1,558.7
S4	1,204.8	1,268.5	1,522.6

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,305.1	2,173.6	1,750.5
R3	2,103.9	1,972.4	1,695.1
R2	1,902.7	1,902.7	1,676.7
R1	1,771.2	1,771.2	1,658.2	1,736.4
PP	1,701.5	1,701.5	1,701.5	1,684.0
S1	1,570.0	1,570.0	1,621.4	1,535.2
S2	1,500.3	1,500.3	1,602.9
S3	1,299.1	1,368.8	1,584.5
S4	1,097.9	1,167.6	1,529.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,819.4	1,535.0	284.4	17.8%	80.8	5.1%	21%	False	True	259,275
10	1,848.2	1,535.0	313.2	19.6%	67.0	4.2%	19%	False	True	220,672
20	1,923.7	1,535.0	388.7	24.4%	61.6	3.9%	15%	False	True	219,680
40	1,923.7	1,535.0	388.7	24.4%	56.3	3.5%	15%	False	True	230,212
60	1,923.7	1,481.0	442.7	27.8%	44.6	2.8%	26%	False	False	167,421
80	1,923.7	1,481.0	442.7	27.8%	37.7	2.4%	26%	False	False	126,847
100	1,923.7	1,465.9	457.8	28.7%	34.5	2.2%	28%	False	False	102,521
120	1,923.7	1,450.0	473.7	29.7%	32.0	2.0%	31%	False	False	85,792

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	13.1
Widest range in 191 trading days

Fibonacci Retracements and Extensions
4.250	2,224.3
2.618	2,010.0
1.618	1,878.7
1.000	1,797.6
0.618	1,747.4
HIGH	1,666.3
0.618	1,616.1
0.500	1,600.7
0.382	1,585.2
LOW	1,535.0
0.618	1,453.9
1.000	1,403.7
1.618	1,322.6
2.618	1,191.3
4.250	977.0

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	1,600.7	1,662.0
PP	1,598.7	1,639.6
S1	1,596.8	1,617.2

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

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