COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	1,618.3	1,625.1	6.8	0.4%	1,660.0
High	1,642.5	1,667.0	24.5	1.5%	1,679.2
Low	1,607.8	1,620.0	12.2	0.8%	1,535.0
Close	1,622.3	1,657.7	35.4	2.2%	1,622.3
Range	34.7	47.0	12.3	35.4%	144.2
ATR	63.4	62.2	-1.2	-1.8%	0.0
Volume	140,342	132,366	-7,976	-5.7%	1,089,019

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,789.2	1,770.5	1,683.6
R3	1,742.2	1,723.5	1,670.6
R2	1,695.2	1,695.2	1,666.3
R1	1,676.5	1,676.5	1,662.0	1,685.9
PP	1,648.2	1,648.2	1,648.2	1,652.9
S1	1,629.5	1,629.5	1,653.4	1,638.9
S2	1,601.2	1,601.2	1,649.1
S3	1,554.2	1,582.5	1,644.8
S4	1,507.2	1,535.5	1,631.9

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,044.8	1,977.7	1,701.6
R3	1,900.6	1,833.5	1,662.0
R2	1,756.4	1,756.4	1,648.7
R1	1,689.3	1,689.3	1,635.5	1,650.8
PP	1,612.2	1,612.2	1,612.2	1,592.9
S1	1,545.1	1,545.1	1,609.1	1,506.6
S2	1,468.0	1,468.0	1,595.9
S3	1,323.8	1,400.9	1,582.6
S4	1,179.6	1,256.7	1,543.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,679.2	1,585.0	94.2	5.7%	53.7	3.2%	77%	False	False	172,380
10	1,819.4	1,535.0	284.4	17.2%	67.3	4.1%	43%	False	False	215,827
20	1,923.7	1,535.0	388.7	23.4%	63.6	3.8%	32%	False	False	222,006
40	1,923.7	1,535.0	388.7	23.4%	59.0	3.6%	32%	False	False	227,680
60	1,923.7	1,535.0	388.7	23.4%	47.2	2.8%	32%	False	False	180,847
80	1,923.7	1,481.0	442.7	26.7%	40.1	2.4%	40%	False	False	137,479
100	1,923.7	1,475.0	448.7	27.1%	35.7	2.2%	41%	False	False	110,771
120	1,923.7	1,456.0	467.7	28.2%	33.6	2.0%	43%	False	False	92,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	12.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,866.8
2.618	1,790.0
1.618	1,743.0
1.000	1,714.0
0.618	1,696.0
HIGH	1,667.0
0.618	1,649.0
0.500	1,643.5
0.382	1,638.0
LOW	1,620.0
0.618	1,591.0
1.000	1,573.0
1.618	1,544.0
2.618	1,497.0
4.250	1,420.3

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	1,653.0	1,647.1
PP	1,648.2	1,636.6
S1	1,643.5	1,626.0

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

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