COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	1,625.1	1,662.5	37.4	2.3%	1,660.0
High	1,667.0	1,681.5	14.5	0.9%	1,679.2
Low	1,620.0	1,597.6	-22.4	-1.4%	1,535.0
Close	1,657.7	1,616.0	-41.7	-2.5%	1,622.3
Range	47.0	83.9	36.9	78.5%	144.2
ATR	62.2	63.7	1.6	2.5%	0.0
Volume	132,366	190,030	57,664	43.6%	1,089,019

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,883.4	1,833.6	1,662.1
R3	1,799.5	1,749.7	1,639.1
R2	1,715.6	1,715.6	1,631.4
R1	1,665.8	1,665.8	1,623.7	1,648.8
PP	1,631.7	1,631.7	1,631.7	1,623.2
S1	1,581.9	1,581.9	1,608.3	1,564.9
S2	1,547.8	1,547.8	1,600.6
S3	1,463.9	1,498.0	1,592.9
S4	1,380.0	1,414.1	1,569.9

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	1,681.5	1,585.0	96.5	6.0%	58.0	3.6%	32%	True	False	167,610
10	1,819.4	1,535.0	284.4	17.6%	71.4	4.4%	28%	False	False	218,797
20	1,889.1	1,535.0	354.1	21.9%	64.7	4.0%	23%	False	False	211,860
40	1,923.7	1,535.0	388.7	24.1%	60.0	3.7%	21%	False	False	225,967
60	1,923.7	1,535.0	388.7	24.1%	48.3	3.0%	21%	False	False	183,520
80	1,923.7	1,481.0	442.7	27.4%	40.9	2.5%	30%	False	False	139,832
100	1,923.7	1,475.0	448.7	27.8%	36.2	2.2%	31%	False	False	112,634
120	1,923.7	1,457.9	465.8	28.8%	34.2	2.1%	34%	False	False	94,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.6
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,038.1
2.618	1,901.2
1.618	1,817.3
1.000	1,765.4
0.618	1,733.4
HIGH	1,681.5
0.618	1,649.5
0.500	1,639.6
0.382	1,629.6
LOW	1,597.6
0.618	1,545.7
1.000	1,513.7
1.618	1,461.8
2.618	1,377.9
4.250	1,241.0

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	1,639.6	1,639.6
PP	1,631.7	1,631.7
S1	1,623.9	1,623.9

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

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