COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 11-Oct-2011

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	1,640.5	1,678.3	37.8	2.3%	1,625.1
High	1,679.7	1,686.7	7.0	0.4%	1,681.5
Low	1,639.9	1,655.4	15.5	0.9%	1,596.6
Close	1,670.8	1,661.0	-9.8	-0.6%	1,635.8
Range	39.8	31.3	-8.5	-21.4%	84.9
ATR	57.7	55.8	-1.9	-3.3%	0.0
Volume	86,440	103,987	17,547	20.3%	708,394

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,761.6	1,742.6	1,678.2
R3	1,730.3	1,711.3	1,669.6
R2	1,699.0	1,699.0	1,666.7
R1	1,680.0	1,680.0	1,663.9	1,673.9
PP	1,667.7	1,667.7	1,667.7	1,664.6
S1	1,648.7	1,648.7	1,658.1	1,642.6
S2	1,636.4	1,636.4	1,655.3
S3	1,605.1	1,617.4	1,652.4
S4	1,573.8	1,586.1	1,643.8

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,892.7	1,849.1	1,682.5
R3	1,807.8	1,764.2	1,659.1
R2	1,722.9	1,722.9	1,651.4
R1	1,679.3	1,679.3	1,643.6	1,701.1
PP	1,638.0	1,638.0	1,638.0	1,648.9
S1	1,594.4	1,594.4	1,628.0	1,616.2
S2	1,553.1	1,553.1	1,620.2
S3	1,468.2	1,509.5	1,612.5
S4	1,383.3	1,424.6	1,589.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,686.7	1,596.6	90.1	5.4%	37.5	2.3%	71%	True	False	115,285
10	1,686.7	1,585.0	101.7	6.1%	47.8	2.9%	75%	True	False	141,447
20	1,848.2	1,535.0	313.2	18.9%	57.8	3.5%	40%	False	False	182,889
40	1,923.7	1,535.0	388.7	23.4%	57.5	3.5%	32%	False	False	208,770
60	1,923.7	1,535.0	388.7	23.4%	49.7	3.0%	32%	False	False	191,486
80	1,923.7	1,481.0	442.7	26.7%	42.1	2.5%	41%	False	False	146,703
100	1,923.7	1,481.0	442.7	26.7%	37.1	2.2%	41%	False	False	118,179
120	1,923.7	1,465.9	457.8	27.6%	35.1	2.1%	43%	False	False	99,159

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	13.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,819.7
2.618	1,768.6
1.618	1,737.3
1.000	1,718.0
0.618	1,706.0
HIGH	1,686.7
0.618	1,674.7
0.500	1,671.1
0.382	1,667.4
LOW	1,655.4
0.618	1,636.1
1.000	1,624.1
1.618	1,604.8
2.618	1,573.5
4.250	1,522.4

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	1,671.1	1,659.7
PP	1,667.7	1,658.4
S1	1,664.4	1,657.2

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

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