COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	1,677.3	1,669.0	-8.3	-0.5%	1,640.5
High	1,686.1	1,685.5	-0.6	0.0%	1,693.9
Low	1,654.3	1,662.5	8.2	0.5%	1,639.9
Close	1,668.5	1,683.0	14.5	0.9%	1,683.0
Range	31.8	23.0	-8.8	-27.7%	54.0
ATR	52.6	50.4	-2.1	-4.0%	0.0
Volume	106,191	92,569	-13,622	-12.8%	496,813

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,746.0	1,737.5	1,695.7
R3	1,723.0	1,714.5	1,689.3
R2	1,700.0	1,700.0	1,687.2
R1	1,691.5	1,691.5	1,685.1	1,695.8
PP	1,677.0	1,677.0	1,677.0	1,679.1
S1	1,668.5	1,668.5	1,680.9	1,672.8
S2	1,654.0	1,654.0	1,678.8
S3	1,631.0	1,645.5	1,676.7
S4	1,608.0	1,622.5	1,670.4

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,834.3	1,812.6	1,712.7
R3	1,780.3	1,758.6	1,697.9
R2	1,726.3	1,726.3	1,692.9
R1	1,704.6	1,704.6	1,688.0	1,715.5
PP	1,672.3	1,672.3	1,672.3	1,677.7
S1	1,650.6	1,650.6	1,678.1	1,661.5
S2	1,618.3	1,618.3	1,673.1
S3	1,564.3	1,596.6	1,668.2
S4	1,510.3	1,542.6	1,653.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,693.9	1,639.9	54.0	3.2%	31.6	1.9%	80%	False	False	99,362
10	1,693.9	1,596.6	97.3	5.8%	40.5	2.4%	89%	False	False	120,520
20	1,832.9	1,535.0	297.9	17.7%	54.6	3.2%	50%	False	False	170,445
40	1,923.7	1,535.0	388.7	23.1%	57.4	3.4%	38%	False	False	204,326
60	1,923.7	1,535.0	388.7	23.1%	50.0	3.0%	38%	False	False	195,252
80	1,923.7	1,481.0	442.7	26.3%	42.7	2.5%	46%	False	False	150,295
100	1,923.7	1,481.0	442.7	26.3%	37.4	2.2%	46%	False	False	121,080
120	1,923.7	1,465.9	457.8	27.2%	35.5	2.1%	47%	False	False	101,680

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.8
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1,783.3
2.618	1,745.7
1.618	1,722.7
1.000	1,708.5
0.618	1,699.7
HIGH	1,685.5
0.618	1,676.7
0.500	1,674.0
0.382	1,671.3
LOW	1,662.5
0.618	1,648.3
1.000	1,639.5
1.618	1,625.3
2.618	1,602.3
4.250	1,564.8

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	1,680.0	1,680.0
PP	1,677.0	1,677.1
S1	1,674.0	1,674.1

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

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