COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	1,743.1	1,715.7	-27.4	-1.6%	1,643.0
High	1,746.5	1,725.6	-20.9	-1.2%	1,754.0
Low	1,705.5	1,681.2	-24.3	-1.4%	1,636.6
Close	1,725.2	1,711.8	-13.4	-0.8%	1,747.2
Range	41.0	44.4	3.4	8.3%	117.4
ATR	43.5	43.5	0.1	0.2%	0.0
Volume	118,131	165,399	47,268	40.0%	664,362

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,839.4	1,820.0	1,736.2
R3	1,795.0	1,775.6	1,724.0
R2	1,750.6	1,750.6	1,719.9
R1	1,731.2	1,731.2	1,715.9	1,718.7
PP	1,706.2	1,706.2	1,706.2	1,700.0
S1	1,686.8	1,686.8	1,707.7	1,674.3
S2	1,661.8	1,661.8	1,703.7
S3	1,617.4	1,642.4	1,699.6
S4	1,573.0	1,598.0	1,687.4

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,064.8	2,023.4	1,811.8
R3	1,947.4	1,906.0	1,779.5
R2	1,830.0	1,830.0	1,768.7
R1	1,788.6	1,788.6	1,758.0	1,809.3
PP	1,712.6	1,712.6	1,712.6	1,723.0
S1	1,671.2	1,671.2	1,736.4	1,691.9
S2	1,595.2	1,595.2	1,725.7
S3	1,477.8	1,553.8	1,714.9
S4	1,360.4	1,436.4	1,682.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,754.0	1,681.2	72.8	4.3%	36.4	2.1%	42%	False	True	133,448
10	1,754.0	1,604.7	149.3	8.7%	37.9	2.2%	72%	False	False	134,776
20	1,754.0	1,596.6	157.4	9.2%	36.8	2.1%	73%	False	False	125,521
40	1,889.1	1,535.0	354.1	20.7%	50.7	3.0%	50%	False	False	168,690
60	1,923.7	1,535.0	388.7	22.7%	52.3	3.1%	45%	False	False	192,485
80	1,923.7	1,535.0	388.7	22.7%	45.4	2.7%	45%	False	False	169,020
100	1,923.7	1,481.0	442.7	25.9%	40.1	2.3%	52%	False	False	136,970
120	1,923.7	1,475.0	448.7	26.2%	36.3	2.1%	53%	False	False	114,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,914.3
2.618	1,841.8
1.618	1,797.4
1.000	1,770.0
0.618	1,753.0
HIGH	1,725.6
0.618	1,708.6
0.500	1,703.4
0.382	1,698.2
LOW	1,681.2
0.618	1,653.8
1.000	1,636.8
1.618	1,609.4
2.618	1,565.0
4.250	1,492.5

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	1,709.0	1,717.6
PP	1,706.2	1,715.7
S1	1,703.4	1,713.7

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

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