COMEX Gold Future December 2011

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

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	1,721.5	1,738.9	17.4	1.0%	1,643.0
High	1,745.6	1,769.5	23.9	1.4%	1,754.0
Low	1,715.5	1,724.0	8.5	0.5%	1,636.6
Close	1,729.6	1,765.1	35.5	2.1%	1,747.2
Range	30.1	45.5	15.4	51.2%	117.4
ATR	42.8	43.0	0.2	0.4%	0.0
Volume	134,256	143,439	9,183	6.8%	664,362

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,889.4	1,872.7	1,790.1
R3	1,843.9	1,827.2	1,777.6
R2	1,798.4	1,798.4	1,773.4
R1	1,781.7	1,781.7	1,769.3	1,790.1
PP	1,752.9	1,752.9	1,752.9	1,757.0
S1	1,736.2	1,736.2	1,760.9	1,744.6
S2	1,707.4	1,707.4	1,756.8
S3	1,661.9	1,690.7	1,752.6
S4	1,616.4	1,645.2	1,740.1

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	1,769.5	1,681.2	88.3	5.0%	36.4	2.1%	95%	True	False	131,970
10	1,769.5	1,612.8	156.7	8.9%	38.7	2.2%	97%	True	False	133,985
20	1,769.5	1,604.7	164.8	9.3%	36.7	2.1%	97%	True	False	126,176
40	1,889.1	1,535.0	354.1	20.1%	48.9	2.8%	65%	False	False	162,936
60	1,923.7	1,535.0	388.7	22.0%	51.5	2.9%	59%	False	False	186,383
80	1,923.7	1,535.0	388.7	22.0%	45.7	2.6%	59%	False	False	172,149
100	1,923.7	1,481.0	442.7	25.1%	40.4	2.3%	64%	False	False	139,683
120	1,923.7	1,475.0	448.7	25.4%	36.5	2.1%	65%	False	False	116,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.6
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,962.9
2.618	1,888.6
1.618	1,843.1
1.000	1,815.0
0.618	1,797.6
HIGH	1,769.5
0.618	1,752.1
0.500	1,746.8
0.382	1,741.4
LOW	1,724.0
0.618	1,695.9
1.000	1,678.5
1.618	1,650.4
2.618	1,604.9
4.250	1,530.6

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	1,759.0	1,751.9
PP	1,752.9	1,738.6
S1	1,746.8	1,725.4

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

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