COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	1,766.5	1,755.2	-11.3	-0.6%	1,743.1
High	1,766.5	1,799.9	33.4	1.9%	1,769.5
Low	1,749.8	1,754.0	4.2	0.2%	1,681.2
Close	1,756.1	1,791.1	35.0	2.0%	1,756.1
Range	16.7	45.9	29.2	174.9%	88.3
ATR	41.2	41.5	0.3	0.8%	0.0
Volume	84,595	137,189	52,594	62.2%	645,820

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,919.4	1,901.1	1,816.3
R3	1,873.5	1,855.2	1,803.7
R2	1,827.6	1,827.6	1,799.5
R1	1,809.3	1,809.3	1,795.3	1,818.5
PP	1,781.7	1,781.7	1,781.7	1,786.2
S1	1,763.4	1,763.4	1,786.9	1,772.6
S2	1,735.8	1,735.8	1,782.7
S3	1,689.9	1,717.5	1,778.5
S4	1,644.0	1,671.6	1,765.9

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,000.5	1,966.6	1,804.7
R3	1,912.2	1,878.3	1,780.4
R2	1,823.9	1,823.9	1,772.3
R1	1,790.0	1,790.0	1,764.2	1,807.0
PP	1,735.6	1,735.6	1,735.6	1,744.1
S1	1,701.7	1,701.7	1,748.0	1,718.7
S2	1,647.3	1,647.3	1,739.9
S3	1,559.0	1,613.4	1,731.8
S4	1,470.7	1,525.1	1,707.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,799.9	1,681.2	118.7	6.6%	36.5	2.0%	93%	True	False	132,975
10	1,799.9	1,644.6	155.3	8.7%	38.6	2.2%	94%	True	False	134,496
20	1,799.9	1,604.7	195.2	10.9%	35.9	2.0%	95%	True	False	126,873
40	1,848.2	1,535.0	313.2	17.5%	47.4	2.6%	82%	False	False	156,714
60	1,923.7	1,535.0	388.7	21.7%	50.4	2.8%	66%	False	False	181,637
80	1,923.7	1,535.0	388.7	21.7%	46.0	2.6%	66%	False	False	174,150
100	1,923.7	1,481.0	442.7	24.7%	40.8	2.3%	70%	False	False	141,805
120	1,923.7	1,481.0	442.7	24.7%	36.7	2.0%	70%	False	False	118,791

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	8.3
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,995.0
2.618	1,920.1
1.618	1,874.2
1.000	1,845.8
0.618	1,828.3
HIGH	1,799.9
0.618	1,782.4
0.500	1,777.0
0.382	1,771.5
LOW	1,754.0
0.618	1,725.6
1.000	1,708.1
1.618	1,679.7
2.618	1,633.8
4.250	1,558.9

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	1,786.4	1,781.4
PP	1,781.7	1,771.7
S1	1,777.0	1,762.0

Download as Excel Spreadsheet

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

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