COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	1,782.0	1,782.3	0.3	0.0%	1,755.2
High	1,787.8	1,784.8	-3.0	-0.2%	1,804.4
Low	1,760.9	1,753.9	-7.0	-0.4%	1,736.6
Close	1,782.2	1,774.3	-7.9	-0.4%	1,788.1
Range	26.9	30.9	4.0	14.9%	67.8
ATR	39.3	38.7	-0.6	-1.5%	0.0
Volume	121,090	161,892	40,802	33.7%	668,862

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,863.7	1,849.9	1,791.3
R3	1,832.8	1,819.0	1,782.8
R2	1,801.9	1,801.9	1,780.0
R1	1,788.1	1,788.1	1,777.1	1,779.6
PP	1,771.0	1,771.0	1,771.0	1,766.7
S1	1,757.2	1,757.2	1,771.5	1,748.7
S2	1,740.1	1,740.1	1,768.6
S3	1,709.2	1,726.3	1,765.8
S4	1,678.3	1,695.4	1,757.3

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,979.8	1,951.7	1,825.4
R3	1,912.0	1,883.9	1,806.7
R2	1,844.2	1,844.2	1,800.5
R1	1,816.1	1,816.1	1,794.3	1,830.2
PP	1,776.4	1,776.4	1,776.4	1,783.4
S1	1,748.3	1,748.3	1,781.9	1,762.4
S2	1,708.6	1,708.6	1,775.7
S3	1,640.8	1,680.5	1,769.5
S4	1,573.0	1,612.7	1,750.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,797.6	1,736.6	61.0	3.4%	33.5	1.9%	62%	False	False	125,471
10	1,804.4	1,724.0	80.4	4.5%	33.8	1.9%	63%	False	False	126,347
20	1,804.4	1,604.7	199.7	11.3%	36.1	2.0%	85%	False	False	131,829
40	1,804.4	1,535.0	269.4	15.2%	44.5	2.5%	89%	False	False	147,984
60	1,923.7	1,535.0	388.7	21.9%	48.9	2.8%	62%	False	False	172,631
80	1,923.7	1,535.0	388.7	21.9%	47.1	2.7%	62%	False	False	182,242
100	1,923.7	1,481.0	442.7	25.0%	41.7	2.3%	66%	False	False	150,290
120	1,923.7	1,481.0	442.7	25.0%	37.7	2.1%	66%	False	False	125,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,916.1
2.618	1,865.7
1.618	1,834.8
1.000	1,815.7
0.618	1,803.9
HIGH	1,784.8
0.618	1,773.0
0.500	1,769.4
0.382	1,765.7
LOW	1,753.9
0.618	1,734.8
1.000	1,723.0
1.618	1,703.9
2.618	1,673.0
4.250	1,622.6

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	1,772.7	1,775.8
PP	1,771.0	1,775.3
S1	1,769.4	1,774.8

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

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