COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	1,721.5	1,725.1	3.6	0.2%	1,789.4
High	1,738.5	1,727.4	-11.1	-0.6%	1,797.6
Low	1,711.4	1,667.1	-44.3	-2.6%	1,711.0
Close	1,725.1	1,678.6	-46.5	-2.7%	1,725.1
Range	27.1	60.3	33.2	122.5%	86.6
ATR	39.5	41.0	1.5	3.8%	0.0
Volume	137,339	192,085	54,746	39.9%	699,970

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,871.9	1,835.6	1,711.8
R3	1,811.6	1,775.3	1,695.2
R2	1,751.3	1,751.3	1,689.7
R1	1,715.0	1,715.0	1,684.1	1,703.0
PP	1,691.0	1,691.0	1,691.0	1,685.1
S1	1,654.7	1,654.7	1,673.1	1,642.7
S2	1,630.7	1,630.7	1,667.5
S3	1,570.4	1,594.4	1,662.0
S4	1,510.1	1,534.1	1,645.4

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,004.4	1,951.3	1,772.7
R3	1,917.8	1,864.7	1,748.9
R2	1,831.2	1,831.2	1,741.0
R1	1,778.1	1,778.1	1,733.0	1,761.4
PP	1,744.6	1,744.6	1,744.6	1,736.2
S1	1,691.5	1,691.5	1,717.2	1,674.8
S2	1,658.0	1,658.0	1,709.2
S3	1,571.4	1,604.9	1,701.3
S4	1,484.8	1,518.3	1,677.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,787.8	1,667.1	120.7	7.2%	40.4	2.4%	10%	False	True	161,691
10	1,804.4	1,667.1	137.3	8.2%	37.4	2.2%	8%	False	True	142,372
20	1,804.4	1,644.6	159.8	9.5%	38.0	2.3%	21%	False	False	138,434
40	1,804.4	1,585.0	219.4	13.1%	40.0	2.4%	43%	False	False	137,139
60	1,923.7	1,535.0	388.7	23.2%	47.2	2.8%	37%	False	False	164,653
80	1,923.7	1,535.0	388.7	23.2%	48.2	2.9%	37%	False	False	183,675
100	1,923.7	1,481.0	442.7	26.4%	42.7	2.5%	45%	False	False	155,308
120	1,923.7	1,481.0	442.7	26.4%	38.5	2.3%	45%	False	False	130,278

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	7.5
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,983.7
2.618	1,885.3
1.618	1,825.0
1.000	1,787.7
0.618	1,764.7
HIGH	1,727.4
0.618	1,704.4
0.500	1,697.3
0.382	1,690.1
LOW	1,667.1
0.618	1,629.8
1.000	1,606.8
1.618	1,569.5
2.618	1,509.2
4.250	1,410.8

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	1,697.3	1,717.6
PP	1,691.0	1,704.6
S1	1,684.8	1,691.6

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

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