COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	1,699.9	1,693.9	-6.0	-0.4%	1,725.1
High	1,710.8	1,702.7	-8.1	-0.5%	1,727.4
Low	1,677.1	1,672.6	-4.5	-0.3%	1,667.1
Close	1,695.9	1,685.7	-10.2	-0.6%	1,685.7
Range	33.7	30.1	-3.6	-10.7%	60.3
ATR	40.3	39.6	-0.7	-1.8%	0.0
Volume	160,891	134,386	-26,505	-16.5%	644,285

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,777.3	1,761.6	1,702.3
R3	1,747.2	1,731.5	1,694.0
R2	1,717.1	1,717.1	1,691.2
R1	1,701.4	1,701.4	1,688.5	1,694.2
PP	1,687.0	1,687.0	1,687.0	1,683.4
S1	1,671.3	1,671.3	1,682.9	1,664.1
S2	1,656.9	1,656.9	1,680.2
S3	1,626.8	1,641.2	1,677.4
S4	1,596.7	1,611.1	1,669.1

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,874.3	1,840.3	1,718.9
R3	1,814.0	1,780.0	1,702.3
R2	1,753.7	1,753.7	1,696.8
R1	1,719.7	1,719.7	1,691.2	1,706.6
PP	1,693.4	1,693.4	1,693.4	1,686.8
S1	1,659.4	1,659.4	1,680.2	1,646.3
S2	1,633.1	1,633.1	1,674.6
S3	1,572.8	1,599.1	1,669.1
S4	1,512.5	1,538.8	1,652.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,738.5	1,667.1	71.4	4.2%	38.0	2.3%	26%	False	False	156,324
10	1,797.6	1,667.1	130.5	7.7%	37.4	2.2%	14%	False	False	144,241
20	1,804.4	1,667.1	137.3	8.1%	36.1	2.1%	14%	False	False	137,878
40	1,804.4	1,596.6	207.8	12.3%	37.9	2.2%	43%	False	False	133,714
60	1,923.7	1,535.0	388.7	23.1%	46.4	2.8%	39%	False	False	163,637
80	1,923.7	1,535.0	388.7	23.1%	48.3	2.9%	39%	False	False	183,204
100	1,923.7	1,524.3	399.4	23.7%	43.0	2.5%	40%	False	False	159,531
120	1,923.7	1,481.0	442.7	26.3%	38.9	2.3%	46%	False	False	133,980

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,830.6
2.618	1,781.5
1.618	1,751.4
1.000	1,732.8
0.618	1,721.3
HIGH	1,702.7
0.618	1,691.2
0.500	1,687.7
0.382	1,684.1
LOW	1,672.6
0.618	1,654.0
1.000	1,642.5
1.618	1,623.9
2.618	1,593.8
4.250	1,544.7

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	1,687.7	1,689.2
PP	1,687.0	1,688.0
S1	1,686.4	1,686.9

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

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