COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	1,693.9	1,685.4	-8.5	-0.5%	1,725.1
High	1,702.7	1,722.4	19.7	1.2%	1,727.4
Low	1,672.6	1,684.0	11.4	0.7%	1,667.1
Close	1,685.7	1,710.8	25.1	1.5%	1,685.7
Range	30.1	38.4	8.3	27.6%	60.3
ATR	39.6	39.5	-0.1	-0.2%	0.0
Volume	134,386	167,323	32,937	24.5%	644,285

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,820.9	1,804.3	1,731.9
R3	1,782.5	1,765.9	1,721.4
R2	1,744.1	1,744.1	1,717.8
R1	1,727.5	1,727.5	1,714.3	1,735.8
PP	1,705.7	1,705.7	1,705.7	1,709.9
S1	1,689.1	1,689.1	1,707.3	1,697.4
S2	1,667.3	1,667.3	1,703.8
S3	1,628.9	1,650.7	1,700.2
S4	1,590.5	1,612.3	1,689.7

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	1,727.4	1,667.1	60.3	3.5%	40.3	2.4%	72%	False	False	162,321
10	1,797.6	1,667.1	130.5	7.6%	36.7	2.1%	33%	False	False	151,157
20	1,804.4	1,667.1	137.3	8.0%	36.9	2.2%	32%	False	False	141,313
40	1,804.4	1,596.6	207.8	12.1%	38.0	2.2%	55%	False	False	134,388
60	1,923.7	1,535.0	388.7	22.7%	46.7	2.7%	45%	False	False	164,230
80	1,923.7	1,535.0	388.7	22.7%	48.3	2.8%	45%	False	False	181,685
100	1,923.7	1,527.3	396.4	23.2%	43.2	2.5%	46%	False	False	161,114
120	1,923.7	1,481.0	442.7	25.9%	39.1	2.3%	52%	False	False	135,357

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,885.6
2.618	1,822.9
1.618	1,784.5
1.000	1,760.8
0.618	1,746.1
HIGH	1,722.4
0.618	1,707.7
0.500	1,703.2
0.382	1,698.7
LOW	1,684.0
0.618	1,660.3
1.000	1,645.6
1.618	1,621.9
2.618	1,583.5
4.250	1,520.8

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	1,708.3	1,706.4
PP	1,705.7	1,701.9
S1	1,703.2	1,697.5

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

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