COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	1,714.0	1,747.0	33.0	1.9%	1,725.1
High	1,749.2	1,753.3	4.1	0.2%	1,727.4
Low	1,699.9	1,734.5	34.6	2.0%	1,667.1
Close	1,745.5	1,735.3	-10.2	-0.6%	1,685.7
Range	49.3	18.8	-30.5	-61.9%	60.3
ATR	38.5	37.1	-1.4	-3.7%	0.0
Volume	14,119	1,350	-12,769	-90.4%	644,285

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,797.4	1,785.2	1,745.6
R3	1,778.6	1,766.4	1,740.5
R2	1,759.8	1,759.8	1,738.7
R1	1,747.6	1,747.6	1,737.0	1,744.3
PP	1,741.0	1,741.0	1,741.0	1,739.4
S1	1,728.8	1,728.8	1,733.6	1,725.5
S2	1,722.2	1,722.2	1,731.9
S3	1,703.4	1,710.0	1,730.1
S4	1,684.6	1,691.2	1,725.0

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	1,753.3	1,672.6	80.7	4.7%	30.2	1.7%	78%	True	False	74,198
10	1,768.0	1,667.1	100.9	5.8%	36.8	2.1%	68%	False	False	121,428
20	1,804.4	1,667.1	137.3	7.9%	35.3	2.0%	50%	False	False	123,887
40	1,804.4	1,604.7	199.7	11.5%	35.5	2.0%	65%	False	False	124,388
60	1,889.1	1,535.0	354.1	20.4%	44.6	2.6%	57%	False	False	151,044
80	1,923.7	1,535.0	388.7	22.4%	47.6	2.7%	52%	False	False	172,427
100	1,923.7	1,535.0	388.7	22.4%	43.4	2.5%	52%	False	False	161,218
120	1,923.7	1,481.0	442.7	25.5%	39.3	2.3%	57%	False	False	135,877

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	7.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,833.2
2.618	1,802.5
1.618	1,783.7
1.000	1,772.1
0.618	1,764.9
HIGH	1,753.3
0.618	1,746.1
0.500	1,743.9
0.382	1,741.7
LOW	1,734.5
0.618	1,722.9
1.000	1,715.7
1.618	1,704.1
2.618	1,685.3
4.250	1,654.6

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	1,743.9	1,732.4
PP	1,741.0	1,729.5
S1	1,738.2	1,726.6

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

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