COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	1,713.3	1,707.5	-5.8	-0.3%	1,748.9
High	1,720.7	1,708.2	-12.5	-0.7%	1,752.6
Low	1,705.7	1,659.5	-46.2	-2.7%	1,703.0
Close	1,712.8	1,664.2	-48.6	-2.8%	1,712.8
Range	15.0	48.7	33.7	224.7%	49.6
ATR	34.1	35.5	1.4	4.0%	0.0
Volume	568	887	319	56.2%	3,214

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,823.4	1,792.5	1,691.0
R3	1,774.7	1,743.8	1,677.6
R2	1,726.0	1,726.0	1,673.1
R1	1,695.1	1,695.1	1,668.7	1,686.2
PP	1,677.3	1,677.3	1,677.3	1,672.9
S1	1,646.4	1,646.4	1,659.7	1,637.5
S2	1,628.6	1,628.6	1,655.3
S3	1,579.9	1,597.7	1,650.8
S4	1,531.2	1,549.0	1,637.4

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,871.6	1,841.8	1,740.1
R3	1,822.0	1,792.2	1,726.4
R2	1,772.4	1,772.4	1,721.9
R1	1,742.6	1,742.6	1,717.3	1,732.7
PP	1,722.8	1,722.8	1,722.8	1,717.9
S1	1,693.0	1,693.0	1,708.3	1,683.1
S2	1,673.2	1,673.2	1,703.7
S3	1,623.6	1,643.4	1,699.2
S4	1,574.0	1,593.8	1,685.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,752.3	1,659.5	92.8	5.6%	32.2	1.9%	5%	False	True	669
10	1,762.9	1,659.5	103.4	6.2%	29.9	1.8%	5%	False	True	7,445
20	1,797.6	1,659.5	138.1	8.3%	33.3	2.0%	3%	False	True	79,301
40	1,804.4	1,604.7	199.7	12.0%	35.3	2.1%	30%	False	False	106,120
60	1,832.9	1,535.0	297.9	17.9%	41.8	2.5%	43%	False	False	127,561
80	1,923.7	1,535.0	388.7	23.4%	46.4	2.8%	33%	False	False	155,223
100	1,923.7	1,535.0	388.7	23.4%	44.1	2.7%	33%	False	False	159,599
120	1,923.7	1,481.0	442.7	26.6%	40.3	2.4%	41%	False	False	135,570

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	7.3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,915.2
2.618	1,835.7
1.618	1,787.0
1.000	1,756.9
0.618	1,738.3
HIGH	1,708.2
0.618	1,689.6
0.500	1,683.9
0.382	1,678.1
LOW	1,659.5
0.618	1,629.4
1.000	1,610.8
1.618	1,580.7
2.618	1,532.0
4.250	1,452.5

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	1,683.9	1,705.9
PP	1,677.3	1,692.0
S1	1,670.8	1,678.1

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

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