COMEX Gold Future February 2012

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	1,765.2	1,722.9	-42.3	-2.4%	1,794.2
High	1,770.5	1,741.2	-29.3	-1.7%	1,799.5
Low	1,714.2	1,715.2	1.0	0.1%	1,714.2
Close	1,722.9	1,727.9	5.0	0.3%	1,727.9
Range	56.3	26.0	-30.3	-53.8%	85.3
ATR	39.4	38.4	-1.0	-2.4%	0.0
Volume	28,609	32,076	3,467	12.1%	98,086

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,806.1	1,793.0	1,742.2
R3	1,780.1	1,767.0	1,735.1
R2	1,754.1	1,754.1	1,732.7
R1	1,741.0	1,741.0	1,730.3	1,747.6
PP	1,728.1	1,728.1	1,728.1	1,731.4
S1	1,715.0	1,715.0	1,725.5	1,721.6
S2	1,702.1	1,702.1	1,723.1
S3	1,676.1	1,689.0	1,720.8
S4	1,650.1	1,663.0	1,713.6

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,003.1	1,950.8	1,774.8
R3	1,917.8	1,865.5	1,751.4
R2	1,832.5	1,832.5	1,743.5
R1	1,780.2	1,780.2	1,735.7	1,763.7
PP	1,747.2	1,747.2	1,747.2	1,739.0
S1	1,694.9	1,694.9	1,720.1	1,678.4
S2	1,661.9	1,661.9	1,712.3
S3	1,576.6	1,609.6	1,704.4
S4	1,491.3	1,524.3	1,681.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,799.5	1,714.2	85.3	4.9%	32.3	1.9%	16%	False	False	19,617
10	1,806.6	1,714.2	92.4	5.3%	35.2	2.0%	15%	False	False	19,341
20	1,806.6	1,639.0	167.6	9.7%	35.2	2.0%	53%	False	False	12,274
40	1,806.6	1,543.3	263.3	15.2%	39.9	2.3%	70%	False	False	8,019
60	1,925.1	1,543.3	381.8	22.1%	45.4	2.6%	48%	False	False	6,404
80	1,925.1	1,543.3	381.8	22.1%	45.5	2.6%	48%	False	False	5,846
100	1,925.1	1,482.6	442.5	25.6%	39.9	2.3%	55%	False	False	4,806
120	1,925.1	1,482.6	442.5	25.6%	35.3	2.0%	55%	False	False	4,043

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,851.7
2.618	1,809.3
1.618	1,783.3
1.000	1,767.2
0.618	1,757.3
HIGH	1,741.2
0.618	1,731.3
0.500	1,728.2
0.382	1,725.1
LOW	1,715.2
0.618	1,699.1
1.000	1,689.2
1.618	1,673.1
2.618	1,647.1
4.250	1,604.7

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	1,728.2	1,750.7
PP	1,728.1	1,743.1
S1	1,728.0	1,735.5

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

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