COMEX Gold Future February 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	1,607.8	1,609.2	1.4	0.1%	1,603.5
High	1,615.6	1,609.2	-6.4	-0.4%	1,643.7
Low	1,604.0	1,591.1	-12.9	-0.8%	1,585.5
Close	1,606.0	1,595.5	-10.5	-0.7%	1,606.0
Range	11.6	18.1	6.5	56.0%	58.2
ATR	35.7	34.4	-1.3	-3.5%	0.0
Volume	36,832	43,167	6,335	17.2%	436,658

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,652.9	1,642.3	1,605.5
R3	1,634.8	1,624.2	1,600.5
R2	1,616.7	1,616.7	1,598.8
R1	1,606.1	1,606.1	1,597.2	1,602.4
PP	1,598.6	1,598.6	1,598.6	1,596.7
S1	1,588.0	1,588.0	1,593.8	1,584.3
S2	1,580.5	1,580.5	1,592.2
S3	1,562.4	1,569.9	1,590.5
S4	1,544.3	1,551.8	1,585.5

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,786.3	1,754.4	1,638.0
R3	1,728.1	1,696.2	1,622.0
R2	1,669.9	1,669.9	1,616.7
R1	1,638.0	1,638.0	1,611.3	1,654.0
PP	1,611.7	1,611.7	1,611.7	1,619.7
S1	1,579.8	1,579.8	1,600.7	1,595.8
S2	1,553.5	1,553.5	1,595.3
S3	1,495.3	1,521.6	1,590.0
S4	1,437.1	1,463.4	1,574.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,643.7	1,591.1	52.6	3.3%	22.4	1.4%	8%	False	True	74,321
10	1,681.7	1,562.5	119.2	7.5%	34.0	2.1%	28%	False	False	121,220
20	1,767.1	1,562.5	204.6	12.8%	34.0	2.1%	16%	False	False	124,000
40	1,806.6	1,562.5	244.1	15.3%	35.0	2.2%	14%	False	False	72,680
60	1,806.6	1,562.5	244.1	15.3%	35.7	2.2%	14%	False	False	49,714
80	1,925.1	1,543.3	381.8	23.9%	42.1	2.6%	14%	False	False	38,259
100	1,925.1	1,543.3	381.8	23.9%	43.7	2.7%	14%	False	False	31,338
120	1,925.1	1,529.3	395.8	24.8%	39.8	2.5%	17%	False	False	26,340

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,686.1
2.618	1,656.6
1.618	1,638.5
1.000	1,627.3
0.618	1,620.4
HIGH	1,609.2
0.618	1,602.3
0.500	1,600.2
0.382	1,598.0
LOW	1,591.1
0.618	1,579.9
1.000	1,573.0
1.618	1,561.8
2.618	1,543.7
4.250	1,514.2

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	1,600.2	1,604.9
PP	1,598.6	1,601.7
S1	1,597.1	1,598.6

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

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