COMEX Gold Future June 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	1,677.9	1,645.1	-32.8	-2.0%	1,715.5
High	1,685.1	1,669.2	-15.9	-0.9%	1,719.8
Low	1,637.3	1,639.1	1.8	0.1%	1,666.1
Close	1,645.3	1,661.8	16.5	1.0%	1,714.3
Range	47.8	30.1	-17.7	-37.0%	53.7
ATR	32.6	32.4	-0.2	-0.5%	0.0
Volume	19,791	33,229	13,438	67.9%	91,025

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,747.0	1,734.5	1,678.4
R3	1,716.9	1,704.4	1,670.1
R2	1,686.8	1,686.8	1,667.3
R1	1,674.3	1,674.3	1,664.6	1,680.6
PP	1,656.7	1,656.7	1,656.7	1,659.8
S1	1,644.2	1,644.2	1,659.0	1,650.5
S2	1,626.6	1,626.6	1,656.3
S3	1,596.5	1,614.1	1,653.5
S4	1,566.4	1,584.0	1,645.2

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,861.2	1,841.4	1,743.8
R3	1,807.5	1,787.7	1,729.1
R2	1,753.8	1,753.8	1,724.1
R1	1,734.0	1,734.0	1,719.2	1,717.1
PP	1,700.1	1,700.1	1,700.1	1,691.6
S1	1,680.3	1,680.3	1,709.4	1,663.4
S2	1,646.4	1,646.4	1,704.5
S3	1,592.7	1,626.6	1,699.5
S4	1,539.0	1,572.9	1,684.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,720.0	1,637.3	82.7	5.0%	37.0	2.2%	30%	False	False	26,942
10	1,727.6	1,637.3	90.3	5.4%	31.0	1.9%	27%	False	False	21,112
20	1,795.1	1,637.3	157.8	9.5%	31.6	1.9%	16%	False	False	14,611
40	1,795.1	1,637.3	157.8	9.5%	28.3	1.7%	16%	False	False	10,112
60	1,795.1	1,528.6	266.5	16.0%	26.8	1.6%	50%	False	False	8,000
80	1,795.1	1,528.6	266.5	16.0%	28.8	1.7%	50%	False	False	6,581
100	1,808.5	1,528.6	279.9	16.8%	29.4	1.8%	48%	False	False	5,420
120	1,808.5	1,528.6	279.9	16.8%	31.4	1.9%	48%	False	False	4,591

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,797.1
2.618	1,748.0
1.618	1,717.9
1.000	1,699.3
0.618	1,687.8
HIGH	1,669.2
0.618	1,657.7
0.500	1,654.2
0.382	1,650.6
LOW	1,639.1
0.618	1,620.5
1.000	1,609.0
1.618	1,590.4
2.618	1,560.3
4.250	1,511.2

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	1,659.3	1,672.9
PP	1,656.7	1,669.2
S1	1,654.2	1,665.5

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

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