COMEX Gold Future August 2012

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

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	1,619.0	1,624.0	5.0	0.3%	1,602.8
High	1,629.0	1,635.4	6.4	0.4%	1,635.4
Low	1,610.4	1,620.4	10.0	0.6%	1,582.7
Close	1,619.6	1,628.1	8.5	0.5%	1,628.1
Range	18.6	15.0	-3.6	-19.4%	52.7
ATR	29.7	28.7	-1.0	-3.3%	0.0
Volume	136,392	115,732	-20,660	-15.1%	632,540

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,673.0	1,665.5	1,636.4
R3	1,658.0	1,650.5	1,632.2
R2	1,643.0	1,643.0	1,630.9
R1	1,635.5	1,635.5	1,629.5	1,639.3
PP	1,628.0	1,628.0	1,628.0	1,629.8
S1	1,620.5	1,620.5	1,626.7	1,624.3
S2	1,613.0	1,613.0	1,625.4
S3	1,598.0	1,605.5	1,624.0
S4	1,583.0	1,590.5	1,619.9

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,773.5	1,753.5	1,657.1
R3	1,720.8	1,700.8	1,642.6
R2	1,668.1	1,668.1	1,637.8
R1	1,648.1	1,648.1	1,632.9	1,658.1
PP	1,615.4	1,615.4	1,615.4	1,620.4
S1	1,595.4	1,595.4	1,623.3	1,605.4
S2	1,562.7	1,562.7	1,618.4
S3	1,510.0	1,542.7	1,613.6
S4	1,457.3	1,490.0	1,599.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,635.4	1,582.7	52.7	3.2%	22.3	1.4%	86%	True	False	126,508
10	1,642.4	1,556.4	86.0	5.3%	26.3	1.6%	83%	False	False	141,092
20	1,642.4	1,532.1	110.3	6.8%	30.5	1.9%	87%	False	False	124,692
40	1,674.3	1,529.3	145.0	8.9%	25.8	1.6%	68%	False	False	67,698
60	1,700.9	1,529.3	171.6	10.5%	24.6	1.5%	58%	False	False	46,700
80	1,797.7	1,529.3	268.4	16.5%	25.1	1.5%	37%	False	False	36,005
100	1,797.7	1,529.3	268.4	16.5%	24.5	1.5%	37%	False	False	29,167
120	1,797.7	1,529.3	268.4	16.5%	23.3	1.4%	37%	False	False	24,481

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	6.1
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,699.2
2.618	1,674.7
1.618	1,659.7
1.000	1,650.4
0.618	1,644.7
HIGH	1,635.4
0.618	1,629.7
0.500	1,627.9
0.382	1,626.1
LOW	1,620.4
0.618	1,611.1
1.000	1,605.4
1.618	1,596.1
2.618	1,581.1
4.250	1,556.7

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	1,628.0	1,625.8
PP	1,628.0	1,623.5
S1	1,627.9	1,621.2

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

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