COMEX Gold Future August 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	1,599.6	1,597.5	-2.1	-0.1%	1,572.6
High	1,603.6	1,625.7	22.1	1.4%	1,607.8
Low	1,587.4	1,595.3	7.9	0.5%	1,547.6
Close	1,597.7	1,621.8	24.1	1.5%	1,604.2
Range	16.2	30.4	14.2	87.7%	60.2
ATR	28.7	28.8	0.1	0.4%	0.0
Volume	93,756	345	-93,411	-99.6%	623,764

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,705.5	1,694.0	1,638.5
R3	1,675.1	1,663.6	1,630.2
R2	1,644.7	1,644.7	1,627.4
R1	1,633.2	1,633.2	1,624.6	1,639.0
PP	1,614.3	1,614.3	1,614.3	1,617.1
S1	1,602.8	1,602.8	1,619.0	1,608.6
S2	1,583.9	1,583.9	1,616.2
S3	1,553.5	1,572.4	1,613.4
S4	1,523.1	1,542.0	1,605.1

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,767.1	1,745.9	1,637.3
R3	1,706.9	1,685.7	1,620.8
R2	1,646.7	1,646.7	1,615.2
R1	1,625.5	1,625.5	1,609.7	1,636.1
PP	1,586.5	1,586.5	1,586.5	1,591.9
S1	1,565.3	1,565.3	1,598.7	1,575.9
S2	1,526.3	1,526.3	1,593.2
S3	1,466.1	1,505.1	1,587.6
S4	1,405.9	1,444.9	1,571.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,625.7	1,547.6	78.1	4.8%	31.3	1.9%	95%	True	False	102,975
10	1,625.7	1,547.6	78.1	4.8%	29.1	1.8%	95%	True	False	123,395
20	1,642.4	1,547.6	94.8	5.8%	28.1	1.7%	78%	False	False	132,948
40	1,642.4	1,529.3	113.1	7.0%	29.2	1.8%	82%	False	False	102,376
60	1,683.1	1,529.3	153.8	9.5%	25.5	1.6%	60%	False	False	70,295
80	1,721.7	1,529.3	192.4	11.9%	25.1	1.5%	48%	False	False	53,887
100	1,797.7	1,529.3	268.4	16.5%	24.9	1.5%	34%	False	False	43,673
120	1,797.7	1,529.3	268.4	16.5%	24.3	1.5%	34%	False	False	36,640

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,754.9
2.618	1,705.3
1.618	1,674.9
1.000	1,656.1
0.618	1,644.5
HIGH	1,625.7
0.618	1,614.1
0.500	1,610.5
0.382	1,606.9
LOW	1,595.3
0.618	1,576.5
1.000	1,564.9
1.618	1,546.1
2.618	1,515.7
4.250	1,466.1

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	1,618.0	1,610.7
PP	1,614.3	1,599.6
S1	1,610.5	1,588.5

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

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