COMEX Gold Future August 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	1,597.5	1,617.0	19.5	1.2%	1,572.6
High	1,625.7	1,624.5	-1.2	-0.1%	1,607.8
Low	1,595.3	1,597.5	2.2	0.1%	1,547.6
Close	1,621.8	1,609.4	-12.4	-0.8%	1,604.2
Range	30.4	27.0	-3.4	-11.2%	60.2
ATR	28.8	28.7	-0.1	-0.4%	0.0
Volume	345	1,040	695	201.4%	623,764

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,691.5	1,677.4	1,624.3
R3	1,664.5	1,650.4	1,616.8
R2	1,637.5	1,637.5	1,614.4
R1	1,623.4	1,623.4	1,611.9	1,617.0
PP	1,610.5	1,610.5	1,610.5	1,607.2
S1	1,596.4	1,596.4	1,606.9	1,590.0
S2	1,583.5	1,583.5	1,604.5
S3	1,556.5	1,569.4	1,602.0
S4	1,529.5	1,542.4	1,594.6

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	4.9%	32.4	2.0%	79%	False	False	80,964
10	1,625.7	1,547.6	78.1	4.9%	28.5	1.8%	79%	False	False	103,101
20	1,635.4	1,547.6	87.8	5.5%	28.1	1.7%	70%	False	False	124,489
40	1,642.4	1,529.3	113.1	7.0%	28.8	1.8%	71%	False	False	102,089
60	1,683.1	1,529.3	153.8	9.6%	25.5	1.6%	52%	False	False	70,225
80	1,710.0	1,529.3	180.7	11.2%	25.2	1.6%	44%	False	False	53,837
100	1,797.7	1,529.3	268.4	16.7%	24.9	1.5%	30%	False	False	43,661
120	1,797.7	1,529.3	268.4	16.7%	24.4	1.5%	30%	False	False	36,642

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	4.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,739.3
2.618	1,695.2
1.618	1,668.2
1.000	1,651.5
0.618	1,641.2
HIGH	1,624.5
0.618	1,614.2
0.500	1,611.0
0.382	1,607.8
LOW	1,597.5
0.618	1,580.8
1.000	1,570.5
1.618	1,553.8
2.618	1,526.8
4.250	1,482.8

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	1,611.0	1,608.5
PP	1,610.5	1,607.5
S1	1,609.9	1,606.6

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

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