COMEX Gold Future June 2013

Trading Metrics calculated at close of trading on 14-Sep-2012

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.30)
Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 2.33x
ATR(14) %: 1.0%
20-Day Historical Volatility: —

Day Change Summary (OHLC)

PreviousCurrent
Metric13-Sep-201214-Sep-2012ChangeChange %Previous Week
Open1,739.41,779.339.92.3%1,747.5
High1,779.11,782.83.70.2%1,782.8
Low1,738.61,775.036.42.1%1,734.2
Close1,778.71,779.30.60.0%1,779.3
Range40.57.8-32.7-80.7%48.6
ATR(14)18.317.6-0.8-4.1%17.6
Volume3,4011,613-1,788-52.6%6,615

Multi-Period Performance

1-Month (21d)

10.3%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

9.2%

52-Week Range

52W Low: 1,601.3 (11.1%)

Position (98%)

52W High: 1,782.8 (0.2%)

Daily Pivots for day following 14-Sep-2012

LevelClassicWoodieCamarillaDeMark
R41,802.41,798.71,783.6
R31,794.61,790.91,781.4
R21,786.81,786.81,780.7
R11,783.11,783.11,780.01,783.2
PP1,779.01,779.01,779.01,779.1
S11,775.31,775.31,778.61,775.4
S21,771.21,771.21,777.9
S31,763.41,767.51,777.2
S41,755.61,759.71,775.0

Weekly Pivots for week ending 14-Sep-2012

LevelClassicWoodieCamarillaDeMark
R41,911.21,893.91,806.0
R31,862.61,845.31,792.7
R21,814.01,814.01,788.2
R11,796.71,796.71,783.81,805.4
PP1,765.41,765.41,765.41,769.8
S11,748.11,748.11,774.91,756.8
S21,716.81,716.81,770.4
S31,668.21,699.51,765.9
S41,619.61,650.91,752.6

Fisher Pivots for day following 14-Sep-2012

Pivot1 Day3 Day
R11,779.21,773.1
PP1,779.01,766.9
S11,778.91,760.7

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2501,816.0
2.6181,803.2
1.6181,795.4
1.0001,790.6
0.6181,787.6
HIGH1,782.8
0.6181,779.8
0.5001,778.9
0.3821,778.0
LOW1,775.0
0.6181,770.2
1.0001,767.2
1.6181,762.4
2.6181,754.6
4.2501,741.9

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%1,740.0
38.2%1,713.5
50.0%1,692.1
61.8%1,670.6
78.6%1,640.1

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA1,755.623.71.4%Above
10-Day SMA1,733.445.92.6%Above
20-Day SMA1,696.782.64.9%Above
50-Day SMAInsufficient data
100-Day SMAInsufficient data
200-Day SMAInsufficient data

Bollinger Bands (20, 2):

Upper: 1,785.5

Middle: 1,696.7

Lower: 1,607.9

Bandwidth: 10.5%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
81.74
Neutral 30–70

Stochastic (14, 3)

Neutral
%K: 97.25
%D: 94.03

CCI (20)

Neutral
154.08
Range -100 to +100

Williams %R (14)

Bearish
-2.75
Range -100 to 0

ROC (12)

Bullish
6.17%
12-period Rate of Change

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch3.8
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
51,782.81,734.248.62.7%16.90.9%93%TrueFalse1,323
101,782.81,655.3127.57.2%21.01.2%97%TrueFalse1,025
201,782.81,620.7162.19.1%16.30.9%98%TrueFalse694