An investor takes a long position in one gold futures contract on 3 June. The gold futures price is $454 per ounce on 3 June. The contract size is 100 ounces. The investor holds the position open until closing it out on 8 June. The initial margin requirement is $500 per contract and the maintenance margin is $350 per contract. Assume the investor deposits the initial margin on 3 June and withdraw $50 excess from margin account on 4 June.

Fill the information (i.e., daily gain/loss ($), cumulative gain/loss ($), margin balance before margin call/withdraw ($), and margin call/withdraw ($)) in the following table.