GAMCO Natural Resources, Gold & Income Trust is a non-diversified, closed-end management investment company. The Fund's primary investment objective is to provide a high level of current income from interest, dividends and option premiums. The Fund's secondary investment objective is to seek capital appreciation consistent with the Fund's strategy and its primary objective. The Fund will attempt to achieve its objectives by investing at least 80% of its assets in equity securities of companies engaged in the natural resources and gold industries. The Fund intends to generate income from short term gains through an option strategy of writing (selling) covered call options of the equity securities in its portfolio. Its portfolio includes investments in various sectors, such as metals and mining; energy and energy services; specialty chemicals; the United States Government obligations; agriculture; healthcare, and machinery. Gabelli Funds, LLC is its investment advisor.