NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 27-Dec-2006

Day Change Summary
	Previous	Current
	26-Dec-2006	27-Dec-2006	Change	Change %	Previous Week
Open	8.000	7.790	-0.210	-2.6%	8.390
High	8.000	7.800	-0.200	-2.5%	8.390
Low	7.790	7.650	-0.140	-1.8%	8.105
Close	7.813	7.700	-0.113	-1.4%	8.120
Range	0.210	0.150	-0.060	-28.6%	0.285
ATR	0.155	0.156	0.001	0.4%	0.000
Volume	136	152	16	11.8%	1,848

Daily Pivots for day following 27-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	8.167	8.083	7.783
R3	8.017	7.933	7.741
R2	7.867	7.867	7.728
R1	7.783	7.783	7.714	7.750
PP	7.717	7.717	7.717	7.700
S1	7.633	7.633	7.686	7.600
S2	7.567	7.567	7.673
S3	7.417	7.483	7.659
S4	7.267	7.333	7.618

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	9.060	8.875	8.277
R3	8.775	8.590	8.198
R2	8.490	8.490	8.172
R1	8.305	8.305	8.146	8.255
PP	8.205	8.205	8.205	8.180
S1	8.020	8.020	8.094	7.970
S2	7.920	7.920	8.068
S3	7.635	7.735	8.042
S4	7.350	7.450	7.963

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8.320	7.650	0.670	8.7%	0.136	1.8%	7%	False	True	276
10	8.720	7.650	1.070	13.9%	0.120	1.6%	5%	False	True	334
20	9.070	7.650	1.420	18.4%	0.099	1.3%	4%	False	True	363
40	9.090	7.650	1.440	18.7%	0.106	1.4%	3%	False	True	438
60	9.090	7.650	1.440	18.7%	0.104	1.4%	3%	False	True	555

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.438
2.618	8.193
1.618	8.043
1.000	7.950
0.618	7.893
HIGH	7.800
0.618	7.743
0.500	7.725
0.382	7.707
LOW	7.650
0.618	7.557
1.000	7.500
1.618	7.407
2.618	7.257
4.250	7.013

Fisher Pivots for day following 27-Dec-2006
Pivot	1 day	3 day
R1	7.725	7.915
PP	7.717	7.843
S1	7.708	7.772

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

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