NYMEX Natural Gas Future November 2007

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Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary Previous Current 02-Jan-2007 03-Jan-2007 Change Change % Previous Week Open 7.830 7.830 0.000 0.0% 8.150 High 7.933 7.890 -0.043 -0.5% 8.180 Low 7.830 7.800 -0.030 -0.4% 7.650 Close 7.933 7.805 -0.128 -1.6% 7.933 Range 0.103 0.090 -0.013 -12.6% 0.530 ATR 0.154 0.152 -0.001 -1.0% 0.000 Volume 318 3 -315 -99.1% 795
Daily Pivots for day following 03-Jan-2007 Classic Woodie Camarilla DeMark R4 8.102 8.043 7.855 R3 8.012 7.953 7.830 R2 7.922 7.922 7.822 R1 7.863 7.863 7.813 7.848 PP 7.832 7.832 7.832 7.824 S1 7.773 7.773 7.797 7.758 S2 7.742 7.742 7.789 S3 7.652 7.683 7.780 S4 7.562 7.593 7.756	Weekly Pivots for week ending 29-Dec-2006 Classic Woodie Camarilla DeMark R4 9.511 9.252 8.225 R3 8.981 8.722 8.079 R2 8.451 8.451 8.030 R1 8.192 8.192 7.982 8.057 PP 7.921 7.921 7.921 7.853 S1 7.662 7.662 7.884 7.527 S2 7.391 7.391 7.836 S3 6.861 7.132 7.787 S4 6.331 6.602 7.642
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 7.933 7.735 0.198 2.5% 0.109 1.4% 35% False False 156 10 8.320 7.650 0.670 8.6% 0.123 1.6% 23% False False 216 20 8.749 7.650 1.099 14.1% 0.108 1.4% 14% False False 288 40 9.090 7.650 1.440 18.4% 0.103 1.3% 11% False False 374 60 9.090 7.650 1.440 18.4% 0.102 1.3% 11% False False 521
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.014 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 8.273 2.618 8.126 1.618 8.036 1.000 7.980 0.618 7.946 HIGH 7.890 0.618 7.856 0.500 7.845 0.382 7.834 LOW 7.800 0.618 7.744 1.000 7.710 1.618 7.654 2.618 7.564 4.250 7.418
Fisher Pivots for day following 03-Jan-2007 Pivot 1 day 3 day R1 7.845 7.834 PP 7.832 7.824 S1 7.818 7.815

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