NYMEX Natural Gas Future November 2007

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Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary Previous Current 10-Jan-2007 11-Jan-2007 Change Change % Previous Week Open 8.064 7.951 -0.113 -1.4% 7.750 High 8.076 7.980 -0.096 -1.2% 7.938 Low 7.994 7.760 -0.234 -2.9% 7.688 Close 8.086 7.762 -0.324 -4.0% 7.782 Range 0.082 0.220 0.138 168.3% 0.250 ATR 0.153 0.165 0.012 8.1% 0.000 Volume 188 982 794 422.3% 1,046
Daily Pivots for day following 11-Jan-2007 Classic Woodie Camarilla DeMark R4 8.494 8.348 7.883 R3 8.274 8.128 7.823 R2 8.054 8.054 7.802 R1 7.908 7.908 7.782 7.871 PP 7.834 7.834 7.834 7.816 S1 7.688 7.688 7.742 7.651 S2 7.614 7.614 7.722 S3 7.394 7.468 7.702 S4 7.174 7.248 7.641	Weekly Pivots for week ending 05-Jan-2007 Classic Woodie Camarilla DeMark R4 8.553 8.417 7.920 R3 8.303 8.167 7.851 R2 8.053 8.053 7.828 R1 7.917 7.917 7.805 7.985 PP 7.803 7.803 7.803 7.837 S1 7.667 7.667 7.759 7.735 S2 7.553 7.553 7.736 S3 7.303 7.417 7.713 S4 7.053 7.167 7.645
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 8.076 7.688 0.388 5.0% 0.136 1.8% 19% False False 340 10 8.076 7.688 0.388 5.0% 0.138 1.8% 19% False False 277 20 8.520 7.650 0.870 11.2% 0.128 1.6% 13% False False 310 40 9.090 7.650 1.440 18.6% 0.113 1.5% 8% False False 383 60 9.090 7.650 1.440 18.6% 0.106 1.4% 8% False False 478
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.026 Widest range in 38 trading days	Fibonacci Retracements and Extensions 4.250 8.915 2.618 8.556 1.618 8.336 1.000 8.200 0.618 8.116 HIGH 7.980 0.618 7.896 0.500 7.870 0.382 7.844 LOW 7.760 0.618 7.624 1.000 7.540 1.618 7.404 2.618 7.184 4.250 6.825
Fisher Pivots for day following 11-Jan-2007 Pivot 1 day 3 day R1 7.870 7.918 PP 7.834 7.866 S1 7.798 7.814

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