NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 27-Jul-2007

Day Change Summary
	Previous	Current
	26-Jul-2007	27-Jul-2007	Change	Change %	Previous Week
Open	7.250	7.281	0.031	0.4%	7.460
High	7.355	7.461	0.106	1.4%	7.461
Low	7.204	7.272	0.068	0.9%	7.000
Close	7.281	7.411	0.130	1.8%	7.411
Range	0.151	0.189	0.038	25.2%	0.461
ATR	0.227	0.224	-0.003	-1.2%	0.000
Volume	3,189	4,516	1,327	41.6%	22,795

Daily Pivots for day following 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	7.948	7.869	7.515
R3	7.759	7.680	7.463
R2	7.570	7.570	7.446
R1	7.491	7.491	7.428	7.531
PP	7.381	7.381	7.381	7.401
S1	7.302	7.302	7.394	7.342
S2	7.192	7.192	7.376
S3	7.003	7.113	7.359
S4	6.814	6.924	7.307

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.674	8.503	7.665
R3	8.213	8.042	7.538
R2	7.752	7.752	7.496
R1	7.581	7.581	7.453	7.436
PP	7.291	7.291	7.291	7.218
S1	7.120	7.120	7.369	6.975
S2	6.830	6.830	7.326
S3	6.369	6.659	7.284
S4	5.908	6.198	7.157

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.461	7.000	0.461	6.2%	0.208	2.8%	89%	True	False	4,559
10	7.844	7.000	0.844	11.4%	0.231	3.1%	49%	False	False	3,796
20	7.860	7.000	0.860	11.6%	0.209	2.8%	48%	False	False	3,296
40	9.185	7.000	2.185	29.5%	0.189	2.6%	19%	False	False	3,236
60	9.290	7.000	2.290	30.9%	0.168	2.3%	18%	False	False	2,608
80	9.290	7.000	2.290	30.9%	0.166	2.2%	18%	False	False	2,297
100	9.290	7.000	2.290	30.9%	0.160	2.2%	18%	False	False	1,977
120	9.290	7.000	2.290	30.9%	0.157	2.1%	18%	False	False	1,749

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.264
2.618	7.956
1.618	7.767
1.000	7.650
0.618	7.578
HIGH	7.461
0.618	7.389
0.500	7.367
0.382	7.344
LOW	7.272
0.618	7.155
1.000	7.083
1.618	6.966
2.618	6.777
4.250	6.469

Fisher Pivots for day following 27-Jul-2007
Pivot	1 day	3 day
R1	7.396	7.351
PP	7.381	7.291
S1	7.367	7.231

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

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