NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 31-Jul-2007

Day Change Summary
	Previous	Current
	30-Jul-2007	31-Jul-2007	Change	Change %	Previous Week
Open	7.480	7.758	0.278	3.7%	7.460
High	7.700	7.800	0.100	1.3%	7.461
Low	7.480	7.348	-0.132	-1.8%	7.000
Close	7.659	7.374	-0.285	-3.7%	7.411
Range	0.220	0.452	0.232	105.5%	0.461
ATR	0.229	0.245	0.016	7.0%	0.000
Volume	5,348	7,680	2,332	43.6%	22,795

Daily Pivots for day following 31-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.863	8.571	7.623
R3	8.411	8.119	7.498
R2	7.959	7.959	7.457
R1	7.667	7.667	7.415	7.587
PP	7.507	7.507	7.507	7.468
S1	7.215	7.215	7.333	7.135
S2	7.055	7.055	7.291
S3	6.603	6.763	7.250
S4	6.151	6.311	7.125

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	7.800	7.000	0.800	10.8%	0.257	3.5%	47%	True	False	4,984
10	7.844	7.000	0.844	11.4%	0.256	3.5%	44%	False	False	4,529
20	7.853	7.000	0.853	11.6%	0.226	3.1%	44%	False	False	3,753
40	9.153	7.000	2.153	29.2%	0.197	2.7%	17%	False	False	3,511
60	9.290	7.000	2.290	31.1%	0.176	2.4%	16%	False	False	2,768
80	9.290	7.000	2.290	31.1%	0.171	2.3%	16%	False	False	2,426
100	9.290	7.000	2.290	31.1%	0.164	2.2%	16%	False	False	2,091
120	9.290	7.000	2.290	31.1%	0.161	2.2%	16%	False	False	1,842

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 220 trading days

Fibonacci Retracements and Extensions
4.250	9.721
2.618	8.983
1.618	8.531
1.000	8.252
0.618	8.079
HIGH	7.800
0.618	7.627
0.500	7.574
0.382	7.521
LOW	7.348
0.618	7.069
1.000	6.896
1.618	6.617
2.618	6.165
4.250	5.427

Fisher Pivots for day following 31-Jul-2007
Pivot	1 day	3 day
R1	7.574	7.536
PP	7.507	7.482
S1	7.441	7.428

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

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