NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 21-Sep-2007

Day Change Summary
	Previous	Current
	20-Sep-2007	21-Sep-2007	Change	Change %	Previous Week
Open	6.870	7.010	0.140	2.0%	7.119
High	7.040	7.212	0.172	2.4%	7.374
Low	6.700	6.811	0.111	1.7%	6.700
Close	6.978	6.990	0.012	0.2%	6.990
Range	0.340	0.401	0.061	17.9%	0.674
ATR	0.331	0.336	0.005	1.5%	0.000
Volume	31,121	36,499	5,378	17.3%	171,008

Daily Pivots for day following 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.207	8.000	7.211
R3	7.806	7.599	7.100
R2	7.405	7.405	7.064
R1	7.198	7.198	7.027	7.101
PP	7.004	7.004	7.004	6.956
S1	6.797	6.797	6.953	6.700
S2	6.603	6.603	6.916
S3	6.202	6.396	6.880
S4	5.801	5.995	6.769

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	9.043	8.691	7.361
R3	8.369	8.017	7.175
R2	7.695	7.695	7.114
R1	7.343	7.343	7.052	7.182
PP	7.021	7.021	7.021	6.941
S1	6.669	6.669	6.928	6.508
S2	6.347	6.347	6.866
S3	5.673	5.995	6.805
S4	4.999	5.321	6.619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.374	6.700	0.674	9.6%	0.391	5.6%	43%	False	False	34,201
10	7.374	6.230	1.144	16.4%	0.391	5.6%	66%	False	False	31,827
20	7.374	6.230	1.144	16.4%	0.321	4.6%	66%	False	False	21,852
40	8.115	6.230	1.885	27.0%	0.309	4.4%	40%	False	False	17,602
60	8.115	6.230	1.885	27.0%	0.276	3.9%	40%	False	False	12,833
80	9.185	6.230	2.955	42.3%	0.249	3.6%	26%	False	False	10,419
100	9.290	6.230	3.060	43.8%	0.225	3.2%	25%	False	False	8,605
120	9.290	6.230	3.060	43.8%	0.214	3.1%	25%	False	False	7,399

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	0.072
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8.916
2.618	8.262
1.618	7.861
1.000	7.613
0.618	7.460
HIGH	7.212
0.618	7.059
0.500	7.012
0.382	6.964
LOW	6.811
0.618	6.563
1.000	6.410
1.618	6.162
2.618	5.761
4.250	5.107

Fisher Pivots for day following 21-Sep-2007
Pivot	1 day	3 day
R1	7.012	6.988
PP	7.004	6.986
S1	6.997	6.984

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

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