NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 24-Sep-2007

Day Change Summary
	Previous	Current
	21-Sep-2007	24-Sep-2007	Change	Change %	Previous Week
Open	7.010	6.905	-0.105	-1.5%	7.119
High	7.212	7.218	0.006	0.1%	7.374
Low	6.811	6.861	0.050	0.7%	6.700
Close	6.990	7.168	0.178	2.5%	6.990
Range	0.401	0.357	-0.044	-11.0%	0.674
ATR	0.336	0.337	0.002	0.5%	0.000
Volume	36,499	28,207	-8,292	-22.7%	171,008

Daily Pivots for day following 24-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.153	8.018	7.364
R3	7.796	7.661	7.266
R2	7.439	7.439	7.233
R1	7.304	7.304	7.201	7.372
PP	7.082	7.082	7.082	7.116
S1	6.947	6.947	7.135	7.015
S2	6.725	6.725	7.103
S3	6.368	6.590	7.070
S4	6.011	6.233	6.972

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	9.4%	0.395	5.5%	69%	False	False	31,701
10	7.374	6.612	0.762	10.6%	0.374	5.2%	73%	False	False	33,184
20	7.374	6.230	1.144	16.0%	0.331	4.6%	82%	False	False	22,986
40	8.115	6.230	1.885	26.3%	0.313	4.4%	50%	False	False	18,173
60	8.115	6.230	1.885	26.3%	0.278	3.9%	50%	False	False	13,265
80	9.153	6.230	2.923	40.8%	0.251	3.5%	32%	False	False	10,764
100	9.290	6.230	3.060	42.7%	0.227	3.2%	31%	False	False	8,863
120	9.290	6.230	3.060	42.7%	0.215	3.0%	31%	False	False	7,622

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.070
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.735
2.618	8.153
1.618	7.796
1.000	7.575
0.618	7.439
HIGH	7.218
0.618	7.082
0.500	7.040
0.382	6.997
LOW	6.861
0.618	6.640
1.000	6.504
1.618	6.283
2.618	5.926
4.250	5.344

Fisher Pivots for day following 24-Sep-2007
Pivot	1 day	3 day
R1	7.125	7.098
PP	7.082	7.029
S1	7.040	6.959

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

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