NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 04-Oct-2007

Day Change Summary
	Previous	Current
	03-Oct-2007	04-Oct-2007	Change	Change %	Previous Week
Open	7.449	7.240	-0.209	-2.8%	6.905
High	7.505	7.431	-0.074	-1.0%	7.255
Low	7.200	7.150	-0.050	-0.7%	6.744
Close	7.277	7.412	0.135	1.9%	6.870
Range	0.305	0.281	-0.024	-7.9%	0.511
ATR	0.319	0.316	-0.003	-0.9%	0.000
Volume	70,584	59,219	-11,365	-16.1%	191,727

Daily Pivots for day following 04-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.174	8.074	7.567
R3	7.893	7.793	7.489
R2	7.612	7.612	7.464
R1	7.512	7.512	7.438	7.562
PP	7.331	7.331	7.331	7.356
S1	7.231	7.231	7.386	7.281
S2	7.050	7.050	7.360
S3	6.769	6.950	7.335
S4	6.488	6.669	7.257

Weekly Pivots for week ending 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.489	8.191	7.151
R3	7.978	7.680	7.011
R2	7.467	7.467	6.964
R1	7.169	7.169	6.917	7.063
PP	6.956	6.956	6.956	6.903
S1	6.658	6.658	6.823	6.552
S2	6.445	6.445	6.776
S3	5.934	6.147	6.729
S4	5.423	5.636	6.589

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.505	6.753	0.752	10.1%	0.307	4.1%	88%	False	False	56,729
10	7.505	6.744	0.761	10.3%	0.301	4.1%	88%	False	False	45,726
20	7.505	6.230	1.275	17.2%	0.336	4.5%	93%	False	False	38,024
40	8.115	6.230	1.885	25.4%	0.315	4.2%	63%	False	False	25,568
60	8.115	6.230	1.885	25.4%	0.291	3.9%	63%	False	False	19,479
80	9.100	6.230	2.870	38.7%	0.266	3.6%	41%	False	False	15,439
100	9.290	6.230	3.060	41.3%	0.241	3.2%	39%	False	False	12,703
120	9.290	6.230	3.060	41.3%	0.225	3.0%	39%	False	False	10,810

Crabel Price Patterns
NR	True
NR4	True
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	0.075
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8.625
2.618	8.167
1.618	7.886
1.000	7.712
0.618	7.605
HIGH	7.431
0.618	7.324
0.500	7.291
0.382	7.257
LOW	7.150
0.618	6.976
1.000	6.869
1.618	6.695
2.618	6.414
4.250	5.956

Fisher Pivots for day following 04-Oct-2007
Pivot	1 day	3 day
R1	7.372	7.370
PP	7.331	7.327
S1	7.291	7.285

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

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