NYMEX Natural Gas Future December 2007

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Trading Metrics calculated at close of trading on 07-Dec-2006
Day Change Summary Previous Current 06-Dec-2006 07-Dec-2006 Change Change % Previous Week Open 8.910 9.150 0.240 2.7% 9.250 High 9.140 9.220 0.080 0.9% 9.500 Low 8.910 9.140 0.230 2.6% 9.247 Close 9.130 9.238 0.108 1.2% 9.338 Range 0.230 0.080 -0.150 -65.2% 0.253 ATR 0.169 0.163 -0.006 -3.3% 0.000 Volume 1,584 494 -1,090 -68.8% 3,142
Daily Pivots for day following 07-Dec-2006 Classic Woodie Camarilla DeMark R4 9.439 9.419 9.282 R3 9.359 9.339 9.260 R2 9.279 9.279 9.253 R1 9.259 9.259 9.245 9.269 PP 9.199 9.199 9.199 9.205 S1 9.179 9.179 9.231 9.189 S2 9.119 9.119 9.223 S3 9.039 9.099 9.216 S4 8.959 9.019 9.194	Weekly Pivots for week ending 01-Dec-2006 Classic Woodie Camarilla DeMark R4 10.121 9.982 9.477 R3 9.868 9.729 9.408 R2 9.615 9.615 9.384 R1 9.476 9.476 9.361 9.546 PP 9.362 9.362 9.362 9.396 S1 9.223 9.223 9.315 9.293 S2 9.109 9.109 9.292 S3 8.856 8.970 9.268 S4 8.603 8.717 9.199
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 9.400 8.909 0.491 5.3% 0.126 1.4% 67% False False 835 10 9.500 8.909 0.591 6.4% 0.107 1.2% 56% False False 732 20 9.500 8.750 0.750 8.1% 0.119 1.3% 65% False False 623 40 9.500 8.500 1.000 10.8% 0.119 1.3% 74% False False 561
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 0.001 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 9.560 2.618 9.429 1.618 9.349 1.000 9.300 0.618 9.269 HIGH 9.220 0.618 9.189 0.500 9.180 0.382 9.171 LOW 9.140 0.618 9.091 1.000 9.060 1.618 9.011 2.618 8.931 4.250 8.800
Fisher Pivots for day following 07-Dec-2006 Pivot 1 day 3 day R1 9.219 9.180 PP 9.199 9.122 S1 9.180 9.065

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