NYMEX Natural Gas Future December 2007

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Trading Metrics calculated at close of trading on 13-Dec-2006
Day Change Summary Previous Current 12-Dec-2006 13-Dec-2006 Change Change % Previous Week Open 9.185 9.160 -0.025 -0.3% 9.120 High 9.185 9.230 0.045 0.5% 9.300 Low 9.080 9.130 0.050 0.6% 8.909 Close 9.128 9.225 0.097 1.1% 9.204 Range 0.105 0.100 -0.005 -4.8% 0.391 ATR 0.151 0.148 -0.004 -2.3% 0.000 Volume 156 191 35 22.4% 4,498
Daily Pivots for day following 13-Dec-2006 Classic Woodie Camarilla DeMark R4 9.495 9.460 9.280 R3 9.395 9.360 9.253 R2 9.295 9.295 9.243 R1 9.260 9.260 9.234 9.278 PP 9.195 9.195 9.195 9.204 S1 9.160 9.160 9.216 9.178 S2 9.095 9.095 9.207 S3 8.995 9.060 9.198 S4 8.895 8.960 9.170	Weekly Pivots for week ending 08-Dec-2006 Classic Woodie Camarilla DeMark R4 10.311 10.148 9.419 R3 9.920 9.757 9.312 R2 9.529 9.529 9.276 R1 9.366 9.366 9.240 9.448 PP 9.138 9.138 9.138 9.178 S1 8.975 8.975 9.168 9.057 S2 8.747 8.747 9.132 S3 8.356 8.584 9.096 S4 7.965 8.193 8.989
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 9.300 9.070 0.230 2.5% 0.073 0.8% 67% False False 352 10 9.500 8.909 0.591 6.4% 0.097 1.1% 53% False False 561 20 9.500 8.909 0.591 6.4% 0.105 1.1% 53% False False 648 40 9.500 8.500 1.000 10.8% 0.114 1.2% 73% False False 572
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0.001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 9.655 2.618 9.492 1.618 9.392 1.000 9.330 0.618 9.292 HIGH 9.230 0.618 9.192 0.500 9.180 0.382 9.168 LOW 9.130 0.618 9.068 1.000 9.030 1.618 8.968 2.618 8.868 4.250 8.705
Fisher Pivots for day following 13-Dec-2006 Pivot 1 day 3 day R1 9.210 9.200 PP 9.195 9.175 S1 9.180 9.150

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