NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 20-Sep-2007

Day Change Summary
	Previous	Current
	19-Sep-2007	20-Sep-2007	Change	Change %	Previous Week
Open	7.860	7.590	-0.270	-3.4%	7.279
High	7.860	7.856	-0.004	-0.1%	7.950
Low	7.600	7.484	-0.116	-1.5%	7.165
Close	7.615	7.793	0.178	2.3%	7.754
Range	0.260	0.372	0.112	43.1%	0.785
ATR	0.254	0.262	0.008	3.3%	0.000
Volume	14,623	11,427	-3,196	-21.9%	54,973

Daily Pivots for day following 20-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.827	8.682	7.998
R3	8.455	8.310	7.895
R2	8.083	8.083	7.861
R1	7.938	7.938	7.827	8.011
PP	7.711	7.711	7.711	7.747
S1	7.566	7.566	7.759	7.639
S2	7.339	7.339	7.725
S3	6.967	7.194	7.691
S4	6.595	6.822	7.588

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	9.978	9.651	8.186
R3	9.193	8.866	7.970
R2	8.408	8.408	7.898
R1	8.081	8.081	7.826	8.245
PP	7.623	7.623	7.623	7.705
S1	7.296	7.296	7.682	7.460
S2	6.838	6.838	7.610
S3	6.053	6.511	7.538
S4	5.268	5.726	7.322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.980	7.484	0.496	6.4%	0.291	3.7%	62%	False	True	11,452
10	7.980	7.165	0.815	10.5%	0.282	3.6%	77%	False	False	11,423
20	7.980	7.165	0.815	10.5%	0.237	3.0%	77%	False	False	8,449
40	8.800	7.165	1.635	21.0%	0.239	3.1%	38%	False	False	7,085
60	8.800	7.165	1.635	21.0%	0.225	2.9%	38%	False	False	5,671
80	9.838	7.165	2.673	34.3%	0.212	2.7%	23%	False	False	4,881
100	9.912	7.165	2.747	35.2%	0.196	2.5%	23%	False	False	4,098
120	9.912	7.165	2.747	35.2%	0.189	2.4%	23%	False	False	3,571

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	0.043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9.437
2.618	8.830
1.618	8.458
1.000	8.228
0.618	8.086
HIGH	7.856
0.618	7.714
0.500	7.670
0.382	7.626
LOW	7.484
0.618	7.254
1.000	7.112
1.618	6.882
2.618	6.510
4.250	5.903

Fisher Pivots for day following 20-Sep-2007
Pivot	1 day	3 day
R1	7.752	7.773
PP	7.711	7.752
S1	7.670	7.732

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

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