NYMEX Natural Gas Future November 2007

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Trading Metrics calculated at close of trading on 17-Nov-2006
Day Change Summary Previous Current 16-Nov-2006 17-Nov-2006 Change Change % Previous Week Open 8.700 8.770 0.070 0.8% 8.500 High 8.710 8.770 0.060 0.7% 8.800 Low 8.470 8.770 0.300 3.5% 8.470 Close 8.535 8.802 0.267 3.1% 8.802 Range 0.240 0.000 -0.240 -100.0% 0.330 ATR 0.152 0.158 0.006 3.9% 0.000 Volume 13 383 370 2,846.2% 1,289
Daily Pivots for day following 17-Nov-2006 Classic Woodie Camarilla DeMark R4 8.781 8.791 8.802 R3 8.781 8.791 8.802 R2 8.781 8.781 8.802 R1 8.791 8.791 8.802 8.786 PP 8.781 8.781 8.781 8.778 S1 8.791 8.791 8.802 8.786 S2 8.781 8.781 8.802 S3 8.781 8.791 8.802 S4 8.781 8.791 8.802	Weekly Pivots for week ending 17-Nov-2006 Classic Woodie Camarilla DeMark R4 9.681 9.571 8.984 R3 9.351 9.241 8.893 R2 9.021 9.021 8.863 R1 8.911 8.911 8.832 8.966 PP 8.691 8.691 8.691 8.718 S1 8.581 8.581 8.772 8.636 S2 8.361 8.361 8.742 S3 8.031 8.251 8.711 S4 7.701 7.921 8.621
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 8.800 8.470 0.330 3.7% 0.126 1.4% 101% False False 257 10 8.800 8.400 0.400 4.5% 0.105 1.2% 101% False False 268 20 8.800 8.090 0.710 8.1% 0.101 1.2% 100% False False 671 40 8.800 7.900 0.900 10.2% 0.109 1.2% 100% False False 794
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 -0.007 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 8.770 2.618 8.770 1.618 8.770 1.000 8.770 0.618 8.770 HIGH 8.770 0.618 8.770 0.500 8.770 0.382 8.770 LOW 8.770 0.618 8.770 1.000 8.770 1.618 8.770 2.618 8.770 4.250 8.770
Fisher Pivots for day following 17-Nov-2006 Pivot 1 day 3 day R1 8.791 8.746 PP 8.781 8.691 S1 8.770 8.635

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