NYMEX Natural Gas Future November 2007

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Trading Metrics calculated at close of trading on 30-Nov-2006
Day Change Summary Previous Current 29-Nov-2006 30-Nov-2006 Change Change % Previous Week Open 8.900 8.990 0.090 1.0% 8.780 High 9.090 9.070 -0.020 -0.2% 8.840 Low 8.900 8.990 0.090 1.0% 8.630 Close 9.054 9.106 0.052 0.6% 8.603 Range 0.190 0.080 -0.110 -57.9% 0.210 ATR 0.154 0.149 -0.005 -3.4% 0.000 Volume 1,320 308 -1,012 -76.7% 1,884
Daily Pivots for day following 30-Nov-2006 Classic Woodie Camarilla DeMark R4 9.295 9.281 9.150 R3 9.215 9.201 9.128 R2 9.135 9.135 9.121 R1 9.121 9.121 9.113 9.128 PP 9.055 9.055 9.055 9.059 S1 9.041 9.041 9.099 9.048 S2 8.975 8.975 9.091 S3 8.895 8.961 9.084 S4 8.815 8.881 9.062	Weekly Pivots for week ending 24-Nov-2006 Classic Woodie Camarilla DeMark R4 9.321 9.172 8.719 R3 9.111 8.962 8.661 R2 8.901 8.901 8.642 R1 8.752 8.752 8.622 8.722 PP 8.691 8.691 8.691 8.676 S1 8.542 8.542 8.584 8.512 S2 8.481 8.481 8.565 S3 8.271 8.332 8.545 S4 8.061 8.122 8.488
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 9.090 8.630 0.460 5.1% 0.104 1.1% 103% False False 650 10 9.090 8.470 0.620 6.8% 0.116 1.3% 103% False False 541 20 9.090 8.270 0.820 9.0% 0.108 1.2% 102% False False 508 40 9.090 8.090 1.000 11.0% 0.105 1.1% 102% False False 659
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.004 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 9.410 2.618 9.279 1.618 9.199 1.000 9.150 0.618 9.119 HIGH 9.070 0.618 9.039 0.500 9.030 0.382 9.021 LOW 8.990 0.618 8.941 1.000 8.910 1.618 8.861 2.618 8.781 4.250 8.650
Fisher Pivots for day following 30-Nov-2006 Pivot 1 day 3 day R1 9.081 9.056 PP 9.055 9.005 S1 9.030 8.955

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