NYMEX Natural Gas Future December 2007

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Trading Metrics calculated at close of trading on 02-Nov-2006
Day Change Summary Previous Current 01-Nov-2006 02-Nov-2006 Change Change % Previous Week Open 8.790 9.050 0.260 3.0% 9.120 High 8.800 9.050 0.250 2.8% 9.250 Low 8.735 9.050 0.315 3.6% 8.940 Close 8.942 9.013 0.071 0.8% 8.763 Range 0.065 0.000 -0.065 -100.0% 0.310 ATR 0.151 0.148 -0.003 -2.0% 0.000 Volume 2,521 61 -2,460 -97.6% 2,630
Daily Pivots for day following 02-Nov-2006 Classic Woodie Camarilla DeMark R4 9.038 9.025 9.013 R3 9.038 9.025 9.013 R2 9.038 9.038 9.013 R1 9.025 9.025 9.013 9.032 PP 9.038 9.038 9.038 9.041 S1 9.025 9.025 9.013 9.032 S2 9.038 9.038 9.013 S3 9.038 9.025 9.013 S4 9.038 9.025 9.013	Weekly Pivots for week ending 27-Oct-2006 Classic Woodie Camarilla DeMark R4 9.914 9.649 8.934 R3 9.604 9.339 8.848 R2 9.294 9.294 8.820 R1 9.029 9.029 8.791 9.007 PP 8.984 8.984 8.984 8.973 S1 8.719 8.719 8.735 8.697 S2 8.674 8.674 8.706 S3 8.364 8.409 8.678 S4 8.054 8.099 8.593
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 9.100 8.500 0.600 6.7% 0.085 0.9% 86% False False 1,242 10 9.250 8.500 0.750 8.3% 0.095 1.1% 68% False False 819 20 9.350 8.500 0.850 9.4% 0.117 1.3% 60% False False 495
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 0.006 Narrowest range in 9 trading days	Fibonacci Retracements and Extensions 4.250 9.050 2.618 9.050 1.618 9.050 1.000 9.050 0.618 9.050 HIGH 9.050 0.618 9.050 0.500 9.050 0.382 9.050 LOW 9.050 0.618 9.050 1.000 9.050 1.618 9.050 2.618 9.050 4.250 9.050
Fisher Pivots for day following 02-Nov-2006 Pivot 1 day 3 day R1 9.050 8.934 PP 9.038 8.854 S1 9.025 8.775

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