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According to About.com: Cats, the 4th of July, Independence Day, is the most traumatic day of the year for cats. As with many of our traditional holidays, people tend to forget the meaning of "Independence Day," but concentrate their celebration on "bombs bursting mid-air" and barbecues.
Frightened cats will seek shelter, immediately. Many cats will run and hide under a bed or in a closet when the doorbell rings. It will help your kitty if you prepare a sanctuary in advance, perhaps a bed inside a closet in an interior room. If your cat is normally an indoor-outdoor cat, keep him/her indoors for the day. Unfortunately, there are still sadistic sub-humans around who think it's great fun to tie a string of firecrackers to a cat's tail. Don't let your cat become a statistic and forever ruin your enjoyment of the holiday.
Hill’sPet.com offers that it’s not uncommon for a cat to be afraid of loud noises, especially thunder and fireworks. They usually display by hiding. A cat suffering from a substantial fear of loud noises may begin to display anxious behavior before the thunder begins. Rain on the roof of the house, bright flashes of light or even the drop in air pressure before a storm may be enough to trigger anxiety. It is important to know what to do when the situation occurs.
Staying calm will help your cat feel safe. You might even try to play with your cat to distract from the noise of thunder of fireworks. Make sure your cat has a safe place to seek refuge. Cats typically will run under a bed or under a chair to escape loud noises. Your cat chooses these places because he/she feels protected and the noise of thunder or fireworks is muffled. If your cat has not already picked out a place, provide one. Try leaving a few treats or a favorite cat food in safe place to encourage your cat to go there. Remember that tomorrow will be a normal day for you and your cat!
For more information: cats.about.com/cs/catmanagement101/a/4thofjuly.htm