NYMEX Natural Gas Future June 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	4.010	4.062	0.052	1.3%	4.446
High	4.136	4.083	-0.053	-1.3%	4.586
Low	4.004	3.970	-0.034	-0.8%	4.122
Close	4.027	3.976	-0.051	-1.3%	4.142
Range	0.132	0.113	-0.019	-14.4%	0.464
ATR	0.220	0.213	-0.008	-3.5%	0.000
Volume	18,254	12,453	-5,801	-31.8%	40,302

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.349	4.275	4.038
R3	4.236	4.162	4.007
R2	4.123	4.123	3.997
R1	4.049	4.049	3.986	4.030
PP	4.010	4.010	4.010	4.000
S1	3.936	3.936	3.966	3.917
S2	3.897	3.897	3.955
S3	3.784	3.823	3.945
S4	3.671	3.710	3.914

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.675	5.373	4.397
R3	5.211	4.909	4.270
R2	4.747	4.747	4.227
R1	4.445	4.445	4.185	4.364
PP	4.283	4.283	4.283	4.243
S1	3.981	3.981	4.099	3.900
S2	3.819	3.819	4.057
S3	3.355	3.517	4.014
S4	2.891	3.053	3.887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.586	3.970	0.616	15.5%	0.190	4.8%	1%	False	True	11,832
10	4.586	3.970	0.616	15.5%	0.214	5.4%	1%	False	True	9,070
20	4.998	3.970	1.028	25.9%	0.202	5.1%	1%	False	True	7,421
40	5.665	3.970	1.695	42.6%	0.212	5.3%	0%	False	True	5,334
60	6.413	3.970	2.443	61.4%	0.215	5.4%	0%	False	True	4,075
80	6.995	3.970	3.025	76.1%	0.217	5.5%	0%	False	True	3,436
100	7.599	3.970	3.629	91.3%	0.221	5.6%	0%	False	True	2,982
120	8.545	3.970	4.575	115.1%	0.219	5.5%	0%	False	True	2,653

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.058
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4.563
2.618	4.379
1.618	4.266
1.000	4.196
0.618	4.153
HIGH	4.083
0.618	4.040
0.500	4.027
0.382	4.013
LOW	3.970
0.618	3.900
1.000	3.857
1.618	3.787
2.618	3.674
4.250	3.490

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	4.027	4.067
PP	4.010	4.037
S1	3.993	4.006

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

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