NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	4.593	4.675	0.082	1.8%	4.223
High	4.679	4.721	0.042	0.9%	4.655
Low	4.593	4.548	-0.045	-1.0%	4.007
Close	4.632	4.698	0.066	1.4%	4.562
Range	0.086	0.173	0.087	101.2%	0.648
ATR	0.202	0.200	-0.002	-1.0%	0.000
Volume	6,213	3,989	-2,224	-35.8%	19,389

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.175	5.109	4.793
R3	5.002	4.936	4.746
R2	4.829	4.829	4.730
R1	4.763	4.763	4.714	4.796
PP	4.656	4.656	4.656	4.672
S1	4.590	4.590	4.682	4.623
S2	4.483	4.483	4.666
S3	4.310	4.417	4.650
S4	4.137	4.244	4.603

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.352	6.105	4.918
R3	5.704	5.457	4.740
R2	5.056	5.056	4.681
R1	4.809	4.809	4.621	4.933
PP	4.408	4.408	4.408	4.470
S1	4.161	4.161	4.503	4.285
S2	3.760	3.760	4.443
S3	3.112	3.513	4.384
S4	2.464	2.865	4.206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.721	4.007	0.714	15.2%	0.242	5.1%	97%	True	False	4,592
10	4.721	4.007	0.714	15.2%	0.194	4.1%	97%	True	False	5,829
20	4.721	4.007	0.714	15.2%	0.192	4.1%	97%	True	False	6,472
40	5.280	4.007	1.273	27.1%	0.198	4.2%	54%	False	False	4,990
60	6.521	4.007	2.514	53.5%	0.200	4.3%	27%	False	False	3,835
80	7.106	4.007	3.099	66.0%	0.202	4.3%	22%	False	False	3,223
100	7.708	4.007	3.701	78.8%	0.209	4.4%	19%	False	False	2,794
120	8.373	4.007	4.366	92.9%	0.204	4.4%	16%	False	False	2,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.456
2.618	5.174
1.618	5.001
1.000	4.894
0.618	4.828
HIGH	4.721
0.618	4.655
0.500	4.635
0.382	4.614
LOW	4.548
0.618	4.441
1.000	4.375
1.618	4.268
2.618	4.095
4.250	3.813

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	4.677	4.658
PP	4.656	4.618
S1	4.635	4.578

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

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