NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	4.015	4.086	0.071	1.8%	4.593
High	4.069	4.100	0.031	0.8%	4.721
Low	3.970	3.929	-0.041	-1.0%	4.011
Close	4.020	4.061	0.041	1.0%	4.020
Range	0.099	0.171	0.072	72.7%	0.710
ATR	0.211	0.208	-0.003	-1.4%	0.000
Volume	7,836	7,243	-593	-7.6%	28,827

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.543	4.473	4.155
R3	4.372	4.302	4.108
R2	4.201	4.201	4.092
R1	4.131	4.131	4.077	4.081
PP	4.030	4.030	4.030	4.005
S1	3.960	3.960	4.045	3.910
S2	3.859	3.859	4.030
S3	3.688	3.789	4.014
S4	3.517	3.618	3.967

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.381	5.910	4.411
R3	5.671	5.200	4.215
R2	4.961	4.961	4.150
R1	4.490	4.490	4.085	4.371
PP	4.251	4.251	4.251	4.191
S1	3.780	3.780	3.955	3.661
S2	3.541	3.541	3.890
S3	2.831	3.070	3.825
S4	2.121	2.360	3.630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.720	3.929	0.791	19.5%	0.227	5.6%	17%	False	True	6,740
10	4.721	3.929	0.792	19.5%	0.234	5.8%	17%	False	True	5,666
20	4.721	3.929	0.792	19.5%	0.199	4.9%	17%	False	True	6,342
40	5.280	3.929	1.351	33.3%	0.198	4.9%	10%	False	True	5,493
60	6.521	3.929	2.592	63.8%	0.204	5.0%	5%	False	True	4,309
80	6.640	3.929	2.711	66.8%	0.201	5.0%	5%	False	True	3,585
100	7.700	3.929	3.771	92.9%	0.207	5.1%	4%	False	True	3,084
120	7.708	3.929	3.779	93.1%	0.205	5.0%	3%	False	True	2,732

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	0.028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.827
2.618	4.548
1.618	4.377
1.000	4.271
0.618	4.206
HIGH	4.100
0.618	4.035
0.500	4.015
0.382	3.994
LOW	3.929
0.618	3.823
1.000	3.758
1.618	3.652
2.618	3.481
4.250	3.202

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	4.046	4.112
PP	4.030	4.095
S1	4.015	4.078

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

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