NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	4.293	4.245	-0.048	-1.1%	4.642
High	4.320	4.445	0.125	2.9%	4.763
Low	4.216	4.196	-0.020	-0.5%	4.350
Close	4.216	4.415	0.199	4.7%	4.377
Range	0.104	0.249	0.145	139.4%	0.413
ATR	0.186	0.191	0.004	2.4%	0.000
Volume	6,492	3,753	-2,739	-42.2%	14,361

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.099	5.006	4.552
R3	4.850	4.757	4.483
R2	4.601	4.601	4.461
R1	4.508	4.508	4.438	4.555
PP	4.352	4.352	4.352	4.375
S1	4.259	4.259	4.392	4.306
S2	4.103	4.103	4.369
S3	3.854	4.010	4.347
S4	3.605	3.761	4.278

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.736	5.469	4.604
R3	5.323	5.056	4.491
R2	4.910	4.910	4.453
R1	4.643	4.643	4.415	4.570
PP	4.497	4.497	4.497	4.460
S1	4.230	4.230	4.339	4.157
S2	4.084	4.084	4.301
S3	3.671	3.817	4.263
S4	3.258	3.404	4.150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.516	4.196	0.320	7.2%	0.155	3.5%	68%	False	True	3,424
10	4.763	4.196	0.567	12.8%	0.193	4.4%	39%	False	True	3,051
20	5.102	4.196	0.906	20.5%	0.176	4.0%	24%	False	True	2,253
40	5.648	4.196	1.452	32.9%	0.190	4.3%	15%	False	True	1,781
60	6.619	4.196	2.423	54.9%	0.195	4.4%	9%	False	True	1,445
80	7.211	4.196	3.015	68.3%	0.191	4.3%	7%	False	True	1,306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.049
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5.503
2.618	5.097
1.618	4.848
1.000	4.694
0.618	4.599
HIGH	4.445
0.618	4.350
0.500	4.321
0.382	4.291
LOW	4.196
0.618	4.042
1.000	3.947
1.618	3.793
2.618	3.544
4.250	3.138

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	4.384	4.384
PP	4.352	4.352
S1	4.321	4.321

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

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