NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	4.700	4.732	0.032	0.7%	4.594
High	4.761	4.766	0.005	0.1%	4.749
Low	4.530	4.634	0.104	2.3%	4.412
Close	4.616	4.720	0.104	2.3%	4.665
Range	0.231	0.132	-0.099	-42.9%	0.337
ATR	0.198	0.194	-0.003	-1.7%	0.000
Volume	2,484	1,103	-1,381	-55.6%	6,692

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.103	5.043	4.793
R3	4.971	4.911	4.756
R2	4.839	4.839	4.744
R1	4.779	4.779	4.732	4.743
PP	4.707	4.707	4.707	4.689
S1	4.647	4.647	4.708	4.611
S2	4.575	4.575	4.696
S3	4.443	4.515	4.684
S4	4.311	4.383	4.647

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.620	5.479	4.850
R3	5.283	5.142	4.758
R2	4.946	4.946	4.727
R1	4.805	4.805	4.696	4.876
PP	4.609	4.609	4.609	4.644
S1	4.468	4.468	4.634	4.539
S2	4.272	4.272	4.603
S3	3.935	4.131	4.572
S4	3.598	3.794	4.480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.766	4.412	0.354	7.5%	0.194	4.1%	87%	True	False	1,653
10	4.766	4.412	0.354	7.5%	0.160	3.4%	87%	True	False	1,431
20	5.392	4.412	0.980	20.8%	0.178	3.8%	31%	False	False	1,338
40	6.665	4.412	2.253	47.7%	0.192	4.1%	14%	False	False	1,137

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.327
2.618	5.112
1.618	4.980
1.000	4.898
0.618	4.848
HIGH	4.766
0.618	4.716
0.500	4.700
0.382	4.684
LOW	4.634
0.618	4.552
1.000	4.502
1.618	4.420
2.618	4.288
4.250	4.073

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	4.713	4.676
PP	4.707	4.633
S1	4.700	4.589

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

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