NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	4.732	4.675	-0.057	-1.2%	4.594
High	4.766	4.788	0.022	0.5%	4.749
Low	4.634	4.605	-0.029	-0.6%	4.412
Close	4.720	4.792	0.072	1.5%	4.665
Range	0.132	0.183	0.051	38.6%	0.337
ATR	0.194	0.193	-0.001	-0.4%	0.000
Volume	1,103	1,106	3	0.3%	6,692

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.277	5.218	4.893
R3	5.094	5.035	4.842
R2	4.911	4.911	4.826
R1	4.852	4.852	4.809	4.882
PP	4.728	4.728	4.728	4.743
S1	4.669	4.669	4.775	4.699
S2	4.545	4.545	4.758
S3	4.362	4.486	4.742
S4	4.179	4.303	4.691

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	4.788	4.412	0.376	7.8%	0.195	4.1%	101%	True	False	1,612
10	4.788	4.412	0.376	7.8%	0.167	3.5%	101%	True	False	1,410
20	5.392	4.412	0.980	20.5%	0.177	3.7%	39%	False	False	1,329
40	6.665	4.412	2.253	47.0%	0.191	4.0%	17%	False	False	1,148

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	0.040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.566
2.618	5.267
1.618	5.084
1.000	4.971
0.618	4.901
HIGH	4.788
0.618	4.718
0.500	4.697
0.382	4.675
LOW	4.605
0.618	4.492
1.000	4.422
1.618	4.309
2.618	4.126
4.250	3.827

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	4.760	4.748
PP	4.728	4.703
S1	4.697	4.659

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

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