NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	4.280	4.452	0.172	4.0%	4.380
High	4.474	4.480	0.006	0.1%	4.480
Low	4.245	4.365	0.120	2.8%	4.245
Close	4.464	4.400	-0.064	-1.4%	4.400
Range	0.229	0.115	-0.114	-49.8%	0.235
ATR	0.183	0.179	-0.005	-2.7%	0.000
Volume	3,974	2,845	-1,129	-28.4%	12,548

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.760	4.695	4.463
R3	4.645	4.580	4.432
R2	4.530	4.530	4.421
R1	4.465	4.465	4.411	4.440
PP	4.415	4.415	4.415	4.403
S1	4.350	4.350	4.389	4.325
S2	4.300	4.300	4.379
S3	4.185	4.235	4.368
S4	4.070	4.120	4.337

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.080	4.975	4.529
R3	4.845	4.740	4.465
R2	4.610	4.610	4.443
R1	4.505	4.505	4.422	4.558
PP	4.375	4.375	4.375	4.401
S1	4.270	4.270	4.378	4.323
S2	4.140	4.140	4.357
S3	3.905	4.035	4.335
S4	3.670	3.800	4.271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.480	4.245	0.235	5.3%	0.135	3.1%	66%	True	False	2,509
10	4.805	4.245	0.560	12.7%	0.163	3.7%	28%	False	False	2,206
20	5.029	4.245	0.784	17.8%	0.159	3.6%	20%	False	False	1,760
40	5.530	4.245	1.285	29.2%	0.177	4.0%	12%	False	False	1,432

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	0.043
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.969
2.618	4.781
1.618	4.666
1.000	4.595
0.618	4.551
HIGH	4.480
0.618	4.436
0.500	4.423
0.382	4.409
LOW	4.365
0.618	4.294
1.000	4.250
1.618	4.179
2.618	4.064
4.250	3.876

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	4.423	4.388
PP	4.415	4.375
S1	4.408	4.363

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

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