NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	4.452	4.316	-0.136	-3.1%	4.380
High	4.480	4.411	-0.069	-1.5%	4.480
Low	4.365	4.244	-0.121	-2.8%	4.245
Close	4.400	4.323	-0.077	-1.8%	4.400
Range	0.115	0.167	0.052	45.2%	0.235
ATR	0.179	0.178	-0.001	-0.5%	0.000
Volume	2,845	1,378	-1,467	-51.6%	12,548

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.827	4.742	4.415
R3	4.660	4.575	4.369
R2	4.493	4.493	4.354
R1	4.408	4.408	4.338	4.451
PP	4.326	4.326	4.326	4.347
S1	4.241	4.241	4.308	4.284
S2	4.159	4.159	4.292
S3	3.992	4.074	4.277
S4	3.825	3.907	4.231

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	4.244	0.236	5.5%	0.144	3.3%	33%	False	True	2,279
10	4.805	4.244	0.561	13.0%	0.157	3.6%	14%	False	True	2,096
20	4.856	4.244	0.612	14.2%	0.161	3.7%	13%	False	True	1,739
40	5.490	4.244	1.246	28.8%	0.176	4.1%	6%	False	True	1,432

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.121
2.618	4.848
1.618	4.681
1.000	4.578
0.618	4.514
HIGH	4.411
0.618	4.347
0.500	4.328
0.382	4.308
LOW	4.244
0.618	4.141
1.000	4.077
1.618	3.974
2.618	3.807
4.250	3.534

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	4.328	4.362
PP	4.326	4.349
S1	4.325	4.336

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

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