NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	4.625	4.729	0.104	2.2%	4.316
High	4.778	4.816	0.038	0.8%	4.860
Low	4.574	4.729	0.155	3.4%	4.160
Close	4.696	4.772	0.076	1.6%	4.696
Range	0.204	0.087	-0.117	-57.4%	0.700
ATR	0.208	0.202	-0.006	-3.0%	0.000
Volume	2,677	1,995	-682	-25.5%	8,378

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.033	4.990	4.820
R3	4.946	4.903	4.796
R2	4.859	4.859	4.788
R1	4.816	4.816	4.780	4.838
PP	4.772	4.772	4.772	4.783
S1	4.729	4.729	4.764	4.751
S2	4.685	4.685	4.756
S3	4.598	4.642	4.748
S4	4.511	4.555	4.724

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.672	6.384	5.081
R3	5.972	5.684	4.889
R2	5.272	5.272	4.824
R1	4.984	4.984	4.760	5.128
PP	4.572	4.572	4.572	4.644
S1	4.284	4.284	4.632	4.428
S2	3.872	3.872	4.568
S3	3.172	3.584	4.504
S4	2.472	2.884	4.311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.860	4.160	0.700	14.7%	0.249	5.2%	87%	False	False	1,799
10	4.860	4.160	0.700	14.7%	0.197	4.1%	87%	False	False	2,039
20	4.860	4.160	0.700	14.7%	0.191	4.0%	87%	False	False	1,900
40	5.392	4.160	1.232	25.8%	0.186	3.9%	50%	False	False	1,550

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.025
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	5.186
2.618	5.044
1.618	4.957
1.000	4.903
0.618	4.870
HIGH	4.816
0.618	4.783
0.500	4.773
0.382	4.762
LOW	4.729
0.618	4.675
1.000	4.642
1.618	4.588
2.618	4.501
4.250	4.359

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	4.773	4.685
PP	4.772	4.597
S1	4.772	4.510

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

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