NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	4.729	4.769	0.040	0.8%	4.316
High	4.816	4.858	0.042	0.9%	4.860
Low	4.729	4.690	-0.039	-0.8%	4.160
Close	4.772	4.838	0.066	1.4%	4.696
Range	0.087	0.168	0.081	93.1%	0.700
ATR	0.202	0.200	-0.002	-1.2%	0.000
Volume	1,995	1,062	-933	-46.8%	8,378

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.299	5.237	4.930
R3	5.131	5.069	4.884
R2	4.963	4.963	4.869
R1	4.901	4.901	4.853	4.932
PP	4.795	4.795	4.795	4.811
S1	4.733	4.733	4.823	4.764
S2	4.627	4.627	4.807
S3	4.459	4.565	4.792
S4	4.291	4.397	4.746

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	14.5%	0.262	5.4%	97%	False	False	1,667
10	4.860	4.160	0.700	14.5%	0.202	4.2%	97%	False	False	2,023
20	4.860	4.160	0.700	14.5%	0.191	3.9%	97%	False	False	1,909
40	5.392	4.160	1.232	25.5%	0.186	3.8%	55%	False	False	1,560

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	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.572
2.618	5.298
1.618	5.130
1.000	5.026
0.618	4.962
HIGH	4.858
0.618	4.794
0.500	4.774
0.382	4.754
LOW	4.690
0.618	4.586
1.000	4.522
1.618	4.418
2.618	4.250
4.250	3.976

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	4.817	4.797
PP	4.795	4.757
S1	4.774	4.716

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

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