NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	4.818	4.420	-0.398	-8.3%	4.729
High	4.818	4.420	-0.398	-8.3%	4.858
Low	4.413	4.172	-0.241	-5.5%	4.172
Close	4.460	4.179	-0.281	-6.3%	4.179
Range	0.405	0.248	-0.157	-38.8%	0.686
ATR	0.208	0.213	0.006	2.8%	0.000
Volume	1,793	1,647	-146	-8.1%	7,798

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.001	4.838	4.315
R3	4.753	4.590	4.247
R2	4.505	4.505	4.224
R1	4.342	4.342	4.202	4.300
PP	4.257	4.257	4.257	4.236
S1	4.094	4.094	4.156	4.052
S2	4.009	4.009	4.134
S3	3.761	3.846	4.111
S4	3.513	3.598	4.043

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.461	6.006	4.556
R3	5.775	5.320	4.368
R2	5.089	5.089	4.305
R1	4.634	4.634	4.242	4.519
PP	4.403	4.403	4.403	4.345
S1	3.948	3.948	4.116	3.833
S2	3.717	3.717	4.053
S3	3.031	3.262	3.990
S4	2.345	2.576	3.802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.858	4.172	0.686	16.4%	0.202	4.8%	1%	False	True	1,559
10	4.860	4.160	0.700	16.8%	0.233	5.6%	3%	False	False	1,617
20	4.860	4.160	0.700	16.8%	0.198	4.7%	3%	False	False	1,912
40	5.392	4.160	1.232	29.5%	0.192	4.6%	2%	False	False	1,588

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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.474
2.618	5.069
1.618	4.821
1.000	4.668
0.618	4.573
HIGH	4.420
0.618	4.325
0.500	4.296
0.382	4.267
LOW	4.172
0.618	4.019
1.000	3.924
1.618	3.771
2.618	3.523
4.250	3.118

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	4.296	4.505
PP	4.257	4.396
S1	4.218	4.288

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

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