NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	4.770	4.752	-0.018	-0.4%	4.700
High	4.885	4.865	-0.020	-0.4%	4.861
Low	4.630	4.728	0.098	2.1%	4.513
Close	4.718	4.820	0.102	2.2%	4.765
Range	0.255	0.137	-0.118	-46.3%	0.348
ATR	0.207	0.203	-0.004	-2.1%	0.000
Volume	8,444	4,529	-3,915	-46.4%	23,860

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.215	5.155	4.895
R3	5.078	5.018	4.858
R2	4.941	4.941	4.845
R1	4.881	4.881	4.833	4.911
PP	4.804	4.804	4.804	4.820
S1	4.744	4.744	4.807	4.774
S2	4.667	4.667	4.795
S3	4.530	4.607	4.782
S4	4.393	4.470	4.745

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.757	5.609	4.956
R3	5.409	5.261	4.861
R2	5.061	5.061	4.829
R1	4.913	4.913	4.797	4.987
PP	4.713	4.713	4.713	4.750
S1	4.565	4.565	4.733	4.639
S2	4.365	4.365	4.701
S3	4.017	4.217	4.669
S4	3.669	3.869	4.574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.885	4.513	0.372	7.7%	0.200	4.1%	83%	False	False	5,712
10	4.885	4.513	0.372	7.7%	0.170	3.5%	83%	False	False	5,548
20	5.499	4.513	0.986	20.5%	0.191	4.0%	31%	False	False	5,424
40	6.784	4.513	2.271	47.1%	0.202	4.2%	14%	False	False	4,548

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.447
2.618	5.224
1.618	5.087
1.000	5.002
0.618	4.950
HIGH	4.865
0.618	4.813
0.500	4.797
0.382	4.780
LOW	4.728
0.618	4.643
1.000	4.591
1.618	4.506
2.618	4.369
4.250	4.146

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	4.812	4.780
PP	4.804	4.739
S1	4.797	4.699

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

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